Trading Models — Tournament 2026-06-24

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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	0.91
2	NEM	Materials	0.86
3	SNDK	Information Technology	0.84
4	EQT	Energy	0.84
5	EXE	Energy	0.84
6	SSB	Financials	0.81
7	NU	Financials	0.80
8	NBIX	Health Care	0.80
9	RRC	Energy	0.80
10	MU	Information Technology	0.79
11	NVDA	Information Technology	0.79
12	FIS	Financials	0.79
13	PTC	Information Technology	0.79
14	AR	Energy	0.78
15	CF	Materials	0.78
16	ALB	Materials	0.77
17	RGLD	Materials	0.76
18	EVR	Financials	0.76
19	FICO	Information Technology	0.75
20	FSLR	Information Technology	0.75
21	AFL	Financials	0.74
22	INCY	Health Care	0.73
23	RDDT	Communication Services	0.72
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	ROP	Industrials	0.68
30	MLI	Industrials	0.68
31	CRM	Information Technology	0.68
32	AMP	Financials	0.67
33	COLB	Financials	0.67
34	SF	Financials	0.67
35	ALL	Financials	0.67
36	EG	Financials	0.67
37	CB	Financials	0.66
38	BKNG	Consumer Discretionary	0.65
39	PLTR	Information Technology	0.65
40	PCTY	Information Technology	0.64

Short slate — bottom FA

#	ticker	sector	FA
1	RARE	Health Care	0.14
2	BHF	Financials	0.18
3	LPX	Materials	0.20
4	MKL	Financials	0.20
5	CG	Financials	0.21
6	COIN	Financials	0.22
7	MOH	Health Care	0.22
8	DOW	Materials	0.24
9	MTN	Consumer Discretionary	0.25
10	APO	Financials	0.25
11	OLN	Materials	0.26
12	DJT	Communication Services	0.26
13	ENPH	Information Technology	0.27
14	DE	Industrials	0.27
15	FND	Consumer Discretionary	0.27
16	SOLV	Health Care	0.28
17	CNH	Industrials	0.29
18	NKE	Consumer Discretionary	0.29
19	HON	Industrials	0.29
20	CWEN-A	Utilities	0.29
21	PPC	Consumer Staples	0.30
22	CPNG	Consumer Discretionary	0.30
23	MDU	Utilities	0.30
24	MGM	Consumer Discretionary	0.30
25	LMT	Industrials	0.30
26	IDA	Utilities	0.31
27	PENN	Consumer Discretionary	0.32
28	CARR	Industrials	0.32
29	MMM	Industrials	0.32
30	PSX	Energy	0.33
31	HD	Consumer Discretionary	0.33
32	LYV	Communication Services	0.33
33	KMX	Consumer Discretionary	0.34
34	EL	Consumer Staples	0.34
35	OGE	Utilities	0.34
36	CNP	Utilities	0.35
37	CORT	Health Care	0.35
38	COLD	Real Estate	0.35
39	CPT	Real Estate	0.36
40	DRI	Consumer Discretionary	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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

PCTY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.066	0.41	3	7	0.00	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
base_breakout	0.133	0.66	1	7	0.17	deflated_sharpe 0.13 < 0.90; n_trades 1 < 12
pead	0.062	0.36	1	7	0.00	deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
rsi2	0.060	0.38	15	7	0.00	deflated_sharpe 0.06 < 0.90
bollinger	0.012	-0.16	4	7	0.17	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback	0.014	-0.10	2	7	0.17	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum	0.001	-0.86	32	7	0.67	deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.004	-0.46	5	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.008	-0.27	21	7	0.33	deflated_sharpe 0.01 < 0.90

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

MMM short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.47	8	7	0.50	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
base_breakout	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.011	-0.16	1	7	0.17	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.016	-0.06	8	7	0.00	deflated_sharpe 0.02 < 0.90; n_trades 8 < 12
bollinger	0.068	0.43	4	7	0.17	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
ma_pullback	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.020	0.01	31	7	0.17	deflated_sharpe 0.02 < 0.90
sma_cross	0.001	-0.90	6	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.001	-0.77	19	7	0.67	deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50

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

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

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

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

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

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

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

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