TRADING MODELS
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/ 2026-06-30
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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
#tickersectorFA
1AU Materials0.91
2NEM Materials0.86
3EXE Energy0.84
4EQT Energy0.83
5SNDK Information Technology0.83
6SSB Financials0.81
7MU Information Technology0.80
8NBIX Health Care0.80
9RRC Energy0.80
10FIS Financials0.79
11NVDA Information Technology0.79
12PTC Information Technology0.78
13ALB Materials0.78
14NU Financials0.78
15CF Materials0.77
16AR Energy0.77
17EVR Financials0.76
18RGLD Materials0.76
19FSLR Information Technology0.76
20FICO Information Technology0.75
21AFL Financials0.74
22INCY Health Care0.73
23RDDT Communication Services0.71
24ADSK Information Technology0.71
25MRP Consumer Discretionary0.70
26FNF Financials0.70
27MLI Industrials0.70
28HRB Consumer Discretionary0.69
29EOG Energy0.69
30ROP Industrials0.68
31AMP Financials0.68
32SF Financials0.67
33CRM Information Technology0.67
34COLB Financials0.67
35ALL Financials0.67
36EG Financials0.67
37EWBC Financials0.66
38CB Financials0.66
39BKNG Consumer Discretionary0.66
40GMED Health Care0.65
Short slate — bottom FA
#tickersectorFA
1RARE Health Care0.13
2BHF Financials0.18
3LPX Materials0.20
4MKL Financials0.20
5CG Financials0.20
6MOH Health Care0.21
7COIN Financials0.21
8DOW Materials0.24
9MTN Consumer Discretionary0.25
10DE Industrials0.26
11DJT Communication Services0.26
12ENPH Information Technology0.26
13OLN Materials0.26
14FND Consumer Discretionary0.26
15CNH Industrials0.26
16SOLV Health Care0.28
17NKE Consumer Discretionary0.28
18HON Industrials0.29
19CPNG Consumer Discretionary0.29
20PPC Consumer Staples0.29
21CWEN-A Utilities0.29
22MDU Utilities0.29
23LMT Industrials0.30
24MGM Consumer Discretionary0.30
25IDA Utilities0.30
26PENN Consumer Discretionary0.30
27CARR Industrials0.31
28HD Consumer Discretionary0.31
29KMX Consumer Discretionary0.32
30PSX Energy0.32
31LYV Communication Services0.32
32EL Consumer Staples0.33
33OGE Utilities0.33
34CORT Health Care0.34
35CNP Utilities0.35
36SYY Consumer Staples0.35
37COLD Real Estate0.35
38RH Consumer Discretionary0.35
39CPT Real Estate0.35
40PFGC Consumer Staples0.35

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 0.14 27 6 0.00 deflated_sharpe 0.03 < 0.90
bollinger 0.224 0.86 1 6 0.20 deflated_sharpe 0.22 < 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 0.497 1.73 32 6 0.20 deflated_sharpe 0.50 < 0.90
sma_cross 0.385 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 0.061 0.43 27 6 0.20 deflated_sharpe 0.06 < 0.90
bollinger 0.000 -1.07 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 0.006 -0.36 34 6 0.40 deflated_sharpe 0.01 < 0.90
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 0.027 0.10 10 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 10 < 12
sma_cross 0.136 0.79 4 6 0.00 deflated_sharpe 0.14 < 0.90; n_trades 4 < 12
macd 0.042 0.28 16 6 0.40 deflated_sharpe 0.04 < 0.90
EQT long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.097 0.62 4 6 0.40 deflated_sharpe 0.10 < 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 -0.69 2 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.367 1.44 28 6 0.40 deflated_sharpe 0.37 < 0.90
sma_cross 0.172 0.94 4 6 0.00 deflated_sharpe 0.17 < 0.90; n_trades 4 < 12
macd 0.089 0.60 19 6 0.00 deflated_sharpe 0.09 < 0.90
SSB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.86 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.004 -0.47 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 0.010 -0.23 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 0.016 -0.06 24 6 0.60 deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.022 0.04 5 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd 0.023 0.05 14 6 0.00 deflated_sharpe 0.02 < 0.90
MU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.672 2.00 1 6 0.00 deflated_sharpe 0.67 < 0.90; n_trades 1 < 12
base_breakout 0.392 1.43 2 6 0.40 deflated_sharpe 0.39 < 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 0.255 1.11 24 6 0.00 deflated_sharpe 0.25 < 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 0.091 0.59 21 6 0.60 deflated_sharpe 0.09 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.488 1.68 4 6 0.20 deflated_sharpe 0.49 < 0.90; n_trades 4 < 12
macd 0.179 0.93 20 6 0.00 deflated_sharpe 0.18 < 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 0.050 0.36 38 6 0.80 deflated_sharpe 0.05 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.024 0.07 2 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
macd 0.018 -0.03 17 6 0.00 deflated_sharpe 0.02 < 0.90
