Trading Models — Tournament 2026-06-23

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① Find tickers

1003 universe → 40 L / 40 S past FA gate

78 tested · 0 passed nightly FDR · 0 watchlist

② Find strategy

80 candidates → 0 survivors

③ Create trade

0 tickets

① Find tickers — FA slates

Long slate — top FA

#	ticker	sector	FA
1	AU	Materials	0.90
2	NEM	Materials	0.85
3	EQT	Energy	0.84
4	SNDK	Information Technology	0.84
5	EXE	Energy	0.84
6	SSB	Financials	0.81
7	NBIX	Health Care	0.81
8	RRC	Energy	0.81
9	NU	Financials	0.80
10	MU	Information Technology	0.79
11	NVDA	Information Technology	0.79
12	FIS	Financials	0.79
13	AR	Energy	0.78
14	PTC	Information Technology	0.78
15	CF	Materials	0.77
16	ALB	Materials	0.76
17	RGLD	Materials	0.76
18	FICO	Information Technology	0.75
19	FSLR	Information Technology	0.75
20	EVR	Financials	0.75
21	AFL	Financials	0.74
22	INCY	Health Care	0.73
23	RDDT	Communication Services	0.71
24	ADSK	Information Technology	0.71
25	MRP	Consumer Discretionary	0.70
26	FNF	Financials	0.70
27	HRB	Consumer Discretionary	0.69
28	EOG	Energy	0.69
29	COLB	Financials	0.67
30	ROP	Industrials	0.67
31	CRM	Information Technology	0.67
32	MLI	Industrials	0.67
33	ALL	Financials	0.67
34	AMP	Financials	0.67
35	EG	Financials	0.67
36	SF	Financials	0.67
37	CB	Financials	0.66
38	BKNG	Consumer Discretionary	0.66
39	EWBC	Financials	0.66
40	PLTR	Information Technology	0.65

Short slate — bottom FA

#	ticker	sector	FA
1	RARE	Health Care	0.14
2	BHF	Financials	0.18
3	CG	Financials	0.20
4	LPX	Materials	0.21
5	MKL	Financials	0.21
6	COIN	Financials	0.21
7	MOH	Health Care	0.22
8	KMX	Consumer Discretionary	0.23
9	DOW	Materials	0.23
10	APO	Financials	0.25
11	MTN	Consumer Discretionary	0.25
12	OLN	Materials	0.26
13	DJT	Communication Services	0.27
14	DE	Industrials	0.27
15	ENPH	Information Technology	0.27
16	HOG	Consumer Discretionary	0.27
17	FND	Consumer Discretionary	0.28
18	NKE	Consumer Discretionary	0.29
19	SOLV	Health Care	0.29
20	HON	Industrials	0.29
21	CNH	Industrials	0.29
22	CWEN-A	Utilities	0.29
23	MGM	Consumer Discretionary	0.30
24	MDU	Utilities	0.30
25	CPNG	Consumer Discretionary	0.30
26	PPC	Consumer Staples	0.30
27	LMT	Industrials	0.30
28	IDA	Utilities	0.31
29	PENN	Consumer Discretionary	0.32
30	CARR	Industrials	0.32
31	PSX	Energy	0.33
32	HD	Consumer Discretionary	0.33
33	LYV	Communication Services	0.33
34	EL	Consumer Staples	0.34
35	OGE	Utilities	0.35
36	CNP	Utilities	0.35
37	CPT	Real Estate	0.36
38	CORT	Health Care	0.36
39	DRI	Consumer Discretionary	0.36
40	COLD	Real Estate	0.36

② Find strategy — walk-forward tournament

0 survivors — the bar held. Every strategy/ticker pair failed the out-of-sample survival criteria (deflated-Sharpe probability ≥ 0.90 corrected for the whole menu tried, ≥ 12 trades, stable parameters). No trades is the designed outcome most nights, not a failure. The verdicts below are the evidence of work.

78 ticker(s) with no survivor — show verdicts

AU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.177	0.95	5	6	0.60	deflated_sharpe 0.18 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
base_breakout	0.447	1.62	2	6	0.00	deflated_sharpe 0.45 < 0.90; n_trades 2 < 12
pead	0.000	-0.91	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.077	0.51	28	6	0.00	deflated_sharpe 0.08 < 0.90
bollinger	0.092	0.52	1	6	0.20	deflated_sharpe 0.09 < 0.90; n_trades 1 < 12
ma_pullback	0.042	0.26	3	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
ridge_momentum	0.813	2.53	36	6	0.60	deflated_sharpe 0.81 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.452	1.63	1	6	0.40	deflated_sharpe 0.45 < 0.90; n_trades 1 < 12
macd	0.166	0.91	20	6	0.00	deflated_sharpe 0.17 < 0.90

NEM long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.084	0.58	5	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
base_breakout	0.162	0.97	2	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.159	0.89	28	6	0.20	deflated_sharpe 0.16 < 0.90
bollinger	0.001	-0.70	2	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ma_pullback	0.001	-0.75	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.029	0.13	36	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.206	1.05	3	6	0.40	deflated_sharpe 0.21 < 0.90; n_trades 3 < 12
macd	0.015	-0.09	20	6	0.20	deflated_sharpe 0.02 < 0.90

