TRADING MODELS
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① Find tickers
1003 universe → 40 L / 40 S past FA gate
78 tested · 0 passed nightly FDR · 1 watchlist
② Find strategy
80 candidates → 0 survivors
③ Create trade
0 tickets

① Find tickers — FA slates

Long slate — top FA
#tickersectorFA
1AU Materials0.91
2NEM Materials0.86
3EXE Energy0.85
4EQT Energy0.84
5SNDK Information Technology0.84
6SSB Financials0.81
7MU Information Technology0.81
8RRC Energy0.81
9NBIX Health Care0.80
10FIS Financials0.79
11NVDA Information Technology0.79
12NU Financials0.79
13ALB Materials0.79
14AR Energy0.78
15PTC Information Technology0.78
16CF Materials0.77
17EVR Financials0.77
18FSLR Information Technology0.76
19RGLD Materials0.76
20FICO Information Technology0.75
21AFL Financials0.74
22INCY Health Care0.73
23RDDT Communication Services0.72
24ADSK Information Technology0.71
25MRP Consumer Discretionary0.70
26FNF Financials0.70
27MLI Industrials0.70
28EOG Energy0.70
29HRB Consumer Discretionary0.69
30AMP Financials0.69
31ROP Industrials0.68
32SF Financials0.68
33COLB Financials0.68
34ALL Financials0.67
35EG Financials0.66
36EWBC Financials0.66
37WDAY Information Technology0.66
38CB Financials0.66
39BKNG Consumer Discretionary0.65
40RGA Financials0.65
Short slate — bottom FA
#tickersectorFA
1RARE Health Care0.14
2BHF Financials0.18
3WLK Materials0.19
4MKL Financials0.20
5LPX Materials0.20
6MOH Health Care0.21
7CG Financials0.21
8COIN Financials0.22
9WHR Consumer Discretionary0.24
10DOW Materials0.24
11MTN Consumer Discretionary0.25
12DE Industrials0.26
13DJT Communication Services0.26
14OLN Materials0.26
15FND Consumer Discretionary0.27
16ENPH Information Technology0.27
17CNH Industrials0.27
18SOLV Health Care0.28
19NKE Consumer Discretionary0.28
20MDU Utilities0.29
21MGM Consumer Discretionary0.29
22CWEN-A Utilities0.30
23PPC Consumer Staples0.30
24CPNG Consumer Discretionary0.30
25PENN Consumer Discretionary0.30
26XYZ Financials0.31
27IDA Utilities0.31
28LMT Industrials0.31
29HD Consumer Discretionary0.32
30CARR Industrials0.32
31KMX Consumer Discretionary0.32
32PSX Energy0.33
33LYV Communication Services0.34
34EL Consumer Staples0.34
35WING Consumer Discretionary0.34
36OGE Utilities0.34
37CNP Utilities0.35
38CORT Health Care0.35
39CPT Real Estate0.35
40COLD Real Estate0.35

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
strategyDSRSharpetradeswindows param driftverdict
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 0.030 0.15 27 6 0.00 deflated_sharpe 0.03 < 0.90
bollinger 0.212 0.84 1 6 0.20 deflated_sharpe 0.21 < 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 0.656 2.09 32 6 0.60 deflated_sharpe 0.66 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.386 1.48 1 6 0.40 deflated_sharpe 0.39 < 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
strategyDSRSharpetradeswindows param driftverdict
donchian 0.079 0.55 5 6 0.20 deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
base_breakout 0.151 0.93 2 6 0.00 deflated_sharpe 0.15 < 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 0.050 0.34 28 6 0.20 deflated_sharpe 0.05 < 0.90
bollinger 0.001 -0.77 3 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback 0.001 -0.75 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.004 -0.46 38 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.141 0.83 4 6 0.40 deflated_sharpe 0.14 < 0.90; n_trades 4 < 12
macd 0.014 -0.11 20 6 0.20 deflated_sharpe 0.01 < 0.90
EXE long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.008 -0.30 5 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
base_breakout 0.000 -0.86 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.000 -1.07 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.004 -0.49 30 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
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 0.017 -0.05 10 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 10 < 12
sma_cross 0.123 0.74 4 6 0.00 deflated_sharpe 0.12 < 0.90; n_trades 4 < 12
macd 0.039 0.24 16 6 0.40 deflated_sharpe 0.04 < 0.90
EQT long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.168 0.90 4 6 0.00 deflated_sharpe 0.17 < 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 0.447 1.54 36 6 0.60 deflated_sharpe 0.45 < 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 0.001 -0.62 2 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.375 1.46 27 6 0.20 deflated_sharpe 0.38 < 0.90
sma_cross 0.171 0.93 4 6 0.00 deflated_sharpe 0.17 < 0.90; n_trades 4 < 12