RRC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.004 -0.49 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 0.374 1.46 20 6 0.80 deflated_sharpe 0.37 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.087 0.58 4 6 0.00 deflated_sharpe 0.09 < 0.90; n_trades 4 < 12
macd 0.199 1.01 20 6 0.40 deflated_sharpe 0.20 < 0.90
FIS long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.006 -0.37 5 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
base_breakout 0.000 -0.75 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 0.003 -0.51 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 -1.81 17 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.037 0.22 3 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
macd 0.001 -0.84 17 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 0.202 0.92 41 7 0.50 deflated_sharpe 0.20 < 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 0.145 0.76 60 7 0.50 deflated_sharpe 0.15 < 0.90
sma_cross 0.134 0.72 5 7 0.00 deflated_sharpe 0.13 < 0.90; n_trades 5 < 12
macd 0.008 -0.26 20 7 0.00 deflated_sharpe 0.01 < 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 0.057 0.39 1 6 0.40 deflated_sharpe 0.06 < 0.90; n_trades 1 < 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 -0.63 24 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 0.025 0.09 14 6 0.00 deflated_sharpe 0.03 < 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 0.008 -0.27 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 20 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 0.079 0.52 28 6 0.60 deflated_sharpe 0.08 < 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 0.068 0.47 19 6 0.20 deflated_sharpe 0.07 < 0.90
NU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.31 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 0.027 0.11 1 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
ma_pullback 0.006 -0.35 4 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum 0.010 -0.21 28 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.004 -0.46 4 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.088 0.58 13 6 0.00 deflated_sharpe 0.09 < 0.90
CF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.156 0.83 6 6 0.20 deflated_sharpe 0.16 < 0.90; n_trades 6 < 12
base_breakout 0.148 0.77 2 6 0.20 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 0.064 0.44 28 6 0.00 deflated_sharpe 0.06 < 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 0.178 0.96 24 6 0.00 deflated_sharpe 0.18 < 0.90
sma_cross 0.168 0.87 6 6 0.40 deflated_sharpe 0.17 < 0.90; n_trades 6 < 12
macd 0.166 0.87 15 6 0.00 deflated_sharpe 0.17 < 0.90
AR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.011 -0.19 6 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
base_breakout 0.114 0.72 2 6 0.00 deflated_sharpe 0.11 < 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 0.046 0.30 21 6 0.00 deflated_sharpe 0.05 < 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 0.322 1.32 26 6 0.80 deflated_sharpe 0.32 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.021 0.02 5 6 0.60 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd 0.184 0.96 19 6 0.20 deflated_sharpe 0.18 < 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 0.021 0.02 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 0.008 -0.27 4 6 0.60 deflated_sharpe 0.01 < 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 0.055 0.37 27 6 0.00 deflated_sharpe 0.05 < 0.90
sma_cross 0.331 1.25 3 6 0.00 deflated_sharpe 0.33 < 0.90; n_trades 3 < 12
macd 0.005 -0.41 21 6 0.00 deflated_sharpe 0.01 < 0.90
RGLD long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.078 0.54 5 6 0.20 deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
base_breakout 0.031 0.16 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 0.011 -0.19 31 6 0.20 deflated_sharpe 0.01 < 0.90
bollinger 0.002 -0.66 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 0.085 0.56 19 6 0.40 deflated_sharpe 0.08 < 0.90
sma_cross 0.122 0.75 4 6 0.20 deflated_sharpe 0.12 < 0.90; n_trades 4 < 12
macd 0.342 1.45 17 6 0.00 deflated_sharpe 0.34 < 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 0.010 -0.23 2 6 0.20 deflated_sharpe 0.01 < 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 0.107 0.66 8 6 0.00 deflated_sharpe 0.11 < 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 0.000 -1.21 27 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.081 0.53 3 6 0.40 deflated_sharpe 0.08 < 0.90; n_trades 3 < 12
macd 0.000 -1.42 23 6 0.40 deflated_sharpe 0.00 < 0.90
FICO long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.020 -0.00 4 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout 0.131 0.75 1 6 0.00 deflated_sharpe 0.13 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 -1.16 17 6 0.20 deflated_sharpe 0.00 < 0.90
