Trading Models — Tournament 2026-07-02

2026-10-16 2026-10-15 2026-10-14 2026-10-13 2026-10-12 2026-10-09 2026-10-08 2026-10-07 2026-10-06 2026-10-05 2026-10-02 2026-10-01 2026-09-30 2026-09-29 2026-09-28 2026-09-25 2026-09-24 2026-09-23 2026-09-22 2026-09-21 2026-09-18 2026-09-17 2026-09-16 2026-09-15 2026-09-14 2026-09-11 2026-09-10 2026-09-09 2026-09-08 2026-09-07 2026-09-04 2026-09-03 2026-09-02 2026-09-01 2026-08-31 2026-08-28 2026-08-27 2026-08-26 2026-08-25 2026-08-24 2026-08-21 2026-08-20 2026-08-19 2026-08-18 2026-08-17 2026-08-14 2026-08-13 2026-08-12 2026-08-11 2026-08-10 2026-08-07 2026-08-06 2026-08-05 2026-08-04 2026-08-03 2026-07-31 2026-07-30 2026-07-29 2026-07-28 2026-07-27 2026-07-24 2026-07-23 2026-07-22 2026-07-21 2026-07-20 2026-07-17 2026-07-16 2026-07-15 2026-07-14 2026-07-13 2026-07-10 2026-07-09 2026-07-08 2026-07-07 2026-07-06 2026-07-03 2026-07-02 2026-07-01 2026-06-30 2026-06-29 2026-06-26 2026-06-25 2026-06-24 2026-06-23 2026-06-22 2026-06-19 2026-06-18 2026-06-17 2026-06-16 2026-06-15 2026-06-12 2026-06-11 2026-06-10 2026-06-09

① Find tickers

1003 universe → 40 L / 40 S past FA gate

78 tested · 0 passed nightly FDR · 0 watchlist

② Find strategy

80 candidates → 0 survivors

③ Create trade

0 tickets

① Find tickers — FA slates

Long slate — top FA

#	ticker	sector	FA
1	AU	Materials	0.91
2	NEM	Materials	0.86
3	SNDK	Information Technology	0.85
4	EXE	Energy	0.85
5	EQT	Energy	0.83
6	MU	Information Technology	0.81
7	RRC	Energy	0.80
8	NBIX	Health Care	0.80
9	NVDA	Information Technology	0.79
10	FIS	Financials	0.78
11	NU	Financials	0.78
12	ALB	Materials	0.78
13	PTC	Information Technology	0.77
14	CF	Materials	0.77
15	AR	Energy	0.77
16	EVR	Financials	0.77
17	FSLR	Information Technology	0.76
18	RGLD	Materials	0.76
19	AFL	Financials	0.74
20	FICO	Information Technology	0.74
21	INCY	Health Care	0.72
22	BLK	Financials	0.72
23	ADSK	Information Technology	0.71
24	RDDT	Communication Services	0.70
25	MLI	Industrials	0.70
26	MRP	Consumer Discretionary	0.70
27	FNF	Financials	0.69
28	EOG	Energy	0.69
29	HRB	Consumer Discretionary	0.69
30	SF	Financials	0.67
31	SRPT	Health Care	0.67
32	AMP	Financials	0.67
33	COLB	Financials	0.67
34	CRM	Information Technology	0.67
35	EG	Financials	0.66
36	EWBC	Financials	0.66
37	ROP	Industrials	0.66
38	ALL	Financials	0.66
39	CB	Financials	0.65
40	BKNG	Consumer Discretionary	0.65