macd 0.079 0.54 19 6 0.20 deflated_sharpe 0.08 < 0.90
SSB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.85 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.004 -0.46 3 6 0.20 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 0.007 -0.31 29 6 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.009 -0.25 6 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
ma_pullback 0.005 -0.42 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.031 0.16 16 6 0.00 deflated_sharpe 0.03 < 0.90
sma_cross 0.022 0.04 5 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd 0.020 -0.00 14 6 0.00 deflated_sharpe 0.02 < 0.90
MU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.689 2.04 1 6 0.00 deflated_sharpe 0.69 < 0.90; n_trades 1 < 12
base_breakout 0.408 1.46 2 6 0.40 deflated_sharpe 0.41 < 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 0.279 1.17 24 6 0.00 deflated_sharpe 0.28 < 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 0.016 -0.07 26 6 0.60 deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.503 1.71 4 6 0.20 deflated_sharpe 0.50 < 0.90; n_trades 4 < 12
macd 0.174 0.92 19 6 0.00 deflated_sharpe 0.17 < 0.90
RRC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.58 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 0.300 1.28 23 6 0.80 deflated_sharpe 0.30 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.076 0.52 4 6 0.00 deflated_sharpe 0.08 < 0.90; n_trades 4 < 12
macd 0.130 0.77 22 6 0.20 deflated_sharpe 0.13 < 0.90
NBIX long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.40 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 0.037 0.22 43 6 0.40 deflated_sharpe 0.04 < 0.90
sma_cross 0.024 0.07 2 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
macd 0.017 -0.05 17 6 0.00 deflated_sharpe 0.02 < 0.90
FIS long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.050 0.34 2 6 0.00 deflated_sharpe 0.05 < 0.90; n_trades 2 < 12
base_breakout 0.000 -0.86 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 -1.63 17 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.029 0.13 3 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd 0.001 -0.83 18 6 0.00 deflated_sharpe 0.00 < 0.90
NVDA long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.213 0.95 42 7 0.50 deflated_sharpe 0.21 < 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 0.151 0.78 60 7 0.50 deflated_sharpe 0.15 < 0.90
sma_cross 0.085 0.53 6 7 0.33 deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
macd 0.008 -0.26 20 7 0.00 deflated_sharpe 0.01 < 0.90
NU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.35 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 0.042 0.27 1 6 0.00 deflated_sharpe 0.04 < 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 0.015 -0.08 31 6 0.20 deflated_sharpe 0.02 < 0.90
sma_cross 0.004 -0.49 4 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.089 0.59 13 6 0.00 deflated_sharpe 0.09 < 0.90
ALB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.104 0.66 5 6 0.20 deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
base_breakout 0.009 -0.24 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 0.646 1.93 19 6 0.00 deflated_sharpe 0.65 < 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 0.046 0.30 31 6 0.20 deflated_sharpe 0.05 < 0.90
sma_cross 0.409 1.51 2 6 0.00 deflated_sharpe 0.41 < 0.90; n_trades 2 < 12
macd 0.045 0.29 18 6 0.60 deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
AR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.009 -0.24 6 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
base_breakout 0.098 0.64 2 6 0.00 deflated_sharpe 0.10 < 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 0.302 1.28 33 6 0.60 deflated_sharpe 0.30 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.013 -0.15 6 6 0.60 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
macd 0.169 0.91 19 6 0.20 deflated_sharpe 0.17 < 0.90
PTC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.187 0.84 2 6 0.00 deflated_sharpe 0.19 < 0.90; n_trades 2 < 12
base_breakout 0.021 0.02 2 6 0.40 deflated_sharpe 0.02 < 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 0.20 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 0.002 -0.61 18 6 0.60 deflated_sharpe 0.00 < 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 0.024 0.07 14 6 0.00 deflated_sharpe 0.02 < 0.90
CF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.118 0.70 6 6 0.20 deflated_sharpe 0.12 < 0.90; n_trades 6 < 12