bollinger 0.003 -0.61 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 0.000 -1.03 26 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.011 -0.19 4 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.000 -1.29 19 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
AFL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.33 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.014 -0.12 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 0.014 -0.12 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 0.028 0.12 30 6 0.20 deflated_sharpe 0.03 < 0.90
sma_cross 0.005 -0.39 6 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.000 -0.95 17 6 0.00 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 34 6 0.40 deflated_sharpe 0.02 < 0.90
bollinger 0.149 0.83 6 6 0.00 deflated_sharpe 0.15 < 0.90; n_trades 6 < 12
ma_pullback 0.000 -1.72 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.020 0.01 27 6 0.60 deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.174 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 0.068 0.50 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 -0.13 30 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 0.010 -0.23 18 6 0.40 deflated_sharpe 0.01 < 0.90
sma_cross 0.002 -0.61 6 6 0.80 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.80 > 0.50
macd 0.000 -1.02 19 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
FNF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.08 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.000 -1.30 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.070 0.44 1 6 0.20 deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
rsi2 0.012 -0.17 26 6 0.40 deflated_sharpe 0.01 < 0.90
bollinger 0.156 0.85 8 6 0.20 deflated_sharpe 0.16 < 0.90; n_trades 8 < 12
ma_pullback 0.002 -0.52 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.047 0.31 45 6 0.80 deflated_sharpe 0.05 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.000 -1.03 8 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd 0.001 -0.81 21 6 0.20 deflated_sharpe 0.00 < 0.90
MLI long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.497 1.58 2 6 0.00 deflated_sharpe 0.50 < 0.90; n_trades 2 < 12
base_breakout 0.270 1.14 2 6 0.00 deflated_sharpe 0.27 < 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 45 6 0.00 deflated_sharpe 0.74 < 0.90
bollinger 0.089 0.54 3 6 0.60 deflated_sharpe 0.09 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
ma_pullback 0.000 -1.17 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.250 1.12 25 6 0.00 deflated_sharpe 0.25 < 0.90
sma_cross 0.258 1.12 3 6 0.20 deflated_sharpe 0.26 < 0.90; n_trades 3 < 12
macd 0.014 -0.10 21 6 0.00 deflated_sharpe 0.01 < 0.90
HRB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.33 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 -1.02 10 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 10 < 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 -0.83 36 6 0.20 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -0.96 4 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.005 -0.44 14 6 0.00 deflated_sharpe 0.00 < 0.90
EOG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.016 -0.07 7 6 0.20 deflated_sharpe 0.02 < 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 0.060 0.41 3 6 0.20 deflated_sharpe 0.06 < 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 0.137 0.79 15 6 0.40 deflated_sharpe 0.14 < 0.90
sma_cross 0.010 -0.23 7 6 0.60 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
macd 0.123 0.74 17 6 0.00 deflated_sharpe 0.12 < 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 -1.30 18 6 0.20 deflated_sharpe 0.00 < 0.90
bollinger 0.001 -0.76 8 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.014 -0.12 16 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.001 -0.87 4 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.000 -1.08 16 6 0.20 deflated_sharpe 0.00 < 0.90
AMP long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.090 0.56 4 6 0.40 deflated_sharpe 0.09 < 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 0.047 0.31 7 6 0.00 deflated_sharpe 0.05 < 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 0.002 -0.71 10 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
sma_cross 0.050 0.34 4 6 0.00 deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
macd 0.002 -0.63 15 6 0.00 deflated_sharpe 0.00 < 0.90