EQT long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.159	0.87	4	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 4 < 12
base_breakout	0.012	-0.15	3	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.438	1.52	34	6	0.60	deflated_sharpe 0.44 < 0.90; param change-rate 0.60 > 0.50
bollinger	0.893	2.03	7	6	0.00	deflated_sharpe 0.89 < 0.90; n_trades 7 < 12
ma_pullback	0.050	0.35	1	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
ridge_momentum	0.454	1.59	26	6	0.60	deflated_sharpe 0.45 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.164	0.91	4	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 4 < 12
macd	0.112	0.71	18	6	0.00	deflated_sharpe 0.11 < 0.90

EXE long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.008	-0.30	5	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	-1.07	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.006	-0.37	31	6	0.40	deflated_sharpe 0.01 < 0.90
bollinger	0.124	0.71	1	6	0.00	deflated_sharpe 0.12 < 0.90; n_trades 1 < 12
ma_pullback	0.009	-0.23	2	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum	0.020	0.01	9	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 9 < 12
sma_cross	0.078	0.53	6	6	0.40	deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
macd	0.082	0.56	15	6	0.40	deflated_sharpe 0.08 < 0.90

SSB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.62	6	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.006	-0.32	3	7	0.17	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
pead	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.005	-0.37	34	7	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.015	-0.09	8	7	0.00	deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
ma_pullback	0.005	-0.39	3	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.064	0.41	17	7	0.50	deflated_sharpe 0.06 < 0.90
sma_cross	0.027	0.10	6	7	0.00	deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
macd	0.032	0.16	16	7	0.00	deflated_sharpe 0.03 < 0.90

NBIX long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.019	-0.02	6	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout	0.000	-0.79	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.014	-0.11	23	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.019	-0.02	7	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
ma_pullback	0.058	0.42	2	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ridge_momentum	0.065	0.47	46	6	0.80	deflated_sharpe 0.06 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.024	0.07	2	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
macd	0.022	0.03	17	6	0.00	deflated_sharpe 0.02 < 0.90

RRC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.68	8	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
base_breakout	0.007	-0.33	2	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.015	-0.09	22	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.021	0.02	5	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
ma_pullback	0.004	-0.44	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.282	1.24	24	6	0.80	deflated_sharpe 0.28 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.065	0.45	4	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
macd	0.140	0.81	22	6	0.20	deflated_sharpe 0.14 < 0.90

NU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.26	10	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
base_breakout	0.001	-0.90	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead	0.995	1.76	1	6	0.20	n_trades 1 < 12
rsi2	0.004	-0.45	25	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.028	0.13	1	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
ma_pullback	0.006	-0.35	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum	0.020	0.00	32	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.005	-0.43	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.085	0.57	13	6	0.00	deflated_sharpe 0.08 < 0.90

MU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.787	2.27	1	6	0.00	deflated_sharpe 0.79 < 0.90; n_trades 1 < 12
base_breakout	0.658	1.95	2	6	0.40	deflated_sharpe 0.66 < 0.90; n_trades 2 < 12
pead	0.329	0.85	1	6	0.00	deflated_sharpe 0.33 < 0.90; n_trades 1 < 12
rsi2	0.407	1.44	24	6	0.00	deflated_sharpe 0.41 < 0.90
bollinger	0.346	1.19	4	6	0.20	deflated_sharpe 0.35 < 0.90; n_trades 4 < 12
ma_pullback	0.749	2.08	3	6	0.40	deflated_sharpe 0.75 < 0.90; n_trades 3 < 12
ridge_momentum	0.026	0.09	31	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.600	1.92	4	6	0.20	deflated_sharpe 0.60 < 0.90; n_trades 4 < 12
macd	0.263	1.17	19	6	0.00	deflated_sharpe 0.26 < 0.90

NVDA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.042	0.25	8	7	0.50	deflated_sharpe 0.04 < 0.90; n_trades 8 < 12
base_breakout	0.008	-0.27	6	7	0.00	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
pead	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.186	0.88	41	7	0.50	deflated_sharpe 0.19 < 0.90
bollinger	0.879	1.44	4	7	0.00	deflated_sharpe 0.88 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-1.06	5	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum	0.114	0.65	57	7	0.33	deflated_sharpe 0.11 < 0.90
sma_cross	0.154	0.78	6	7	0.00	deflated_sharpe 0.15 < 0.90; n_trades 6 < 12
macd	0.008	-0.25	20	7	0.00	deflated_sharpe 0.01 < 0.90

FIS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.057	0.39	2	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
base_breakout	0.000	-0.82	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.002	-0.67	17	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.002	-0.71	11	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 11 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.000	-1.30	16	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.022	0.04	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.001	-0.77	18	6	0.00	deflated_sharpe 0.00 < 0.90

AR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.005	-0.42	7	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
base_breakout	0.073	0.51	2	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.043	0.28	21	6	0.00	deflated_sharpe 0.04 < 0.90
bollinger	0.348	1.35	11	6	0.00	deflated_sharpe 0.35 < 0.90; n_trades 11 < 12
ma_pullback	0.015	-0.08	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
ridge_momentum	0.327	1.33	28	6	0.40	deflated_sharpe 0.33 < 0.90
sma_cross	0.029	0.13	4	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.151	0.85	19	6	0.20	deflated_sharpe 0.15 < 0.90