base_breakout 0.096 0.58 2 6 0.20 deflated_sharpe 0.10 < 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 0.037 0.22 28 6 0.00 deflated_sharpe 0.04 < 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 0.190 1.00 25 6 0.20 deflated_sharpe 0.19 < 0.90
sma_cross 0.128 0.74 6 6 0.40 deflated_sharpe 0.13 < 0.90; n_trades 6 < 12
macd 0.130 0.75 15 6 0.00 deflated_sharpe 0.13 < 0.90
EVR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.310 1.18 3 6 0.00 deflated_sharpe 0.31 < 0.90; n_trades 3 < 12
base_breakout 0.025 0.08 3 6 0.40 deflated_sharpe 0.02 < 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 -0.50 4 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 4 < 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 0.102 0.63 27 6 0.40 deflated_sharpe 0.10 < 0.90
sma_cross 0.348 1.28 3 6 0.00 deflated_sharpe 0.35 < 0.90; n_trades 3 < 12
macd 0.006 -0.36 21 6 0.00 deflated_sharpe 0.01 < 0.90
FSLR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.008 -0.28 4 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout 0.016 -0.07 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 0.077 0.51 23 6 0.00 deflated_sharpe 0.08 < 0.90
bollinger 0.050 0.34 7 6 0.40 deflated_sharpe 0.05 < 0.90; n_trades 7 < 12
ma_pullback 0.001 -0.84 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.004 -0.49 31 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.089 0.57 2 6 0.00 deflated_sharpe 0.09 < 0.90; n_trades 2 < 12
macd 0.000 -1.62 23 6 0.40 deflated_sharpe 0.00 < 0.90
RGLD long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.077 0.53 5 6 0.20 deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
base_breakout 0.029 0.13 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 0.008 -0.28 31 6 0.20 deflated_sharpe 0.01 < 0.90
bollinger 0.001 -0.79 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 0.070 0.48 19 6 0.20 deflated_sharpe 0.07 < 0.90
sma_cross 0.120 0.74 4 6 0.20 deflated_sharpe 0.12 < 0.90; n_trades 4 < 12
macd 0.337 1.43 17 6 0.00 deflated_sharpe 0.34 < 0.90
FICO long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.019 -0.01 4 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout 0.122 0.72 1 6 0.00 deflated_sharpe 0.12 < 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 0.004 -0.49 7 6 0.20 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 0.000 -1.00 26 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.011 -0.20 4 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.000 -1.23 21 6 0.40 deflated_sharpe 0.00 < 0.90
AFL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.41 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.009 -0.26 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 0.025 0.08 31 6 0.60 deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.004 -0.46 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.000 -1.00 18 6 0.20 deflated_sharpe 0.00 < 0.90
INCY long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.146 0.82 6 6 0.00 deflated_sharpe 0.15 < 0.90; n_trades 6 < 12
ma_pullback 0.000 -1.50 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.018 -0.04 22 6 0.40 deflated_sharpe 0.02 < 0.90
sma_cross 0.173 0.90 3 6 0.20 deflated_sharpe 0.17 < 0.90; n_trades 3 < 12
macd 0.120 0.72 12 6 0.20 deflated_sharpe 0.12 < 0.90
RDDT long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
strategyDSRSharpetradeswindows param driftverdict
donchian 0.036 0.22 2 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
base_breakout 0.069 0.51 1 6 0.00 deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
pead 0.001 -0.76 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 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 0.055 0.38 23 6 0.40 deflated_sharpe 0.06 < 0.90
sma_cross 0.006 -0.35 5 6 0.80 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12; param change-rate 0.80 > 0.50
macd 0.000 -0.98 18 6 1.00 deflated_sharpe 0.00 < 0.90; param change-rate 1.00 > 0.50
FNF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.05 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 0.025 0.08 43 6 0.20 deflated_sharpe 0.02 < 0.90
sma_cross 0.000 -1.51 8 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12; param change-rate 0.60 > 0.50
macd 0.001 -0.86 20 6 0.40 deflated_sharpe 0.00 < 0.90
MLI long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.507 1.60 2 6 0.00 deflated_sharpe 0.51 < 0.90; n_trades 2 < 12
base_breakout 0.279 1.16 2 6 0.00 deflated_sharpe 0.28 < 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 0.736 1.77 44 6 0.00 deflated_sharpe 0.74 < 0.90
