Trading Models — Tournament 2026-06-26

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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	EXE	Energy	0.85
4	EQT	Energy	0.84
5	SNDK	Information Technology	0.84
6	SSB	Financials	0.81
7	MU	Information Technology	0.81
8	RRC	Energy	0.81
9	NBIX	Health Care	0.81
10	FIS	Financials	0.79
11	NVDA	Information Technology	0.79
12	ALB	Materials	0.79
13	PTC	Information Technology	0.78
14	AR	Energy	0.78
15	NU	Financials	0.78
16	CF	Materials	0.78
17	RGLD	Materials	0.77
18	FSLR	Information Technology	0.76
19	EVR	Financials	0.76
20	FICO	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	EOG	Energy	0.70
28	HRB	Consumer Discretionary	0.69
29	MLI	Industrials	0.69
30	AMP	Financials	0.68
31	ROP	Industrials	0.68
32	SF	Financials	0.68
33	COLB	Financials	0.67
34	ALL	Financials	0.67
35	WDAY	Information Technology	0.67
36	EG	Financials	0.66
37	TW	Financials	0.66
38	BKNG	Consumer Discretionary	0.66
39	TPL	Energy	0.65
40	RGA	Financials	0.65

Short slate — bottom FA

#	ticker	sector	FA
1	RARE	Health Care	0.14
2	BHF	Financials	0.18
3	UAA	Consumer Discretionary	0.19
4	WLK	Materials	0.20
5	MKL	Financials	0.21
6	MOH	Health Care	0.21
7	LPX	Materials	0.21
8	UHAL-B	Industrials	0.21
9	CG	Financials	0.21
10	COIN	Financials	0.22
11	UHAL	Industrials	0.23
12	TPG	Financials	0.24
13	UA	Consumer Discretionary	0.25
14	WHR	Consumer Discretionary	0.25
15	DOW	Materials	0.25
16	VIK	Consumer Discretionary	0.26
17	MTN	Consumer Discretionary	0.26
18	DJT	Communication Services	0.27
19	FND	Consumer Discretionary	0.27
20	DE	Industrials	0.27
21	ENPH	Information Technology	0.27
22	OLN	Materials	0.27
23	CNH	Industrials	0.28
24	SOLV	Health Care	0.28
25	MDU	Utilities	0.29
26	CWEN-A	Utilities	0.29
27	CPNG	Consumer Discretionary	0.30
28	HON	Industrials	0.30
29	MGM	Consumer Discretionary	0.30
30	PPC	Consumer Staples	0.30
31	NKE	Consumer Discretionary	0.31
32	IDA	Utilities	0.31
33	XYZ	Financials	0.32
34	CARR	Industrials	0.32
35	PENN	Consumer Discretionary	0.33
36	KMX	Consumer Discretionary	0.33
37	LYV	Communication Services	0.33
38	OGE	Utilities	0.34
39	PSX	Energy	0.34
40	HD	Consumer Discretionary	0.34

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	0.057	0.39	27	6	0.00	deflated_sharpe 0.06 < 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	0.755	2.34	34	6	0.20	deflated_sharpe 0.75 < 0.90
sma_cross	0.431	1.58	1	6	0.40	deflated_sharpe 0.43 < 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	0.083	0.58	5	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
base_breakout	0.160	0.96	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	0.114	0.72	28	6	0.20	deflated_sharpe 0.11 < 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	0.012	-0.16	36	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.182	0.98	3	6	0.40	deflated_sharpe 0.18 < 0.90; n_trades 3 < 12
macd	0.012	-0.15	21	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50

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	0.014	-0.12	11	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 11 < 12; param change-rate 0.60 > 0.50
sma_cross	0.111	0.69	4	6	0.00	deflated_sharpe 0.11 < 0.90; n_trades 4 < 12
macd	0.043	0.28	16	6	0.40	deflated_sharpe 0.04 < 0.90