PTC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.187	0.84	2	6	0.00	deflated_sharpe 0.19 < 0.90; n_trades 2 < 12
base_breakout	0.011	-0.20	2	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
pead	0.000	-0.82	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.057	0.42	19	6	0.00	deflated_sharpe 0.06 < 0.90
bollinger	0.003	-0.55	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.006	-0.38	18	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.172	0.79	2	6	0.00	deflated_sharpe 0.17 < 0.90; n_trades 2 < 12
macd	0.019	-0.00	17	6	0.40	deflated_sharpe 0.02 < 0.90

CF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.138	0.77	6	6	0.20	deflated_sharpe 0.14 < 0.90; n_trades 6 < 12
base_breakout	0.126	0.69	1	6	0.40	deflated_sharpe 0.13 < 0.90; n_trades 1 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.017	-0.04	27	6	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.059	0.41	4	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
ma_pullback	0.021	0.03	4	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
ridge_momentum	0.186	0.99	24	6	0.40	deflated_sharpe 0.19 < 0.90
sma_cross	0.188	0.93	6	6	0.40	deflated_sharpe 0.19 < 0.90; n_trades 6 < 12
macd	0.083	0.54	18	6	0.80	deflated_sharpe 0.08 < 0.90; param change-rate 0.80 > 0.50

ALB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.070	0.48	6	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 6 < 12
base_breakout	0.031	0.16	2	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.641	1.95	18	6	0.00	deflated_sharpe 0.64 < 0.90
bollinger	0.031	0.16	5	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.057	0.39	31	6	0.80	deflated_sharpe 0.06 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.409	1.51	2	6	0.00	deflated_sharpe 0.41 < 0.90; n_trades 2 < 12
macd	0.047	0.32	18	6	0.60	deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50

RGLD long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.074	0.51	5	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 5 < 12
base_breakout	0.030	0.15	1	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
pead	0.010	-0.21	1	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.046	0.30	31	6	0.20	deflated_sharpe 0.05 < 0.90
bollinger	0.021	0.03	4	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
ma_pullback	0.003	-0.53	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum	0.177	0.92	22	6	0.40	deflated_sharpe 0.18 < 0.90
sma_cross	0.121	0.74	3	6	0.40	deflated_sharpe 0.12 < 0.90; n_trades 3 < 12
macd	0.246	1.18	17	6	0.20	deflated_sharpe 0.25 < 0.90

FICO long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.024	0.07	4	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout	0.060	0.41	1	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	-1.16	17	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.010	-0.21	7	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.000	-1.07	22	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.013	-0.13	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.000	-1.14	18	6	0.20	deflated_sharpe 0.00 < 0.90

FSLR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.007	-0.32	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout	0.027	0.10	2	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
pead	0.000	-1.19	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.088	0.57	24	6	0.00	deflated_sharpe 0.09 < 0.90
bollinger	0.130	0.76	8	6	0.00	deflated_sharpe 0.13 < 0.90; n_trades 8 < 12
ma_pullback	0.001	-0.84	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.012	-0.16	31	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.074	0.49	3	6	0.40	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
macd	0.000	-1.51	24	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50

EVR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.310	1.18	3	6	0.00	deflated_sharpe 0.31 < 0.90; n_trades 3 < 12
base_breakout	0.031	0.16	3	6	0.40	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
pead	0.000	-1.12	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.002	-0.70	28	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.004	-0.44	5	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
ma_pullback	0.000	-1.03	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.097	0.60	27	6	0.40	deflated_sharpe 0.10 < 0.90
sma_cross	0.425	1.43	3	6	0.00	deflated_sharpe 0.43 < 0.90; n_trades 3 < 12
macd	0.007	-0.31	21	6	0.00	deflated_sharpe 0.01 < 0.90

AFL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.35	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.012	-0.17	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.011	-0.19	33	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.610	1.32	2	6	0.00	deflated_sharpe 0.61 < 0.90; n_trades 2 < 12
ma_pullback	0.005	-0.41	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.036	0.21	31	6	0.40	deflated_sharpe 0.04 < 0.90
sma_cross	0.008	-0.28	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.000	-1.00	18	6	0.20	deflated_sharpe 0.00 < 0.90

INCY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.012	-0.16	6	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
base_breakout	0.001	-0.74	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.763	1.58	2	6	0.00	deflated_sharpe 0.76 < 0.90; n_trades 2 < 12
rsi2	0.019	-0.01	33	6	0.40	deflated_sharpe 0.02 < 0.90
bollinger	0.321	1.28	7	6	0.00	deflated_sharpe 0.32 < 0.90; n_trades 7 < 12
ma_pullback	0.000	-1.17	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.025	0.08	16	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.203	0.99	3	6	0.20	deflated_sharpe 0.20 < 0.90; n_trades 3 < 12
macd	0.111	0.68	12	6	0.20	deflated_sharpe 0.11 < 0.90