bollinger 0.079 0.49 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 0.109 0.67 24 6 0.20 deflated_sharpe 0.11 < 0.90
sma_cross 0.266 1.14 3 6 0.20 deflated_sharpe 0.27 < 0.90; n_trades 3 < 12
macd 0.014 -0.11 21 6 0.40 deflated_sharpe 0.01 < 0.90
EOG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.012 -0.17 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 0.087 0.57 3 6 0.20 deflated_sharpe 0.09 < 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 0.177 0.93 18 6 0.60 deflated_sharpe 0.18 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.012 -0.16 7 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
macd 0.098 0.63 17 6 0.00 deflated_sharpe 0.10 < 0.90
HRB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.27 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 -0.81 34 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.001 -0.93 4 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.006 -0.37 14 6 0.00 deflated_sharpe 0.01 < 0.90
AMP long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.103 0.63 4 6 0.40 deflated_sharpe 0.10 < 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 0.041 0.26 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 0.003 -0.56 8 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
sma_cross 0.058 0.40 4 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
macd 0.004 -0.46 17 6 0.00 deflated_sharpe 0.00 < 0.90
ROP long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.011 -0.19 17 6 0.80 deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.001 -0.92 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
SF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.098 0.57 7 6 0.80 deflated_sharpe 0.10 < 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 0.124 0.68 36 6 0.20 deflated_sharpe 0.12 < 0.90
bollinger 0.014 -0.11 4 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback 0.000 -1.02 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.231 1.09 20 6 0.80 deflated_sharpe 0.23 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.086 0.55 4 6 0.20 deflated_sharpe 0.09 < 0.90; n_trades 4 < 12
macd 0.087 0.59 19 6 0.20 deflated_sharpe 0.09 < 0.90
COLB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.070 0.48 8 6 0.40 deflated_sharpe 0.07 < 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 0.029 0.14 24 6 0.20 deflated_sharpe 0.03 < 0.90
sma_cross 0.046 0.31 3 6 0.20 deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
macd 0.005 -0.42 18 6 0.40 deflated_sharpe 0.00 < 0.90
ALL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.75 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 0.090 0.62 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 0.047 0.32 29 6 0.60 deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.002 -0.69 5 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.020 0.00 21 6 0.00 deflated_sharpe 0.02 < 0.90
EG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.43 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 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 0.000 -1.13 6 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
bollinger 0.614 1.71 6 6 0.00 deflated_sharpe 0.61 < 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 0.247 1.11 16 6 0.40 deflated_sharpe 0.25 < 0.90
sma_cross 0.000 -1.15 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.000 -1.21 22 6 0.00 deflated_sharpe 0.00 < 0.90
EWBC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.117 0.69 3 6 0.60 deflated_sharpe 0.12 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
base_breakout 0.074 0.50 2 6 0.00 deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
pead 0.352 0.86 2 6 0.20 deflated_sharpe 0.35 < 0.90; n_trades 2 < 12
rsi2 0.004 -0.48 35 6 0.20 deflated_sharpe 0.00 < 0.90
bollinger 0.141 0.80 3 6 0.00 deflated_sharpe 0.14 < 0.90; n_trades 3 < 12
ma_pullback 0.000 -1.59 5 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum 0.214 1.10 24 6 0.60 deflated_sharpe 0.21 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.078 0.52 6 6 0.20 deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
macd 0.201 1.04 12 6 0.00 deflated_sharpe 0.20 < 0.90
WDAY long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.84 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 -1.32 26 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -1.14 6 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.000 -1.06 17 6 0.40 deflated_sharpe 0.00 < 0.90
CB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.024 0.06 3 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