EQT long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.147	0.83	4	6	0.00	deflated_sharpe 0.15 < 0.90; n_trades 4 < 12
base_breakout	0.007	-0.32	3	6	0.20	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	35	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	0.002	-0.54	2	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.528	1.75	27	6	0.40	deflated_sharpe 0.53 < 0.90
sma_cross	0.156	0.88	4	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 4 < 12
macd	0.087	0.59	18	6	0.60	deflated_sharpe 0.09 < 0.90; param change-rate 0.60 > 0.50

SSB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.73	6	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.004	-0.43	3	7	0.17	deflated_sharpe 0.00 < 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	0.003	-0.49	33	7	0.00	deflated_sharpe 0.00 < 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	0.069	0.44	17	7	0.50	deflated_sharpe 0.07 < 0.90
sma_cross	0.020	-0.00	6	7	0.00	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd	0.047	0.29	16	7	0.00	deflated_sharpe 0.05 < 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	0.653	1.94	2	6	0.40	deflated_sharpe 0.65 < 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	0.038	0.24	30	6	0.20	deflated_sharpe 0.04 < 0.90
sma_cross	0.800	2.33	5	6	0.20	deflated_sharpe 0.80 < 0.90; n_trades 5 < 12
macd	0.263	1.17	19	6	0.00	deflated_sharpe 0.26 < 0.90

RRC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.67	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	0.312	1.31	27	6	0.40	deflated_sharpe 0.31 < 0.90
sma_cross	0.066	0.46	4	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
macd	0.230	1.09	21	6	0.00	deflated_sharpe 0.23 < 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	0.015	-0.09	6	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
ma_pullback	0.058	0.42	2	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ridge_momentum	0.067	0.49	47	6	0.60	deflated_sharpe 0.07 < 0.90; param change-rate 0.60 > 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

FIS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.056	0.38	2	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
base_breakout	0.000	-0.83	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	-1.48	20	6	0.00	deflated_sharpe 0.00 < 0.90
sma_cross	0.032	0.16	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd	0.001	-0.85	18	6	0.00	deflated_sharpe 0.00 < 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	0.124	0.68	60	7	0.33	deflated_sharpe 0.12 < 0.90
sma_cross	0.158	0.80	6	7	0.00	deflated_sharpe 0.16 < 0.90; n_trades 6 < 12
macd	0.008	-0.25	20	7	0.00	deflated_sharpe 0.01 < 0.90

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	0.024	0.07	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	0.641	1.95	19	6	0.00	deflated_sharpe 0.64 < 0.90
bollinger	0.113	0.66	5	6	0.20	deflated_sharpe 0.11 < 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	0.034	0.19	31	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.409	1.51	2	6	0.00	deflated_sharpe 0.41 < 0.90; n_trades 2 < 12
macd	0.055	0.37	19	6	0.20	deflated_sharpe 0.05 < 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	0.012	-0.15	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	0.001	-0.89	7	6	0.40	deflated_sharpe 0.00 < 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	0.007	-0.31	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	0.030	0.14	14	6	0.00	deflated_sharpe 0.03 < 0.90

AR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.007	-0.31	6	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
base_breakout	0.079	0.55	2	6	0.00	deflated_sharpe 0.08 < 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	0.338	1.36	29	6	0.60	deflated_sharpe 0.34 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.030	0.15	4	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.175	0.93	19	6	0.20	deflated_sharpe 0.17 < 0.90

NU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.30	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	0.021	0.03	1	6	0.00	deflated_sharpe 0.02 < 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	0.014	-0.12	26	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.004	-0.45	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

CF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.160	0.84	6	6	0.20	deflated_sharpe 0.16 < 0.90; n_trades 6 < 12
base_breakout	0.155	0.78	1	6	0.40	deflated_sharpe 0.16 < 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	0.025	0.08	27	6	0.00	deflated_sharpe 0.03 < 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	0.183	0.98	23	6	0.20	deflated_sharpe 0.18 < 0.90
sma_cross	0.203	0.98	6	6	0.40	deflated_sharpe 0.20 < 0.90; n_trades 6 < 12
macd	0.130	0.75	14	6	0.20	deflated_sharpe 0.13 < 0.90