Short slate — bottom FA

#	ticker	sector	FA
1	RARE	Health Care	0.13
2	BHF	Financials	0.18
3	MKL	Financials	0.20
4	CG	Financials	0.20
5	LPX	Materials	0.20
6	COIN	Financials	0.21
7	MOH	Health Care	0.21
8	DOW	Materials	0.24
9	MTN	Consumer Discretionary	0.25
10	DE	Industrials	0.25
11	DJT	Communication Services	0.25
12	FND	Consumer Discretionary	0.26
13	OLN	Materials	0.26
14	CNH	Industrials	0.27
15	ENPH	Information Technology	0.27
16	SOLV	Health Care	0.28
17	LMT	Industrials	0.29
18	CPNG	Consumer Discretionary	0.29
19	HON	Industrials	0.29
20	PPC	Consumer Staples	0.29
21	MGM	Consumer Discretionary	0.29
22	CWEN-A	Utilities	0.29
23	PENN	Consumer Discretionary	0.30
24	IDA	Utilities	0.30
25	HD	Consumer Discretionary	0.31
26	CARR	Industrials	0.31
27	PSX	Energy	0.31
28	MDU	Utilities	0.32
29	KMX	Consumer Discretionary	0.32
30	LYV	Communication Services	0.32
31	OGE	Utilities	0.33
32	EL	Consumer Staples	0.34
33	CNP	Utilities	0.34
34	CORT	Health Care	0.34
35	COLD	Real Estate	0.35
36	RH	Consumer Discretionary	0.35
37	CPT	Real Estate	0.35
38	PFGC	Consumer Staples	0.35
39	INTC	Information Technology	0.35
40	SHW	Materials	0.36

② Find strategy — walk-forward tournament

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

78 ticker(s) with no survivor — show verdicts

AU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.177	0.95	5	6	0.60	deflated_sharpe 0.18 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
base_breakout	0.447	1.62	2	6	0.00	deflated_sharpe 0.45 < 0.90; n_trades 2 < 12
pead	0.000	-0.91	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.030	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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.008	-0.30	5	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
base_breakout	0.000	-0.86	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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

MU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

RRC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

NBIX long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.019	-0.02	6	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout	0.000	-0.79	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.014	-0.11	23	6	0.40	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

NVDA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.042	0.25	8	7	0.50	deflated_sharpe 0.04 < 0.90; n_trades 8 < 12
base_breakout	0.008	-0.27	6	7	0.00	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
pead	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.202	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

FIS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

NU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

ALB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

PTC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.187	0.84	2	6	0.00	deflated_sharpe 0.19 < 0.90; n_trades 2 < 12
base_breakout	0.057	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

CF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.310	1.18	3	6	0.00	deflated_sharpe 0.31 < 0.90; n_trades 3 < 12
base_breakout	0.021	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

FSLR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

RGLD long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

AFL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

FICO long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

INCY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.012	-0.16	6	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
base_breakout	0.001	-0.74	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.763	1.58	2	6	0.00	deflated_sharpe 0.76 < 0.90; n_trades 2 < 12
rsi2	0.022	0.04	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

BLK long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.139	0.81	3	6	0.00	deflated_sharpe 0.14 < 0.90; n_trades 3 < 12
base_breakout	0.123	0.74	3	6	0.00	deflated_sharpe 0.12 < 0.90; n_trades 3 < 12
pead	0.333	1.03	2	6	0.00	deflated_sharpe 0.33 < 0.90; n_trades 2 < 12
rsi2	0.038	0.23	36	6	0.40	deflated_sharpe 0.04 < 0.90
bollinger	0.385	1.16	1	6	0.20	deflated_sharpe 0.39 < 0.90; n_trades 1 < 12
ma_pullback	0.005	-0.36	2	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum	0.052	0.35	23	6	0.60	deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.069	0.48	5	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 5 < 12
macd	0.001	-0.74	18	6	0.40	deflated_sharpe 0.00 < 0.90

ADSK long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

RDDT long no survivor 29 parameter sets tried

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

MLI long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

FNF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

EOG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

HRB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

SF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

SRPT long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.00	4	6	0.20	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	0.149	0.79	7	6	0.00	deflated_sharpe 0.15 < 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	-0.62	24	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.002	-0.59	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.001	-0.90	19	6	0.40	deflated_sharpe 0.00 < 0.90