base_breakout 0.038 0.23 2 6 0.00 deflated_sharpe 0.04 < 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 0.069 0.46 32 6 0.20 deflated_sharpe 0.07 < 0.90
bollinger 0.607 1.55 2 6 0.20 deflated_sharpe 0.61 < 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 0.032 0.17 18 6 0.80 deflated_sharpe 0.03 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.057 0.40 2 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
macd 0.007 -0.32 17 6 0.00 deflated_sharpe 0.01 < 0.90
BKNG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.249 1.12 3 6 0.00 deflated_sharpe 0.25 < 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 0.003 -0.56 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 0.148 0.83 27 6 0.60 deflated_sharpe 0.15 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.092 0.59 5 6 0.00 deflated_sharpe 0.09 < 0.90; n_trades 5 < 12
macd 0.121 0.71 15 6 0.00 deflated_sharpe 0.12 < 0.90
RGA long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.006 -0.35 22 7 0.00 deflated_sharpe 0.01 < 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 0.140 0.72 17 7 0.33 deflated_sharpe 0.14 < 0.90
sma_cross 0.001 -0.85 5 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.055 0.34 24 7 0.00 deflated_sharpe 0.05 < 0.90
RARE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.021 0.01 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 0.741 1.09 5 6 0.20 deflated_sharpe 0.74 < 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 0.343 1.00 21 6 0.40 deflated_sharpe 0.34 < 0.90
sma_cross 0.024 0.06 5 6 0.60 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd 0.028 0.12 16 6 0.20 deflated_sharpe 0.03 < 0.90
BHF short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.005 -0.40 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 0.172 0.82 10 6 0.20 deflated_sharpe 0.17 < 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 0.016 -0.07 13 6 0.20 deflated_sharpe 0.02 < 0.90
sma_cross 0.000 -1.40 5 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd 0.000 -0.99 17 6 0.40 deflated_sharpe 0.00 < 0.90
WLK short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.176 0.86 3 7 0.33 deflated_sharpe 0.18 < 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 0.183 0.86 35 7 0.33 deflated_sharpe 0.18 < 0.90
bollinger 0.122 0.69 13 7 0.00 deflated_sharpe 0.12 < 0.90
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.005 -0.37 28 7 0.17 deflated_sharpe 0.01 < 0.90
sma_cross 0.196 0.92 3 7 0.17 deflated_sharpe 0.20 < 0.90; n_trades 3 < 12
macd 0.000 -1.10 27 7 0.50 deflated_sharpe 0.00 < 0.90
MKL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.004 -0.43 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 0.464 0.81 1 6 0.00 deflated_sharpe 0.46 < 0.90; n_trades 1 < 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 0.064 0.46 15 6 0.00 deflated_sharpe 0.06 < 0.90
sma_cross 0.009 -0.25 5 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.000 -1.02 20 6 0.00 deflated_sharpe 0.00 < 0.90
LPX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.002 -0.65 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 29 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 0.098 0.64 32 6 0.60 deflated_sharpe 0.10 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.021 0.02 3 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd 0.027 0.11 15 6 0.00 deflated_sharpe 0.03 < 0.90
MOH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.078 0.49 36 6 0.40 deflated_sharpe 0.08 < 0.90
sma_cross 0.038 0.23 3 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
macd 0.263 1.07 16 6 0.20 deflated_sharpe 0.26 < 0.90
CG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.034 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 0.014 -0.11 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 -0.51 45 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.085 0.55 4 6 0.00 deflated_sharpe 0.08 < 0.90; n_trades 4 < 12
macd 0.010 -0.21 18 6 0.40 deflated_sharpe 0.01 < 0.90
COIN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.021 0.02 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 0.011 -0.18 21 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 0.009 -0.23 43 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.004 -0.46 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.055 0.38 11 6 0.00 deflated_sharpe 0.05 < 0.90; n_trades 11 < 12
WHR short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.349 1.26 3 7 0.00 deflated_sharpe 0.35 < 0.90; n_trades 3 < 12