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	0.025	0.08	1	6	0.00	deflated_sharpe 0.02 < 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	0.025	0.08	31	6	0.20	deflated_sharpe 0.02 < 0.90
bollinger	0.005	-0.41	4	6	0.20	deflated_sharpe 0.00 < 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	0.193	0.98	24	6	0.60	deflated_sharpe 0.19 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.092	0.61	3	6	0.40	deflated_sharpe 0.09 < 0.90; n_trades 3 < 12
macd	0.246	1.18	17	6	0.20	deflated_sharpe 0.25 < 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	0.023	0.05	2	6	0.20	deflated_sharpe 0.02 < 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	0.122	0.73	8	6	0.00	deflated_sharpe 0.12 < 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	0.009	-0.26	31	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.091	0.58	3	6	0.40	deflated_sharpe 0.09 < 0.90; n_trades 3 < 12
macd	0.000	-1.45	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	0.029	0.13	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	0.003	-0.57	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	0.086	0.56	26	6	1.00	deflated_sharpe 0.09 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.407	1.40	3	6	0.00	deflated_sharpe 0.41 < 0.90; n_trades 3 < 12
macd	0.006	-0.35	21	6	0.20	deflated_sharpe 0.01 < 0.90

FICO long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.025	0.08	4	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout	0.182	0.92	1	6	0.00	deflated_sharpe 0.18 < 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	-1.00	22	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.014	-0.12	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.000	-1.13	18	6	0.20	deflated_sharpe 0.00 < 0.90

AFL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.41	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.009	-0.25	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	0.010	-0.21	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	0.027	0.10	33	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.006	-0.39	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	0.022	0.04	35	6	0.40	deflated_sharpe 0.02 < 0.90
bollinger	0.249	1.12	7	6	0.00	deflated_sharpe 0.25 < 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	0.061	0.42	20	6	0.40	deflated_sharpe 0.06 < 0.90
sma_cross	0.196	0.97	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	0.045	0.31	2	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
base_breakout	0.084	0.62	1	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 1 < 12
pead	0.001	-0.72	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	0.047	0.32	22	6	0.20	deflated_sharpe 0.05 < 0.90
sma_cross	0.003	-0.53	6	6	0.80	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.80 > 0.50
macd	0.001	-0.86	18	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50

FNF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.93	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	0.009	-0.25	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	0.044	0.29	38	6	0.40	deflated_sharpe 0.04 < 0.90
sma_cross	0.000	-1.28	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.001	-0.75	20	6	0.40	deflated_sharpe 0.00 < 0.90

EOG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.009	-0.24	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	0.121	0.73	3	6	0.40	deflated_sharpe 0.12 < 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	0.175	0.93	17	6	0.60	deflated_sharpe 0.18 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.007	-0.33	6	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.090	0.59	17	6	0.20	deflated_sharpe 0.09 < 0.90

HRB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.28	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	-0.96	11	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 11 < 12
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	-0.91	34	6	0.00	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.44	4	6	0.80	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.80 > 0.50
macd	0.004	-0.50	14	6	0.00	deflated_sharpe 0.00 < 0.90

MLI long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.549	1.68	2	6	0.00	deflated_sharpe 0.55 < 0.90; n_trades 2 < 12
base_breakout	0.316	1.24	2	6	0.00	deflated_sharpe 0.32 < 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	0.729	1.75	43	6	0.00	deflated_sharpe 0.73 < 0.90
bollinger	0.084	0.51	3	6	0.60	deflated_sharpe 0.08 < 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	0.219	1.00	24	6	0.40	deflated_sharpe 0.22 < 0.90
sma_cross	0.298	1.21	3	6	0.20	deflated_sharpe 0.30 < 0.90; n_trades 3 < 12
macd	0.019	-0.01	21	6	0.00	deflated_sharpe 0.02 < 0.90