RDDT long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.008	-0.48	2	2	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
base_breakout	0.000	-1.73	1	2	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.000	0.00	0	2	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.017	-0.07	11	2	0.00	deflated_sharpe 0.02 < 0.90; n_trades 11 < 12
bollinger	0.041	0.45	1	2	0.00	deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
ma_pullback	0.000	0.00	0	2	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.002	-1.17	7	2	1.00	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 1.00 > 0.50
sma_cross	0.001	-1.27	2	2	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd	0.006	-0.67	4	2	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12

ADSK long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.055	0.40	2	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
base_breakout	0.103	0.73	1	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 1 < 12
pead	0.004	-0.46	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.013	-0.14	31	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.047	0.31	8	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 8 < 12
ma_pullback	0.004	-0.47	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.078	0.52	19	6	0.60	deflated_sharpe 0.08 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.010	-0.20	5	6	0.80	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12; param change-rate 0.80 > 0.50
macd	0.001	-0.74	18	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50

FNF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.83	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	-1.30	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead	0.070	0.44	1	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
rsi2	0.012	-0.17	26	6	0.40	deflated_sharpe 0.01 < 0.90
bollinger	0.156	0.85	8	6	0.20	deflated_sharpe 0.16 < 0.90; n_trades 8 < 12
ma_pullback	0.002	-0.52	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.080	0.54	39	6	0.60	deflated_sharpe 0.08 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.22	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.002	-0.71	20	6	0.40	deflated_sharpe 0.00 < 0.90

HRB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.20	5	6	1.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 1.00 > 0.50
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	-0.93	12	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.152	0.77	1	6	0.00	deflated_sharpe 0.15 < 0.90; n_trades 1 < 12
ma_pullback	0.001	-0.62	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.001	-0.83	33	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-0.94	4	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
macd	0.005	-0.43	14	6	0.00	deflated_sharpe 0.00 < 0.90

EOG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.008	-0.30	7	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
base_breakout	0.001	-0.81	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead	0.057	0.37	1	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
rsi2	0.000	-1.15	13	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.113	0.70	3	6	0.40	deflated_sharpe 0.11 < 0.90; n_trades 3 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.145	0.82	15	6	0.80	deflated_sharpe 0.15 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.006	-0.38	6	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.082	0.55	17	6	0.20	deflated_sharpe 0.08 < 0.90

COLB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.051	0.34	6	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 6 < 12
base_breakout	0.217	0.89	2	6	0.00	deflated_sharpe 0.22 < 0.90; n_trades 2 < 12
pead	0.052	0.31	2	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 2 < 12
rsi2	0.691	1.69	34	6	0.20	deflated_sharpe 0.69 < 0.90
bollinger	0.121	0.74	10	6	0.40	deflated_sharpe 0.12 < 0.90; n_trades 10 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.044	0.29	24	6	0.60	deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.041	0.26	3	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
macd	0.002	-0.71	17	6	0.40	deflated_sharpe 0.00 < 0.90

ROP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.30	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout	0.000	-1.11	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.011	-0.18	1	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.000	-1.34	20	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.001	-0.77	8	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.014	-0.11	17	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.001	-0.83	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.000	-0.99	16	6	0.40	deflated_sharpe 0.00 < 0.90

CRM long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.070	0.45	2	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
base_breakout	0.112	0.60	1	6	0.00	deflated_sharpe 0.11 < 0.90; n_trades 1 < 12
pead	0.022	0.04	0	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 0 < 12
rsi2	0.003	-0.60	15	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.001	-0.90	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback	0.013	-0.13	1	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum	0.006	-0.39	44	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.009	-0.24	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.043	0.28	16	6	0.00	deflated_sharpe 0.04 < 0.90

MLI long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.570	1.72	2	6	0.00	deflated_sharpe 0.57 < 0.90; n_trades 2 < 12
base_breakout	0.335	1.28	2	6	0.00	deflated_sharpe 0.33 < 0.90; n_trades 2 < 12
pead	0.382	0.85	1	6	0.00	deflated_sharpe 0.38 < 0.90; n_trades 1 < 12
rsi2	0.737	1.76	43	6	0.00	deflated_sharpe 0.74 < 0.90
bollinger	0.088	0.53	3	6	0.60	deflated_sharpe 0.09 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
ma_pullback	0.000	-1.17	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.250	1.12	26	6	0.20	deflated_sharpe 0.25 < 0.90
sma_cross	0.230	1.05	2	6	0.00	deflated_sharpe 0.23 < 0.90; n_trades 2 < 12
macd	0.019	-0.01	21	6	0.00	deflated_sharpe 0.02 < 0.90

ALL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.63	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.003	-0.54	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.041	0.27	1	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
rsi2	0.086	0.59	38	6	0.20	deflated_sharpe 0.09 < 0.90
bollinger	0.367	1.43	9	6	0.20	deflated_sharpe 0.37 < 0.90; n_trades 9 < 12
ma_pullback	0.017	-0.06	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
ridge_momentum	0.060	0.42	25	6	0.60	deflated_sharpe 0.06 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.004	-0.46	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.026	0.10	18	6	0.20	deflated_sharpe 0.03 < 0.90

AMP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.135	0.75	4	6	0.40	deflated_sharpe 0.14 < 0.90; n_trades 4 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.005	-0.41	22	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.037	0.22	7	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 7 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.004	-0.49	7	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
sma_cross	0.082	0.54	4	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 4 < 12
macd	0.003	-0.53	15	6	0.00	deflated_sharpe 0.00 < 0.90