SF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.055 0.36 7 6 0.80 deflated_sharpe 0.05 < 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 -0.12 4 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback 0.000 -1.11 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.151 0.84 17 6 0.80 deflated_sharpe 0.15 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.077 0.51 4 6 0.20 deflated_sharpe 0.08 < 0.90; n_trades 4 < 12
macd 0.083 0.57 20 6 0.20 deflated_sharpe 0.08 < 0.90
CRM long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.070 0.45 2 6 0.00 deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
base_breakout 0.112 0.60 1 6 0.00 deflated_sharpe 0.11 < 0.90; n_trades 1 < 12
pead 0.021 0.02 1 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
rsi2 0.003 -0.60 15 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.001 -0.91 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback 0.013 -0.13 1 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum 0.013 -0.13 35 6 0.40 deflated_sharpe 0.01 < 0.90
sma_cross 0.003 -0.57 4 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.017 -0.05 16 6 0.00 deflated_sharpe 0.02 < 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 9 6 0.40 deflated_sharpe 0.07 < 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 0.080 0.54 29 6 0.40 deflated_sharpe 0.08 < 0.90
sma_cross 0.043 0.27 3 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
macd 0.001 -0.75 17 6 0.40 deflated_sharpe 0.00 < 0.90
ALL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.74 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 39 6 0.20 deflated_sharpe 0.09 < 0.90
bollinger 0.334 1.35 9 6 0.20 deflated_sharpe 0.33 < 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 0.064 0.45 35 6 0.40 deflated_sharpe 0.06 < 0.90
sma_cross 0.003 -0.51 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.026 0.10 18 6 0.20 deflated_sharpe 0.03 < 0.90
EG long no survivor 29 parameter sets tried
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 -1.30 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 0.608 1.70 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 0.287 1.21 17 6 0.20 deflated_sharpe 0.29 < 0.90
sma_cross 0.000 -1.12 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.000 -1.34 23 6 0.20 deflated_sharpe 0.00 < 0.90
EWBC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.117 0.69 3 6 0.20 deflated_sharpe 0.12 < 0.90; n_trades 3 < 12
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 -1.67 5 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum 0.190 1.02 25 6 0.40 deflated_sharpe 0.19 < 0.90
sma_cross 0.066 0.45 6 6 0.60 deflated_sharpe 0.07 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
macd 0.201 1.04 12 6 0.00 deflated_sharpe 0.20 < 0.90
CB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.022 0.04 3 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
base_breakout 0.036 0.21 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 0.065 0.44 32 6 0.20 deflated_sharpe 0.07 < 0.90
bollinger 0.105 0.71 2 6 0.20 deflated_sharpe 0.11 < 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 0.038 0.23 20 6 1.00 deflated_sharpe 0.04 < 0.90; param change-rate 1.00 > 0.50
sma_cross 0.055 0.38 2 6 0.00 deflated_sharpe 0.05 < 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 0.301 1.24 3 6 0.00 deflated_sharpe 0.30 < 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 0.004 -0.49 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 0.134 0.77 24 6 0.60 deflated_sharpe 0.13 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.113 0.68 5 6 0.00 deflated_sharpe 0.11 < 0.90; n_trades 5 < 12
macd 0.090 0.58 16 6 0.40 deflated_sharpe 0.09 < 0.90
GMED long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.090 0.56 6 6 0.20 deflated_sharpe 0.09 < 0.90; n_trades 6 < 12
base_breakout 0.158 0.70 1 6 0.20 deflated_sharpe 0.16 < 0.90; n_trades 1 < 12
pead 0.071 0.46 3 6 0.20 deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
rsi2 0.006 -0.36 23 6 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.076 0.51 8 6 0.20 deflated_sharpe 0.08 < 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 0.000 -1.29 41 6 1.00 deflated_sharpe 0.00 < 0.90; param change-rate 1.00 > 0.50
sma_cross 0.321 0.94 3 6 0.20 deflated_sharpe 0.32 < 0.90; n_trades 3 < 12
macd 0.015 -0.08 12 6 0.20 deflated_sharpe 0.02 < 0.90
RARE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.032 0.17 3 6 0.00 deflated_sharpe 0.03 < 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 0.760 1.10 5 6 0.20 deflated_sharpe 0.76 < 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 0.444 1.12 20 6 0.40 deflated_sharpe 0.44 < 0.90
sma_cross 0.037 0.22 5 6 0.60 deflated_sharpe 0.04 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd 0.040 0.24 16 6 0.20 deflated_sharpe 0.04 < 0.90