AMP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.178	0.88	4	6	0.40	deflated_sharpe 0.18 < 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	0.032	0.17	7	6	0.00	deflated_sharpe 0.03 < 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	0.003	-0.57	9	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
sma_cross	0.074	0.50	4	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
macd	0.003	-0.53	15	6	0.00	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	-0.72	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	0.013	-0.15	17	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.001	-0.86	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.000	-1.02	16	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	0.121	0.66	7	6	0.80	deflated_sharpe 0.12 < 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	0.010	-0.21	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-0.90	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.230	1.08	22	6	0.60	deflated_sharpe 0.23 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.127	0.72	4	6	0.20	deflated_sharpe 0.13 < 0.90; n_trades 4 < 12
macd	0.108	0.69	20	6	0.20	deflated_sharpe 0.11 < 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	0.646	1.62	34	6	0.20	deflated_sharpe 0.65 < 0.90
bollinger	0.015	-0.10	6	6	0.40	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	0.033	0.18	26	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.028	0.12	3	6	0.40	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd	0.002	-0.71	17	6	0.40	deflated_sharpe 0.00 < 0.90

ALL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.70	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	0.062	0.43	27	6	0.60	deflated_sharpe 0.06 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.003	-0.54	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.034	0.20	19	6	0.00	deflated_sharpe 0.03 < 0.90

WDAY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.76	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.000	-1.04	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	0.022	0.04	13	6	0.20	deflated_sharpe 0.02 < 0.90
bollinger	0.011	-0.18	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback	0.449	0.80	1	6	0.00	deflated_sharpe 0.45 < 0.90; n_trades 1 < 12
ridge_momentum	0.000	-1.34	27	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.08	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.000	-1.01	18	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	-1.13	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
bollinger	0.588	1.66	6	6	0.00	deflated_sharpe 0.59 < 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	0.317	1.28	17	6	0.80	deflated_sharpe 0.32 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.03	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

TW long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.032	0.16	4	7	0.17	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
base_breakout	0.195	0.88	1	7	0.00	deflated_sharpe 0.20 < 0.90; n_trades 1 < 12
pead	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.181	0.88	28	7	0.00	deflated_sharpe 0.18 < 0.90
bollinger	0.038	0.21	5	7	0.33	deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
ma_pullback	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.019	-0.01	30	7	0.83	deflated_sharpe 0.02 < 0.90; param change-rate 0.83 > 0.50
sma_cross	0.028	0.11	4	7	0.50	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.008	-0.27	19	7	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	-0.67	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	0.127	0.75	31	6	0.20	deflated_sharpe 0.13 < 0.90
sma_cross	0.127	0.74	5	6	0.00	deflated_sharpe 0.13 < 0.90; n_trades 5 < 12
macd	0.095	0.61	16	6	0.40	deflated_sharpe 0.10 < 0.90

TPL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.268	1.15	3	6	0.40	deflated_sharpe 0.27 < 0.90; n_trades 3 < 12
base_breakout	0.286	1.20	1	6	0.00	deflated_sharpe 0.29 < 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	0.010	-0.22	17	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.033	0.18	5	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
ma_pullback	0.147	0.84	6	6	0.00	deflated_sharpe 0.15 < 0.90; n_trades 6 < 12
ridge_momentum	0.000	-1.54	25	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.198	0.99	5	6	0.00	deflated_sharpe 0.20 < 0.90; n_trades 5 < 12
macd	0.053	0.36	21	6	0.00	deflated_sharpe 0.05 < 0.90

RGA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.016	-0.07	2	7	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
base_breakout	0.000	-0.88	1	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.009	-0.23	1	7	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.004	-0.44	21	7	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.189	0.89	12	7	0.17	deflated_sharpe 0.19 < 0.90
ma_pullback	0.071	0.45	1	7	0.00	deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
ridge_momentum	0.190	0.86	16	7	0.17	deflated_sharpe 0.19 < 0.90
sma_cross	0.001	-0.77	5	7	0.33	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.061	0.39	24	7	0.00	deflated_sharpe 0.06 < 0.90