AMP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

COLB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.051	0.34	6	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 6 < 12
base_breakout	0.217	0.89	2	6	0.00	deflated_sharpe 0.22 < 0.90; n_trades 2 < 12
pead	0.052	0.31	2	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 2 < 12
rsi2	0.646	1.62	34	6	0.20	deflated_sharpe 0.65 < 0.90
bollinger	0.070	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

CRM long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.070	0.45	2	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
base_breakout	0.112	0.60	1	6	0.00	deflated_sharpe 0.11 < 0.90; n_trades 1 < 12
pead	0.021	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

EG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.43	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout	0.000	-1.30	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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

ROP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.30	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout	0.000	-1.11	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.011	-0.18	1	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.000	-1.30	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

ALL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

CB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

RARE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

MKL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

LPX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

COIN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.020	-0.00	3	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
base_breakout	0.000	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

MOH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

DOW short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.38	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.001	-0.68	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.005	-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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.014	-0.11	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.001	-0.77	9	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
bollinger	0.002	-0.63	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.001	-0.85	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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

FND short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.056	0.36	8	7	0.00	deflated_sharpe 0.06 < 0.90; n_trades 8 < 12
base_breakout	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.176	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

OLN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

CNH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.025	0.08	2	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
base_breakout	0.000	-0.96	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.000	-0.83	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.001	-0.86	14	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.007	-0.33	8	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.003	-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

ENPH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.042	0.26	3	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
base_breakout	0.008	-0.28	1	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead	0.083	0.58	3	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 3 < 12
rsi2	0.824	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

SOLV short no survivor 29 parameter sets tried

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

LMT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

CPNG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.077	0.51	6	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.075	0.50	3	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
rsi2	0.076	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

HON short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.51	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout	0.004	-0.43	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.000	-0.96	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.027	0.11	14	6	0.20	deflated_sharpe 0.03 < 0.90
bollinger	0.021	0.01	6	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.071	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

PPC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

MGM short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

CWEN-A short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-0.98	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.004	-0.47	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.005	-0.38	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
bollinger	0.000	-1.03	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

PENN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

IDA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

HD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

CARR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.034	0.20	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
base_breakout	0.000	-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

PSX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

MDU short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.024	0.07	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.037	0.22	2	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
rsi2	0.016	-0.08	9	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 9 < 12
bollinger	0.001	-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

KMX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.040	0.24	8	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 8 < 12
base_breakout	0.118	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

LYV short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.006	-0.36	2	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.256	1.05	1	6	0.20	deflated_sharpe 0.26 < 0.90; n_trades 1 < 12
rsi2	0.081	0.53	6	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
bollinger	0.000	-2.07	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

OGE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.67	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.267	0.85	5	6	0.00	deflated_sharpe 0.27 < 0.90; n_trades 5 < 12
bollinger	0.003	-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

EL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

CNP short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

CORT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

COLD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

INTC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.18	6	6	0.00	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	0.028	0.12	1	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
rsi2	0.000	-1.31	21	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.015	-0.09	9	6	0.80	deflated_sharpe 0.02 < 0.90; n_trades 9 < 12; param change-rate 0.80 > 0.50
ma_pullback	0.001	-0.68	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.000	-1.21	29	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.58	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.002	-0.67	16	6	0.40	deflated_sharpe 0.00 < 0.90

SHW short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.01	7	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	-0.66	1	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.070	0.45	28	7	0.00	deflated_sharpe 0.07 < 0.90
bollinger	0.088	0.49	2	7	0.00	deflated_sharpe 0.09 < 0.90; n_trades 2 < 12
ma_pullback	0.059	0.38	1	7	0.00	deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
ridge_momentum	0.028	0.11	68	7	0.50	deflated_sharpe 0.03 < 0.90
sma_cross	0.001	-0.87	6	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.025	0.07	18	7	0.17	deflated_sharpe 0.02 < 0.90

③ Create trade — tickets & performance since issue

no tickets on this date