base_breakout 0.299 1.06 0 7 0.00 deflated_sharpe 0.30 < 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 0.003 -0.55 32 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 -0.73 18 7 0.67 deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.185 0.87 4 7 0.17 deflated_sharpe 0.19 < 0.90; n_trades 4 < 12
macd 0.195 0.89 16 7 0.17 deflated_sharpe 0.20 < 0.90
DOW short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.059 0.41 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 0.106 0.61 30 6 0.20 deflated_sharpe 0.11 < 0.90
bollinger 0.006 -0.37 2 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ma_pullback 0.003 -0.59 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum 0.012 -0.17 32 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.180 0.93 2 6 0.00 deflated_sharpe 0.18 < 0.90; n_trades 2 < 12
macd 0.014 -0.11 17 6 0.20 deflated_sharpe 0.01 < 0.90
MTN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.004 -0.51 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 0.686 2.05 39 6 0.20 deflated_sharpe 0.69 < 0.90
sma_cross 0.014 -0.11 5 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.018 -0.02 18 6 0.00 deflated_sharpe 0.02 < 0.90
DE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 -0.72 22 6 0.20 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 0.004 -0.45 14 6 0.20 deflated_sharpe 0.00 < 0.90
DJT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.011 -0.19 7 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
base_breakout 0.018 -0.04 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 0.001 -0.75 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 0.055 0.38 47 6 0.60 deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.021 0.03 1 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
macd 0.065 0.45 15 6 0.40 deflated_sharpe 0.06 < 0.90
OLN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.058 0.41 4 6 0.20 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 0.352 1.37 27 6 0.00 deflated_sharpe 0.35 < 0.90
bollinger 0.010 -0.22 4 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback 0.000 -1.31 4 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum 0.052 0.36 46 6 0.20 deflated_sharpe 0.05 < 0.90
sma_cross 0.053 0.37 5 6 0.60 deflated_sharpe 0.05 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd 0.007 -0.33 17 6 0.20 deflated_sharpe 0.01 < 0.90
FND short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.025 0.08 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 0.176 0.88 43 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 0.069 0.44 43 7 0.17 deflated_sharpe 0.07 < 0.90
sma_cross 0.024 0.06 4 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd 0.006 -0.34 23 7 0.33 deflated_sharpe 0.01 < 0.90
ENPH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.824 1.95 40 6 0.20 deflated_sharpe 0.82 < 0.90
bollinger 0.186 0.93 3 6 0.20 deflated_sharpe 0.19 < 0.90; n_trades 3 < 12
ma_pullback 0.014 -0.11 4 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum 0.136 0.85 23 6 0.80 deflated_sharpe 0.14 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.210 0.99 2 6 0.00 deflated_sharpe 0.21 < 0.90; n_trades 2 < 12
macd 0.002 -0.59 15 6 0.00 deflated_sharpe 0.00 < 0.90
CNH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 -0.78 32 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.008 -0.28 3 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.023 0.05 16 6 0.40 deflated_sharpe 0.02 < 0.90
SOLV short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.93 5 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.003 -0.78 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 0.003 -0.95 6 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
bollinger 0.000 0.00 0 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 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 -0.80 3 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
sma_cross 0.038 0.41 1 2 0.00 deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
macd 0.009 -0.41 6 2 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
NKE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.015 -0.10 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 0.004 -0.50 28 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.063 0.42 7 6 0.40 deflated_sharpe 0.06 < 0.90; n_trades 7 < 12
ma_pullback 0.001 -0.86 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum 0.504 1.71 45 6 0.20 deflated_sharpe 0.50 < 0.90
sma_cross 0.002 -0.69 8 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd 0.037 0.23 20 6 0.20 deflated_sharpe 0.04 < 0.90