RARE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.020	-0.00	3	6	0.00	deflated_sharpe 0.02 < 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	0.775	1.12	5	6	0.20	deflated_sharpe 0.78 < 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	0.386	1.05	19	6	0.60	deflated_sharpe 0.39 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.022	0.04	5	6	0.60	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd	0.036	0.21	16	6	0.00	deflated_sharpe 0.04 < 0.90

BHF short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.007	-0.32	4	6	0.40	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	0.000	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	0.017	-0.05	14	6	0.80	deflated_sharpe 0.02 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.42	5	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd	0.002	-0.66	18	6	0.00	deflated_sharpe 0.00 < 0.90

UAA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.039	0.22	3	7	0.17	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
base_breakout	0.000	-0.87	2	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.004	-0.41	3	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.003	-0.53	25	7	0.17	deflated_sharpe 0.00 < 0.90
bollinger	0.003	-0.49	3	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.000	-0.85	1	7	0.33	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.004	-0.43	26	7	0.67	deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.009	-0.23	2	7	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
macd	0.000	-1.03	21	7	0.00	deflated_sharpe 0.00 < 0.90

WLK short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.153	0.79	3	7	0.33	deflated_sharpe 0.15 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.002	-0.50	2	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.133	0.71	35	7	0.33	deflated_sharpe 0.13 < 0.90
bollinger	0.107	0.63	13	7	0.00	deflated_sharpe 0.11 < 0.90
ma_pullback	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.001	-0.82	21	7	0.33	deflated_sharpe 0.00 < 0.90
sma_cross	0.129	0.70	3	7	0.17	deflated_sharpe 0.13 < 0.90; n_trades 3 < 12
macd	0.001	-0.76	26	7	0.00	deflated_sharpe 0.00 < 0.90

MKL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.53	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	0.475	0.82	0	6	0.00	deflated_sharpe 0.48 < 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	0.079	0.55	14	6	0.40	deflated_sharpe 0.08 < 0.90
sma_cross	0.006	-0.37	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.000	-1.14	22	6	0.20	deflated_sharpe 0.00 < 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	0.087	0.52	37	6	0.40	deflated_sharpe 0.09 < 0.90
bollinger	0.041	0.26	7	6	0.00	deflated_sharpe 0.04 < 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	0.085	0.53	35	6	0.40	deflated_sharpe 0.09 < 0.90
sma_cross	0.026	0.09	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

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	0.147	0.83	28	6	0.00	deflated_sharpe 0.15 < 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	0.167	0.92	32	6	0.20	deflated_sharpe 0.17 < 0.90
sma_cross	0.016	-0.06	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.022	0.04	15	6	0.00	deflated_sharpe 0.02 < 0.90

UHAL-B short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.006	-0.33	4	7	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout	0.026	0.09	4	7	0.17	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
pead	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.028	0.11	38	7	0.17	deflated_sharpe 0.03 < 0.90
bollinger	0.002	-0.62	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ma_pullback	0.000	-1.39	8	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
ridge_momentum	0.051	0.32	34	7	0.17	deflated_sharpe 0.05 < 0.90
sma_cross	0.016	-0.06	6	7	0.33	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd	0.029	0.12	20	7	0.17	deflated_sharpe 0.03 < 0.90

CG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.033	0.19	4	6	0.20	deflated_sharpe 0.03 < 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	-1.13	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.008	-0.31	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	0.004	-0.49	46	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.057	0.39	4	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
macd	0.009	-0.26	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	0.015	-0.09	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	0.006	-0.37	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	0.003	-0.51	30	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.003	-0.55	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.051	0.35	12	6	0.00	deflated_sharpe 0.05 < 0.90

UHAL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.009	-0.24	4	7	0.17	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout	0.024	0.06	2	7	0.17	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
pead	0.005	-0.37	1	7	0.17	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.000	-0.96	29	7	0.17	deflated_sharpe 0.00 < 0.90
bollinger	0.053	0.32	6	7	0.00	deflated_sharpe 0.05 < 0.90; n_trades 6 < 12
ma_pullback	0.001	-0.69	5	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum	0.008	-0.27	16	7	0.67	deflated_sharpe 0.01 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.007	-0.31	6	7	0.17	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.118	0.64	17	7	0.33	deflated_sharpe 0.12 < 0.90