BHF short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.005 -0.40 4 6 0.40 deflated_sharpe 0.00 < 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 0.168 0.81 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 0.60 deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -1.41 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
LPX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.002 -0.70 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 0.236 1.13 36 6 0.00 deflated_sharpe 0.24 < 0.90
sma_cross 0.019 -0.01 3 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd 0.025 0.08 15 6 0.00 deflated_sharpe 0.02 < 0.90
MKL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.004 -0.47 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 0.074 0.52 14 6 0.60 deflated_sharpe 0.07 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.008 -0.29 5 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.000 -1.08 19 6 0.40 deflated_sharpe 0.00 < 0.90
CG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.036 0.21 4 6 0.20 deflated_sharpe 0.04 < 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 0.003 -0.58 49 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.097 0.61 4 6 0.00 deflated_sharpe 0.10 < 0.90; n_trades 4 < 12
macd 0.015 -0.10 17 6 0.20 deflated_sharpe 0.01 < 0.90
MOH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.004 -0.49 8 6 0.60 deflated_sharpe 0.00 < 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 0.088 0.54 34 6 0.20 deflated_sharpe 0.09 < 0.90
sma_cross 0.031 0.16 3 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd 0.226 0.99 16 6 0.20 deflated_sharpe 0.23 < 0.90
COIN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.020 -0.00 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 0.010 -0.21 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 0.006 -0.37 43 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.004 -0.48 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
DOW short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.059 0.41 5 6 0.20 deflated_sharpe 0.06 < 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 0.322 1.05 2 6 0.00 deflated_sharpe 0.32 < 0.90; n_trades 2 < 12
rsi2 0.107 0.61 30 6 0.20 deflated_sharpe 0.11 < 0.90
bollinger 0.002 -0.59 2 6 0.20 deflated_sharpe 0.00 < 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 0.019 -0.01 35 6 0.60 deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.181 0.94 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 0.005 -0.44 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 0.635 1.94 42 6 0.40 deflated_sharpe 0.63 < 0.90
sma_cross 0.012 -0.17 4 6 0.80 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12; param change-rate 0.80 > 0.50
macd 0.019 -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 -0.85 24 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 -0.90 17 6 0.20 deflated_sharpe 0.00 < 0.90
DJT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.009 -0.23 7 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
base_breakout 0.021 0.02 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 -0.90 34 6 0.40 deflated_sharpe 0.00 < 0.90
bollinger 0.002 -0.64 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 0.081 0.55 48 6 0.80 deflated_sharpe 0.08 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.019 -0.01 1 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
macd 0.060 0.41 15 6 0.40 deflated_sharpe 0.06 < 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 0.089 0.62 21 6 0.20 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 0.002 -0.60 15 6 0.00 deflated_sharpe 0.00 < 0.90
OLN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.057 0.40 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 0.350 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 0.025 0.08 52 6 0.20 deflated_sharpe 0.02 < 0.90
sma_cross 0.059 0.41 4 6 0.60 deflated_sharpe 0.06 < 0.90; n_trades 4 < 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 0.056 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 0.176 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 0.074 0.47 47 7 0.50 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 0.019 -0.01 19 7 0.00 deflated_sharpe 0.02 < 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 0.003 -0.53 32 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.007 -0.32 2 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
macd 0.026 0.10 15 6 0.40 deflated_sharpe 0.03 < 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 0.045 0.27 9 7 0.00 deflated_sharpe 0.04 < 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 0.028 0.11 4 7 0.17 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