EG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.43	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout	0.000	-1.11	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	-1.10	7	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
bollinger	0.622	1.72	6	6	0.00	deflated_sharpe 0.62 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.314	1.28	17	6	0.20	deflated_sharpe 0.31 < 0.90
sma_cross	0.000	-0.97	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.000	-1.24	22	6	0.20	deflated_sharpe 0.00 < 0.90

SF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.137	0.71	7	6	0.80	deflated_sharpe 0.14 < 0.90; n_trades 7 < 12; param change-rate 0.80 > 0.50
base_breakout	0.021	0.02	2	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.087	0.54	35	6	0.20	deflated_sharpe 0.09 < 0.90
bollinger	0.012	-0.16	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-0.89	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.235	1.10	25	6	0.60	deflated_sharpe 0.23 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.141	0.77	4	6	0.20	deflated_sharpe 0.14 < 0.90; n_trades 4 < 12
macd	0.106	0.65	23	6	0.40	deflated_sharpe 0.11 < 0.90

CB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.031	0.16	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
base_breakout	0.052	0.35	2	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 2 < 12
pead	0.023	0.05	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
rsi2	0.057	0.39	33	6	0.20	deflated_sharpe 0.06 < 0.90
bollinger	0.557	1.45	2	6	0.20	deflated_sharpe 0.56 < 0.90; n_trades 2 < 12
ma_pullback	0.000	-0.89	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum	0.036	0.21	21	6	0.60	deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.069	0.47	2	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
macd	0.008	-0.30	18	6	0.00	deflated_sharpe 0.01 < 0.90

BKNG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.305	1.25	3	6	0.00	deflated_sharpe 0.31 < 0.90; n_trades 3 < 12
base_breakout	0.105	0.65	2	6	0.00	deflated_sharpe 0.11 < 0.90; n_trades 2 < 12
pead	0.100	0.54	1	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 1 < 12
rsi2	0.007	-0.33	33	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.002	-0.61	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback	0.012	-0.15	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum	0.120	0.72	31	6	0.20	deflated_sharpe 0.12 < 0.90
sma_cross	0.141	0.79	5	6	0.00	deflated_sharpe 0.14 < 0.90; n_trades 5 < 12
macd	0.192	0.95	15	6	0.00	deflated_sharpe 0.19 < 0.90

EWBC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.073	0.49	4	6	0.60	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
base_breakout	0.074	0.50	2	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
pead	0.352	0.86	2	6	0.20	deflated_sharpe 0.35 < 0.90; n_trades 2 < 12
rsi2	0.004	-0.46	36	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.141	0.80	3	6	0.00	deflated_sharpe 0.14 < 0.90; n_trades 3 < 12
ma_pullback	0.000	-1.14	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum	0.174	0.97	25	6	0.40	deflated_sharpe 0.17 < 0.90
sma_cross	0.105	0.65	6	6	0.20	deflated_sharpe 0.10 < 0.90; n_trades 6 < 12
macd	0.165	0.92	14	6	0.20	deflated_sharpe 0.17 < 0.90

PLTR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.180	0.94	9	6	0.40	deflated_sharpe 0.18 < 0.90; n_trades 9 < 12
base_breakout	0.130	0.73	5	6	0.40	deflated_sharpe 0.13 < 0.90; n_trades 5 < 12
pead	0.000	-0.98	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.271	1.05	35	6	0.00	deflated_sharpe 0.27 < 0.90
bollinger	0.029	0.14	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
ma_pullback	0.112	0.69	2	6	0.00	deflated_sharpe 0.11 < 0.90; n_trades 2 < 12
ridge_momentum	0.193	0.94	23	6	0.40	deflated_sharpe 0.19 < 0.90
sma_cross	0.456	1.52	4	6	0.00	deflated_sharpe 0.46 < 0.90; n_trades 4 < 12
macd	0.453	1.50	16	6	0.80	deflated_sharpe 0.45 < 0.90; param change-rate 0.80 > 0.50

RARE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.015	-0.10	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout	0.012	-0.15	2	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
pead	0.000	-1.17	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.104	0.59	34	6	0.20	deflated_sharpe 0.10 < 0.90
bollinger	0.648	1.04	5	6	0.40	deflated_sharpe 0.65 < 0.90; n_trades 5 < 12
ma_pullback	0.060	0.41	2	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ridge_momentum	0.348	1.00	22	6	0.60	deflated_sharpe 0.35 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.017	-0.06	5	6	0.60	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd	0.033	0.17	16	6	0.00	deflated_sharpe 0.03 < 0.90

BHF short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.006	-0.35	5	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.082	0.52	10	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 10 < 12
bollinger	0.008	-0.26	6	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.011	-0.18	15	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.43	5	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd	0.002	-0.67	18	6	0.00	deflated_sharpe 0.00 < 0.90

CG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.028	0.12	5	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	-1.13	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.006	-0.41	10	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 10 < 12
bollinger	0.566	1.32	2	6	0.00	deflated_sharpe 0.57 < 0.90; n_trades 2 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.005	-0.40	44	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.049	0.32	4	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
macd	0.011	-0.20	17	6	0.20	deflated_sharpe 0.01 < 0.90