TPG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.052	0.33	3	7	0.00	deflated_sharpe 0.05 < 0.90; n_trades 3 < 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	0.17	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.078	0.48	20	7	0.17	deflated_sharpe 0.08 < 0.90
bollinger	0.042	0.25	4	7	0.00	deflated_sharpe 0.04 < 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	0.001	-0.72	28	7	0.67	deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.032	0.16	3	7	0.17	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd	0.003	-0.56	22	7	0.00	deflated_sharpe 0.00 < 0.90

UA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.045	0.27	4	7	0.17	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
base_breakout	0.016	-0.07	1	7	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
pead	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.026	0.09	25	7	0.17	deflated_sharpe 0.03 < 0.90
bollinger	0.064	0.39	2	7	0.17	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ma_pullback	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.003	-0.48	24	7	0.67	deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.008	-0.25	2	7	0.33	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
macd	0.000	-1.09	25	7	0.67	deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50

WHR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.295	1.15	3	7	0.00	deflated_sharpe 0.30 < 0.90; n_trades 3 < 12
base_breakout	0.198	0.85	0	7	0.00	deflated_sharpe 0.20 < 0.90; n_trades 0 < 12
pead	0.001	-0.76	3	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.002	-0.62	33	7	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.025	0.07	7	7	0.17	deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
ma_pullback	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.001	-0.87	17	7	0.33	deflated_sharpe 0.00 < 0.90
sma_cross	0.088	0.53	5	7	0.33	deflated_sharpe 0.09 < 0.90; n_trades 5 < 12
macd	0.219	0.95	20	7	0.00	deflated_sharpe 0.22 < 0.90

DOW short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.053	0.37	6	6	0.20	deflated_sharpe 0.05 < 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	0.003	-0.55	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ma_pullback	0.004	-0.49	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum	0.010	-0.22	35	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.157	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

VIK short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-2.63	1	2	1.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12; param change-rate 1.00 > 0.50
base_breakout	0.000	0.00	0	2	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	2	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	0.00	0	2	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger	0.012	-0.25	1	2	0.00	deflated_sharpe 0.01 < 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	0.005	-0.75	7	2	1.00	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 1.00 > 0.50
sma_cross	0.000	-2.43	2	2	1.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12; param change-rate 1.00 > 0.50
macd	0.000	-1.95	5	2	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12

MTN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.38	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 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	0.002	-0.63	26	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	0.645	1.96	37	6	0.40	deflated_sharpe 0.64 < 0.90
sma_cross	0.007	-0.34	5	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.012	-0.16	19	6	0.00	deflated_sharpe 0.01 < 0.90

DJT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.010	-0.21	7	6	0.40	deflated_sharpe 0.01 < 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	0.159	0.89	48	6	0.60	deflated_sharpe 0.16 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.034	0.20	1	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
macd	0.039	0.25	15	6	0.20	deflated_sharpe 0.04 < 0.90

FND short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.056	0.36	8	7	0.00	deflated_sharpe 0.06 < 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	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.177	0.89	42	7	0.17	deflated_sharpe 0.18 < 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	0.045	0.28	43	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	0.017	-0.05	20	7	0.00	deflated_sharpe 0.02 < 0.90

DE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.014	-0.11	1	6	0.00	deflated_sharpe 0.01 < 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	0.000	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	-0.73	22	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	-0.89	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	0.277	1.14	4	6	0.20	deflated_sharpe 0.28 < 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	0.089	0.62	18	6	0.40	deflated_sharpe 0.09 < 0.90
sma_cross	0.210	0.99	2	6	0.00	deflated_sharpe 0.21 < 0.90; n_trades 2 < 12
macd	0.001	-0.81	18	6	0.40	deflated_sharpe 0.00 < 0.90