rsi2 0.016 -0.06 35 7 0.00 deflated_sharpe 0.02 < 0.90
bollinger 0.095 0.55 8 7 0.50 deflated_sharpe 0.09 < 0.90; n_trades 8 < 12
ma_pullback 0.001 -0.79 5 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum 0.681 1.92 51 7 0.67 deflated_sharpe 0.68 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.013 -0.13 8 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
macd 0.007 -0.30 23 7 0.50 deflated_sharpe 0.01 < 0.90
HON short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.071 0.47 11 6 0.40 deflated_sharpe 0.07 < 0.90; n_trades 11 < 12
sma_cross 0.013 -0.13 5 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.011 -0.19 12 6 0.20 deflated_sharpe 0.01 < 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 -0.83 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.005 -0.39 21 6 0.40 deflated_sharpe 0.01 < 0.90
sma_cross 0.018 -0.04 3 6 0.60 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
macd 0.008 -0.27 19 6 0.00 deflated_sharpe 0.01 < 0.90
PPC short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.052 0.35 4 6 0.20 deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
base_breakout 0.174 0.85 1 6 0.00 deflated_sharpe 0.17 < 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 0.011 -0.20 14 6 0.20 deflated_sharpe 0.01 < 0.90
sma_cross 0.002 -0.65 3 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
macd 0.201 0.94 12 6 0.00 deflated_sharpe 0.20 < 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 0.000 -1.03 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 0.002 -0.69 42 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.52 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
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 -0.95 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 0.007 -0.34 26 6 0.40 deflated_sharpe 0.01 < 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 -1.55 22 6 0.20 deflated_sharpe 0.00 < 0.90
LMT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.128 0.74 4 6 0.00 deflated_sharpe 0.13 < 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 0.004 -0.47 42 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 -1.16 21 6 0.40 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 0.216 0.65 1 6 0.40 deflated_sharpe 0.22 < 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 0.005 -0.39 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 0.142 0.82 20 6 0.40 deflated_sharpe 0.14 < 0.90
sma_cross 0.001 -0.73 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.018 -0.03 20 6 0.00 deflated_sharpe 0.02 < 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 -1.33 6 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 6 < 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 -0.78 30 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 -0.56 13 6 0.40 deflated_sharpe 0.00 < 0.90
PENN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.011 -0.18 3 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.053 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 -0.83 4 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum 0.017 -0.06 19 6 0.60 deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.003 -0.55 8 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd 0.019 -0.02 15 6 0.00 deflated_sharpe 0.02 < 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 0.000 -0.82 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 0.048 0.33 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 0.011 -0.18 13 6 0.40 deflated_sharpe 0.01 < 0.90
sma_cross 0.004 -0.45 3 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.094 0.61 16 6 0.20 deflated_sharpe 0.09 < 0.90
HD short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.038 0.23 3 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
base_breakout 0.005 -0.38 1 6 0.20 deflated_sharpe 0.01 < 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 0.027 0.11 8 6 0.40 deflated_sharpe 0.03 < 0.90; n_trades 8 < 12
sma_cross 0.008 -0.29 5 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.134 0.78 15 6 0.20 deflated_sharpe 0.13 < 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 0.118 0.60 1 6 0.20 deflated_sharpe 0.12 < 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 -1.39 39 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.032 0.16 5 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd 0.201 0.92 13 6 0.00 deflated_sharpe 0.20 < 0.90
PSX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.45 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 0.016 -0.06 18 6 0.20 deflated_sharpe 0.02 < 0.90