LPX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.64	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout	0.000	-0.92	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.003	-0.56	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.132	0.77	28	6	0.00	deflated_sharpe 0.13 < 0.90
bollinger	0.912	1.79	3	6	0.40	n_trades 3 < 12
ma_pullback	0.041	0.25	2	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
ridge_momentum	0.114	0.71	31	6	0.60	deflated_sharpe 0.11 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.014	-0.12	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.015	-0.09	16	6	0.00	deflated_sharpe 0.02 < 0.90

MKL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.72	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger	0.014	-0.10	8	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.069	0.49	15	6	0.40	deflated_sharpe 0.07 < 0.90
sma_cross	0.003	-0.53	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.000	-1.31	20	6	0.40	deflated_sharpe 0.00 < 0.90

COIN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.017	-0.06	3	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.038	0.23	3	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
rsi2	0.005	-0.39	20	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.000	-0.95	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.004	-0.45	35	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.003	-0.52	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.054	0.38	12	6	0.00	deflated_sharpe 0.05 < 0.90

MOH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.005	-0.41	8	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 8 < 12; param change-rate 0.60 > 0.50
base_breakout	0.006	-0.35	1	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead	0.000	-0.90	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.081	0.50	38	6	0.40	deflated_sharpe 0.08 < 0.90
bollinger	0.124	0.69	7	6	0.20	deflated_sharpe 0.12 < 0.90; n_trades 7 < 12
ma_pullback	0.281	0.98	4	6	0.00	deflated_sharpe 0.28 < 0.90; n_trades 4 < 12
ridge_momentum	0.126	0.68	34	6	0.60	deflated_sharpe 0.13 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.030	0.14	3	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd	0.244	1.03	16	6	0.20	deflated_sharpe 0.24 < 0.90

KMX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.040	0.24	8	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 8 < 12
base_breakout	0.000	0.00	0	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	-1.17	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.011	-0.19	30	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.000	-1.05	2	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ma_pullback	0.058	0.35	6	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
ridge_momentum	0.001	-0.97	39	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.036	0.21	5	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd	0.137	0.74	13	6	0.20	deflated_sharpe 0.14 < 0.90

DOW short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.056	0.39	6	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.322	1.05	2	6	0.00	deflated_sharpe 0.32 < 0.90; n_trades 2 < 12
rsi2	0.092	0.55	30	6	0.20	deflated_sharpe 0.09 < 0.90
bollinger	0.010	-0.21	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ma_pullback	0.004	-0.46	5	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
ridge_momentum	0.018	-0.03	38	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.158	0.86	2	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 2 < 12
macd	0.017	-0.05	17	6	0.20	deflated_sharpe 0.02 < 0.90

APO short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.013	-0.14	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.058	0.40	25	6	0.40	deflated_sharpe 0.06 < 0.90
bollinger	0.000	-1.38	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-1.27	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.041	0.26	29	6	0.00	deflated_sharpe 0.04 < 0.90
sma_cross	0.025	0.08	5	6	0.60	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd	0.053	0.37	13	6	0.00	deflated_sharpe 0.05 < 0.90

MTN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.38	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.001	-0.68	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.001	-0.84	27	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.219	1.13	6	6	0.20	deflated_sharpe 0.22 < 0.90; n_trades 6 < 12
ma_pullback	0.034	0.19	2	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
ridge_momentum	0.542	1.75	37	6	0.80	deflated_sharpe 0.54 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.004	-0.48	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.011	-0.19	18	6	0.00	deflated_sharpe 0.01 < 0.90

OLN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.064	0.45	4	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
base_breakout	0.181	1.04	1	6	0.00	deflated_sharpe 0.18 < 0.90; n_trades 1 < 12
pead	0.008	-0.30	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
rsi2	0.266	1.18	27	6	0.00	deflated_sharpe 0.27 < 0.90
bollinger	0.002	-0.60	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.000	-1.31	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum	0.081	0.56	51	6	0.60	deflated_sharpe 0.08 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.083	0.56	6	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
macd	0.006	-0.35	17	6	0.20	deflated_sharpe 0.01 < 0.90

DJT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.004	-0.43	7	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout	0.019	-0.01	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.001	-0.92	34	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.002	-0.68	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback	0.287	1.12	5	6	0.00	deflated_sharpe 0.29 < 0.90; n_trades 5 < 12
ridge_momentum	0.085	0.57	47	6	0.80	deflated_sharpe 0.09 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.020	0.01	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
macd	0.039	0.25	15	6	0.20	deflated_sharpe 0.04 < 0.90

DE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.005	-0.44	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.001	-0.77	9	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
bollinger	0.002	-0.63	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.001	-0.88	21	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.002	-0.69	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.001	-0.74	17	6	0.20	deflated_sharpe 0.00 < 0.90

ENPH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.042	0.26	3	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
base_breakout	0.008	-0.28	1	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead	0.083	0.58	3	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 3 < 12
rsi2	0.760	1.84	41	6	0.20	deflated_sharpe 0.76 < 0.90
bollinger	0.230	1.05	4	6	0.20	deflated_sharpe 0.23 < 0.90; n_trades 4 < 12
ma_pullback	0.014	-0.11	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum	0.093	0.65	19	6	0.60	deflated_sharpe 0.09 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.210	0.99	2	6	0.00	deflated_sharpe 0.21 < 0.90; n_trades 2 < 12
macd	0.001	-0.87	18	6	0.40	deflated_sharpe 0.00 < 0.90