OLN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.051	0.36	4	6	0.20	deflated_sharpe 0.05 < 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	0.292	1.24	27	6	0.00	deflated_sharpe 0.29 < 0.90
bollinger	0.003	-0.56	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	0.053	0.37	53	6	0.60	deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.088	0.59	6	6	0.00	deflated_sharpe 0.09 < 0.90; n_trades 6 < 12
macd	0.007	-0.33	17	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	0.025	0.08	2	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 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	-0.84	32	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.002	-0.69	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.044	0.29	16	6	0.20	deflated_sharpe 0.04 < 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

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	34	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.001	-0.84	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.000	-1.57	23	6	0.00	deflated_sharpe 0.00 < 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	-1.17	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	0.001	-0.96	40	6	0.20	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	-0.65	16	6	0.40	deflated_sharpe 0.00 < 0.90

CPNG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.072	0.48	6	6	0.40	deflated_sharpe 0.07 < 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	0.044	0.30	15	6	0.00	deflated_sharpe 0.04 < 0.90
bollinger	0.000	-1.24	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	0.003	-0.51	20	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.010	-0.21	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

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	0.022	0.03	8	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 8 < 12
sma_cross	0.015	-0.09	5	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.007	-0.34	12	6	0.20	deflated_sharpe 0.01 < 0.90

MGM short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.014	-0.10	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	-0.51	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	0.094	0.61	15	6	0.80	deflated_sharpe 0.09 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.001	-0.83	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.018	-0.04	19	6	0.00	deflated_sharpe 0.02 < 0.90

PPC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.008	-0.28	6	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
base_breakout	0.076	0.49	1	6	0.00	deflated_sharpe 0.08 < 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	0.003	-0.54	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	0.007	-0.36	13	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.001	-0.80	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

NKE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.013	-0.14	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	-0.62	27	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.032	0.17	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	0.294	1.26	45	6	0.40	deflated_sharpe 0.29 < 0.90
sma_cross	0.001	-0.75	8	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd	0.005	-0.41	19	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50

IDA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.11	4	6	0.40	deflated_sharpe 0.00 < 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	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger	0.000	-1.22	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	0.000	-1.05	33	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.46	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.003	-0.54	13	6	0.20	deflated_sharpe 0.00 < 0.90

XYZ short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.51	5	7	0.33	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.066	0.43	3	7	0.17	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
rsi2	0.000	-1.48	25	7	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.009	-0.22	6	7	0.50	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.051	0.32	17	7	0.50	deflated_sharpe 0.05 < 0.90
sma_cross	0.003	-0.50	6	7	0.33	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.002	-0.68	20	7	0.33	deflated_sharpe 0.00 < 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	-0.68	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	0.056	0.40	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	0.005	-0.44	10	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 10 < 12; param change-rate 0.60 > 0.50
sma_cross	0.004	-0.48	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.110	0.68	15	6	0.20	deflated_sharpe 0.11 < 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	0.468	1.61	31	6	0.00	deflated_sharpe 0.47 < 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	-0.65	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.018	-0.03	23	6	0.80	deflated_sharpe 0.02 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.003	-0.55	8	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd	0.024	0.07	15	6	0.00	deflated_sharpe 0.02 < 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	-1.04	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	0.002	-0.72	39	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.039	0.23	5	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd	0.227	0.98	13	6	0.00	deflated_sharpe 0.23 < 0.90

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	0.20	deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
bollinger	0.000	-2.33	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	-1.23	18	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	-0.46	21	6	0.00	deflated_sharpe 0.00 < 0.90

OGE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.67	6	6	0.20	deflated_sharpe 0.00 < 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	0.000	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	0.006	-0.37	34	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 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	-1.58	22	6	0.40	deflated_sharpe 0.00 < 0.90

PSX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.27	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	0.004	-0.52	40	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.001	-0.77	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.026	0.09	15	6	0.20	deflated_sharpe 0.03 < 0.90

HD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.099	0.63	3	6	0.20	deflated_sharpe 0.10 < 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	16	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	0.028	0.12	14	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.008	-0.29	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.087	0.58	15	6	0.60	deflated_sharpe 0.09 < 0.90; param change-rate 0.60 > 0.50

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