MDU short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.001 -0.96 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 -0.68 29 6 0.20 deflated_sharpe 0.00 < 0.90
sma_cross 0.001 -0.90 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.000 -1.48 22 6 0.20 deflated_sharpe 0.00 < 0.90
MGM short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.017 -0.05 6 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 6 < 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 0.006 -0.37 29 6 0.40 deflated_sharpe 0.01 < 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 0.134 0.79 17 6 0.20 deflated_sharpe 0.13 < 0.90
sma_cross 0.001 -0.74 6 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.018 -0.03 19 6 0.00 deflated_sharpe 0.02 < 0.90
CWEN-A short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.001 -0.89 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 -0.89 41 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.44 8 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12; param change-rate 0.60 > 0.50
macd 0.002 -0.64 15 6 0.40 deflated_sharpe 0.00 < 0.90
PPC short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.017 -0.04 6 6 0.40 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout 0.205 0.93 1 6 0.00 deflated_sharpe 0.21 < 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 14 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 0.010 -0.24 15 6 0.40 deflated_sharpe 0.01 < 0.90
sma_cross 0.004 -0.51 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.179 0.88 12 6 0.00 deflated_sharpe 0.18 < 0.90
CPNG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.076 0.54 16 6 0.00 deflated_sharpe 0.08 < 0.90
bollinger 0.001 -0.84 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback 0.000 -0.82 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.007 -0.32 17 6 0.00 deflated_sharpe 0.01 < 0.90
sma_cross 0.014 -0.12 3 6 0.60 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
macd 0.006 -0.38 19 6 0.00 deflated_sharpe 0.01 < 0.90
PENN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.001 -0.82 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.009 -0.25 18 6 0.00 deflated_sharpe 0.01 < 0.90
sma_cross 0.003 -0.53 8 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd 0.019 -0.01 15 6 0.00 deflated_sharpe 0.02 < 0.90
XYZ short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.008 -0.27 3 7 0.00 deflated_sharpe 0.01 < 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 0.066 0.43 3 7 0.17 deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
rsi2 0.000 -1.30 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 0.062 0.39 23 7 0.17 deflated_sharpe 0.06 < 0.90
sma_cross 0.005 -0.39 6 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.002 -0.65 19 7 0.33 deflated_sharpe 0.00 < 0.90
IDA short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.32 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 -1.32 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 -0.77 32 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.000 -1.63 4 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.003 -0.59 13 6 0.40 deflated_sharpe 0.00 < 0.90
LMT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 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 -0.62 45 6 0.00 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 0.000 -1.18 21 6 0.40 deflated_sharpe 0.00 < 0.90
HD short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.114 0.70 3 6 0.20 deflated_sharpe 0.11 < 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 0.040 0.25 12 6 0.00 deflated_sharpe 0.04 < 0.90
sma_cross 0.008 -0.29 5 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.178 0.93 15 6 0.20 deflated_sharpe 0.18 < 0.90
CARR short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.034 0.20 3 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
base_breakout 0.002 -0.60 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 0.050 0.35 25 6 0.00 deflated_sharpe 0.05 < 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 0.012 -0.18 10 6 0.60 deflated_sharpe 0.01 < 0.90; n_trades 10 < 12; param change-rate 0.60 > 0.50
sma_cross 0.007 -0.33 3 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.072 0.49 15 6 0.20 deflated_sharpe 0.07 < 0.90
KMX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.040 0.24 8 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 8 < 12