HOG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.148	0.84	4	6	0.20	deflated_sharpe 0.15 < 0.90; n_trades 4 < 12
base_breakout	0.099	0.63	1	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 1 < 12
pead	0.038	0.24	2	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
rsi2	0.472	1.64	40	6	0.20	deflated_sharpe 0.47 < 0.90
bollinger	0.021	0.03	4	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
ma_pullback	0.028	0.12	4	6	0.40	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
ridge_momentum	0.191	0.97	45	6	1.00	deflated_sharpe 0.19 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.159	0.88	4	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 4 < 12
macd	0.007	-0.31	18	6	0.40	deflated_sharpe 0.01 < 0.90

FND short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.026	0.09	9	7	0.33	deflated_sharpe 0.03 < 0.90; n_trades 9 < 12
base_breakout	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.130	0.72	43	7	0.17	deflated_sharpe 0.13 < 0.90
bollinger	0.811	1.22	1	7	0.00	deflated_sharpe 0.81 < 0.90; n_trades 1 < 12
ma_pullback	0.000	-0.80	3	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.044	0.27	42	7	0.17	deflated_sharpe 0.04 < 0.90
sma_cross	0.024	0.06	4	7	0.17	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.005	-0.41	24	7	0.33	deflated_sharpe 0.00 < 0.90

NKE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.010	-0.22	8	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.059	0.34	3	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
rsi2	0.002	-0.71	27	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.028	0.12	6	6	0.40	deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
ma_pullback	0.001	-0.86	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum	0.260	1.18	45	6	0.40	deflated_sharpe 0.26 < 0.90
sma_cross	0.001	-0.84	8	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd	0.004	-0.50	19	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50

SOLV short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	verdict
donchian	0.003	-0.93	5	2	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.003	-0.78	1	2	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.000	0.00	0	2	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.003	-0.95	6	2	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
bollinger	0.000	0.00	0	2	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ma_pullback	0.000	0.00	0	2	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.005	-0.80	3	2	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
sma_cross	0.038	0.41	1	2	deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
macd	0.009	-0.41	6	2	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12

HON short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.51	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout	0.004	-0.43	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.000	-0.96	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.027	0.11	14	6	0.20	deflated_sharpe 0.03 < 0.90
bollinger	0.021	0.01	6	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.027	0.11	11	6	0.40	deflated_sharpe 0.03 < 0.90; n_trades 11 < 12
sma_cross	0.014	-0.11	5	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.006	-0.37	12	6	0.20	deflated_sharpe 0.01 < 0.90

CNH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.014	-0.11	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout	0.000	-0.96	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.000	-0.83	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.001	-0.86	14	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.007	-0.33	8	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.001	-0.76	31	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.001	-0.76	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.028	0.12	17	6	0.20	deflated_sharpe 0.03 < 0.90

CWEN-A short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-0.98	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.004	-0.47	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.005	-0.38	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
bollinger	0.000	-1.25	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.000	-1.11	39	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.40	7	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
macd	0.002	-0.72	16	6	0.40	deflated_sharpe 0.00 < 0.90

MGM short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.013	-0.13	7	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
base_breakout	0.027	0.10	1	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
pead	0.014	-0.12	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.003	-0.55	29	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.624	1.51	6	6	0.20	deflated_sharpe 0.62 < 0.90; n_trades 6 < 12
ma_pullback	0.050	0.36	1	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
ridge_momentum	0.112	0.70	15	6	0.60	deflated_sharpe 0.11 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.15	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.016	-0.06	19	6	0.00	deflated_sharpe 0.02 < 0.90

MDU short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.024	0.07	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.037	0.22	2	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
rsi2	0.016	-0.08	9	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 9 < 12
bollinger	0.002	-0.76	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.002	-0.72	31	6	0.00	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.40	5	6	0.80	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.80 > 0.50
macd	0.000	-1.58	22	6	0.20	deflated_sharpe 0.00 < 0.90

CPNG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.077	0.51	6	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.075	0.50	3	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
rsi2	0.025	0.08	15	6	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.000	-1.47	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.004	-0.47	19	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.008	-0.28	3	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
macd	0.007	-0.34	19	6	0.00	deflated_sharpe 0.01 < 0.90

PPC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.034	0.19	4	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
base_breakout	0.040	0.25	1	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
pead	0.010	-0.22	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.002	-0.74	13	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.011	-0.19	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ma_pullback	0.001	-0.67	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.028	0.12	16	6	0.80	deflated_sharpe 0.03 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.001	-0.77	3	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
macd	0.104	0.63	12	6	0.00	deflated_sharpe 0.10 < 0.90

LMT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.122	0.72	4	6	0.00	deflated_sharpe 0.12 < 0.90; n_trades 4 < 12
base_breakout	0.000	-1.37	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.262	1.06	3	6	0.40	deflated_sharpe 0.26 < 0.90; n_trades 3 < 12
rsi2	0.014	-0.12	24	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.000	-1.37	1	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.000	-1.59	51	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.045	0.28	3	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
macd	0.001	-0.90	19	6	0.40	deflated_sharpe 0.00 < 0.90