bollinger 0.022 0.03 7 6 0.20 deflated_sharpe 0.02 < 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 -0.62 42 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.002 -0.66 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.032 0.17 14 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 -2.07 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 0.000 -1.08 23 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.001 -0.82 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd 0.006 -0.39 21 6 0.00 deflated_sharpe 0.01 < 0.90
EL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.86 7 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
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 0.014 -0.11 24 6 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.020 -0.00 3 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
ma_pullback 0.002 -0.67 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.000 -1.25 21 6 1.00 deflated_sharpe 0.00 < 0.90; param change-rate 1.00 > 0.50
sma_cross 0.007 -0.33 5 6 0.60 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd 0.041 0.26 18 6 0.60 deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
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 0.003 -0.60 8 6 0.00 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 0.004 -0.52 33 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.07 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.000 -1.22 22 6 0.20 deflated_sharpe 0.00 < 0.90
CORT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.011 -0.19 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 6 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
bollinger 0.069 0.45 4 6 0.20 deflated_sharpe 0.07 < 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 0.303 1.14 34 6 0.00 deflated_sharpe 0.30 < 0.90
sma_cross 0.000 -0.99 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
CNP short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.65 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 -1.19 48 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.000 -1.09 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd 0.001 -0.87 16 6 0.40 deflated_sharpe 0.00 < 0.90
SYY short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.86 4 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.495 0.98 1 7 0.00 deflated_sharpe 0.49 < 0.90; n_trades 1 < 12
rsi2 0.014 -0.11 24 7 0.17 deflated_sharpe 0.01 < 0.90
bollinger 0.031 0.14 4 7 0.17 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
ma_pullback 0.000 -0.99 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.504 1.21 20 7 0.50 deflated_sharpe 0.50 < 0.90
sma_cross 0.000 -1.02 5 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.012 -0.15 19 7 0.00 deflated_sharpe 0.01 < 0.90
COLD short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.058 0.40 5 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 5 < 12
base_breakout 0.000 -1.20 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 0.342 1.38 5 6 0.20 deflated_sharpe 0.34 < 0.90; n_trades 5 < 12
macd 0.143 0.85 15 6 0.20 deflated_sharpe 0.14 < 0.90
RH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.115 0.62 4 7 0.33 deflated_sharpe 0.12 < 0.90; n_trades 4 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 -0.77 3 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2 0.006 -0.35 31 7 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.808 1.97 9 7 0.17 deflated_sharpe 0.81 < 0.90; n_trades 9 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.002 -0.59 48 7 0.50 deflated_sharpe 0.00 < 0.90
sma_cross 0.017 -0.04 7 7 0.33 deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
macd 0.059 0.39 17 7 0.00 deflated_sharpe 0.06 < 0.90
CPT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.87 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 0.088 0.56 24 6 0.80 deflated_sharpe 0.09 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.008 -0.27 4 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.020 0.01 19 6 0.40 deflated_sharpe 0.02 < 0.90
PFGC short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -0.90 6 7 0.17 deflated_sharpe 0.00 < 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 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.285 1.03 14 7 0.00 deflated_sharpe 0.28 < 0.90
bollinger 0.061 0.39 9 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 9 < 12
ma_pullback 0.000 -0.69 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.012 -0.15 20 7 0.33 deflated_sharpe 0.01 < 0.90
sma_cross 0.002 -0.61 4 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.003 -0.51 19 7 0.00 deflated_sharpe 0.00 < 0.90

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