base_breakout 0.132 0.64 1 6 0.20 deflated_sharpe 0.13 < 0.90; n_trades 1 < 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 0.167 0.68 1 6 0.00 deflated_sharpe 0.17 < 0.90; n_trades 1 < 12
ma_pullback 0.058 0.35 6 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
ridge_momentum 0.000 -1.28 37 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.033 0.18 5 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd 0.225 0.98 13 6 0.00 deflated_sharpe 0.23 < 0.90
PSX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.43 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 0.017 -0.05 18 6 0.20 deflated_sharpe 0.02 < 0.90
bollinger 0.039 0.24 7 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 7 < 12
ma_pullback 0.000 -0.89 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.003 -0.61 42 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.002 -0.65 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.031 0.16 15 6 0.20 deflated_sharpe 0.03 < 0.90
LYV short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 -2.00 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 -0.64 22 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 0.006 -0.37 21 6 0.00 deflated_sharpe 0.01 < 0.90
EL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.86 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 -1.29 2 6 0.20 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 0.021 0.01 24 6 0.00 deflated_sharpe 0.02 < 0.90
bollinger 0.000 -1.14 1 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ma_pullback 0.002 -0.64 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.002 -0.74 19 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.008 -0.30 5 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.030 0.15 16 6 0.40 deflated_sharpe 0.03 < 0.90
WING short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.030 0.13 6 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.002 -0.66 2 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2 0.029 0.12 37 7 0.33 deflated_sharpe 0.03 < 0.90
bollinger 0.031 0.15 8 7 0.17 deflated_sharpe 0.03 < 0.90; n_trades 8 < 12
ma_pullback 0.000 -0.76 1 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.000 -1.08 29 7 0.33 deflated_sharpe 0.00 < 0.90
sma_cross 0.110 0.65 4 7 0.00 deflated_sharpe 0.11 < 0.90; n_trades 4 < 12
macd 0.103 0.61 20 7 0.33 deflated_sharpe 0.10 < 0.90
OGE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.004 -0.48 9 6 0.00 deflated_sharpe 0.00 < 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 0.005 -0.41 30 6 0.60 deflated_sharpe 0.01 < 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 -1.17 22 6 0.20 deflated_sharpe 0.00 < 0.90
CNP short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.61 4 6 0.00 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 -1.01 4 6 0.20 deflated_sharpe 0.00 < 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 0.000 -1.44 49 6 0.20 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.15 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.001 -0.83 16 6 0.20 deflated_sharpe 0.00 < 0.90
CORT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.013 -0.14 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 0.017 -0.06 5 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
bollinger 0.087 0.55 4 6 0.20 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 0.173 0.85 32 6 0.60 deflated_sharpe 0.17 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -0.98 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
CPT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.89 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 -0.45 19 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 0.069 0.46 23 6 0.80 deflated_sharpe 0.07 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.008 -0.28 4 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.023 0.05 20 6 0.40 deflated_sharpe 0.02 < 0.90
COLD short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.060 0.42 5 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 5 < 12
base_breakout 0.000 -1.15 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 0.495 1.57 41 6 0.00 deflated_sharpe 0.49 < 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 0.181 1.01 13 6 0.20 deflated_sharpe 0.18 < 0.90
sma_cross 0.360 1.43 5 6 0.20 deflated_sharpe 0.36 < 0.90; n_trades 5 < 12
macd 0.144 0.86 15 6 0.20 deflated_sharpe 0.14 < 0.90

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NKE short setup:ma_rally_fade sub-threshold evidence DSR 0.50 entry 44.17 · stop 46.29 · target 39.94

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