IDA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.09	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger	0.000	-1.26	7	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.001	-0.86	34	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.46	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.001	-0.75	13	6	0.40	deflated_sharpe 0.00 < 0.90

PENN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.005	-0.41	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.053	0.36	1	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
rsi2	0.350	1.37	32	6	0.00	deflated_sharpe 0.35 < 0.90
bollinger	0.352	1.37	8	6	0.00	deflated_sharpe 0.35 < 0.90; n_trades 8 < 12
ma_pullback	0.002	-0.66	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.033	0.18	24	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.002	-0.64	8	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd	0.017	-0.06	16	6	0.00	deflated_sharpe 0.02 < 0.90

CARR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.034	0.20	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
base_breakout	0.001	-0.83	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.023	0.06	2	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
rsi2	0.065	0.46	25	6	0.00	deflated_sharpe 0.06 < 0.90
bollinger	0.006	-0.39	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ma_pullback	0.061	0.45	1	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
ridge_momentum	0.004	-0.50	12	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.010	-0.20	3	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.092	0.60	14	6	0.20	deflated_sharpe 0.09 < 0.90

PSX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.28	7	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout	0.004	-0.46	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.000	-0.96	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.011	-0.21	18	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.117	0.68	5	6	0.00	deflated_sharpe 0.12 < 0.90; n_trades 5 < 12
ma_pullback	0.000	-0.89	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.008	-0.28	36	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.001	-0.80	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.023	0.05	15	6	0.20	deflated_sharpe 0.02 < 0.90

HD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.064	0.44	3	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
base_breakout	0.000	-0.90	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.003	-0.48	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.000	-1.09	15	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.120	0.73	4	6	0.00	deflated_sharpe 0.12 < 0.90; n_trades 4 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.023	0.05	14	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.005	-0.42	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.059	0.41	15	6	0.60	deflated_sharpe 0.06 < 0.90; param change-rate 0.60 > 0.50

LYV short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.006	-0.36	2	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.256	1.05	1	6	0.20	deflated_sharpe 0.26 < 0.90; n_trades 1 < 12
rsi2	0.081	0.53	6	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
bollinger	0.000	-2.37	5	6	0.80	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.80 > 0.50
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.000	-1.38	13	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.001	-0.82	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd	0.004	-0.45	21	6	0.00	deflated_sharpe 0.00 < 0.90

EL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-2.48	8	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12; param change-rate 0.60 > 0.50
base_breakout	0.000	-0.98	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.000	-1.12	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.009	-0.26	23	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.000	-1.14	1	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ma_pullback	0.005	-0.42	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.002	-0.70	20	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.002	-0.65	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.013	-0.13	17	6	0.40	deflated_sharpe 0.01 < 0.90

OGE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.30	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.267	0.85	5	6	0.00	deflated_sharpe 0.27 < 0.90; n_trades 5 < 12
bollinger	0.005	-0.40	9	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 9 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.003	-0.58	31	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.07	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.000	-1.75	23	6	0.40	deflated_sharpe 0.00 < 0.90

CNP short no survivor 29 parameter sets tried

strategy	Sharpe	trades	windows	param drift	verdict
donchian	-1.92	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	-1.16	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
bollinger	-1.03	4	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
ma_pullback	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	-1.38	44	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	-1.05	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	-1.00	14	6	0.00	deflated_sharpe 0.00 < 0.90

CPT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.16	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.020	-0.00	2	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.004	-0.52	18	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.269	0.93	1	6	0.00	deflated_sharpe 0.27 < 0.90; n_trades 1 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.073	0.48	21	6	0.40	deflated_sharpe 0.07 < 0.90
sma_cross	0.004	-0.45	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.010	-0.22	20	6	0.40	deflated_sharpe 0.01 < 0.90

CORT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.012	-0.16	2	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.058	0.40	1	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
rsi2	0.025	0.08	5	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
bollinger	0.093	0.57	4	6	0.40	deflated_sharpe 0.09 < 0.90; n_trades 4 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.123	0.70	24	6	0.60	deflated_sharpe 0.12 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-0.93	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.032	0.16	18	6	0.00	deflated_sharpe 0.03 < 0.90

DRI short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.09	4	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.017	-0.04	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
rsi2	0.008	-0.29	9	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 9 < 12
bollinger	0.171	0.90	4	6	0.00	deflated_sharpe 0.17 < 0.90; n_trades 4 < 12
ma_pullback	0.002	-0.50	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.003	-0.56	31	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.005	-0.44	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd	0.000	-1.58	19	6	0.20	deflated_sharpe 0.00 < 0.90

COLD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.042	0.27	5	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
base_breakout	0.001	-0.92	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.030	0.15	4	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
rsi2	0.433	1.46	40	6	0.00	deflated_sharpe 0.43 < 0.90
bollinger	0.084	0.54	4	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-0.82	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.057	0.41	18	6	0.60	deflated_sharpe 0.06 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.286	1.25	4	6	0.20	deflated_sharpe 0.29 < 0.90; n_trades 4 < 12
macd	0.128	0.79	15	6	0.20	deflated_sharpe 0.13 < 0.90

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