Trading Models — Tournament 2026-07-03

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① Find tickers

1003 universe → 40 L / 40 S past FA gate

78 tested · 0 passed nightly FDR · 0 watchlist

② Find strategy

80 candidates → 0 survivors

③ Create trade

0 tickets

① Find tickers — FA slates

Long slate — top FA

#	ticker	sector	FA
1	AU	Materials	0.91
2	NEM	Materials	0.86
3	SNDK	Information Technology	0.85
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	0.79
11	ALB	Materials	0.78
12	NU	Financials	0.78
13	PTC	Information Technology	0.78
14	CF	Materials	0.78
15	AR	Energy	0.77
16	EVR	Financials	0.77
17	FSLR	Information Technology	0.77
18	RGLD	Materials	0.76
19	AFL	Financials	0.74
20	FICO	Information Technology	0.74
21	INCY	Health Care	0.73
22	BLK	Financials	0.72
23	ADSK	Information Technology	0.71
24	MLI	Industrials	0.70
25	RDDT	Communication Services	0.70
26	MRP	Consumer Discretionary	0.70
27	FNF	Financials	0.70
28	EOG	Energy	0.69
29	HRB	Consumer Discretionary	0.69
30	SF	Financials	0.67
31	AMP	Financials	0.67
32	COLB	Financials	0.67
33	CRM	Information Technology	0.67
34	EWBC	Financials	0.67
35	EG	Financials	0.66
36	ALL	Financials	0.66
37	ROP	Industrials	0.66
38	GMED	Health Care	0.65
39	BKNG	Consumer Discretionary	0.65
40	CB	Financials	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	LPX	Materials	0.20
5	CG	Financials	0.21
6	COIN	Financials	0.21
7	MOH	Health Care	0.21
8	DOW	Materials	0.23
9	DE	Industrials	0.25
10	MTN	Consumer Discretionary	0.25
11	FND	Consumer Discretionary	0.25
12	DJT	Communication Services	0.25
13	OLN	Materials	0.26
14	CNH	Industrials	0.27
15	ENPH	Information Technology	0.27
16	CPNG	Consumer Discretionary	0.28
17	PENN	Consumer Discretionary	0.28
18	LMT	Industrials	0.28
19	HON	Industrials	0.29
20	PPC	Consumer Staples	0.29
21	MGM	Consumer Discretionary	0.29
22	IDA	Utilities	0.29
23	HD	Consumer Discretionary	0.31
24	MDU	Utilities	0.31
25	CARR	Industrials	0.31
26	PSX	Energy	0.31
27	KMX	Consumer Discretionary	0.31
28	LYV	Communication Services	0.32
29	OGE	Utilities	0.32
30	CNP	Utilities	0.33
31	EL	Consumer Staples	0.33
32	CORT	Health Care	0.34
33	COLD	Real Estate	0.34
34	PFGC	Consumer Staples	0.35
35	CPT	Real Estate	0.35
36	INTC	Information Technology	0.35
37	RH	Consumer Discretionary	0.35
38	CLX	Consumer Staples	0.35
39	SHW	Materials	0.35
40	PRMB	Consumer Staples	0.35

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

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	0.041	0.26	26	6	0.00	deflated_sharpe 0.04 < 0.90
bollinger	0.353	1.06	1	6	0.20	deflated_sharpe 0.35 < 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	0.464	1.65	32	6	0.80	deflated_sharpe 0.46 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.398	1.51	1	6	0.20	deflated_sharpe 0.40 < 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	0.077	0.54	5	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
base_breakout	0.149	0.92	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	0.075	0.52	27	6	0.20	deflated_sharpe 0.07 < 0.90
bollinger	0.000	-1.18	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	0.002	-0.62	32	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.140	0.82	4	6	0.40	deflated_sharpe 0.14 < 0.90; n_trades 4 < 12
macd	0.014	-0.12	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	0.11	8	6	0.60	deflated_sharpe 0.03 < 0.90; n_trades 8 < 12; param change-rate 0.60 > 0.50
sma_cross	0.163	0.89	4	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 4 < 12
macd	0.041	0.27	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	0.119	0.72	4	6	0.40	deflated_sharpe 0.12 < 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	-0.75	2	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.325	1.35	27	6	0.40	deflated_sharpe 0.33 < 0.90
sma_cross	0.195	1.01	4	6	0.00	deflated_sharpe 0.20 < 0.90; n_trades 4 < 12
macd	0.064	0.45	19	6	0.60	deflated_sharpe 0.06 < 0.90; param change-rate 0.60 > 0.50

MU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.645	1.94	1	6	0.00	deflated_sharpe 0.64 < 0.90; n_trades 1 < 12
base_breakout	0.355	1.35	2	6	0.40	deflated_sharpe 0.35 < 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	0.218	1.02	24	6	0.00	deflated_sharpe 0.22 < 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	0.061	0.42	22	6	0.60	deflated_sharpe 0.06 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.463	1.63	4	6	0.20	deflated_sharpe 0.46 < 0.90; n_trades 4 < 12
macd	0.157	0.86	20	6	0.00	deflated_sharpe 0.16 < 0.90

RRC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.004	-0.45	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	0.306	1.30	24	6	0.40	deflated_sharpe 0.31 < 0.90
sma_cross	0.093	0.61	4	6	0.00	deflated_sharpe 0.09 < 0.90; n_trades 4 < 12
macd	0.155	0.87	22	6	0.20	deflated_sharpe 0.15 < 0.90

NBIX long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.019	-0.02	6	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout	0.000	-0.79	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.014	-0.11	23	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.015	-0.09	6	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
ma_pullback	0.058	0.42	2	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ridge_momentum	0.046	0.32	45	6	0.40	deflated_sharpe 0.05 < 0.90
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	18	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	0.185	0.88	41	7	0.50	deflated_sharpe 0.19 < 0.90
bollinger	0.879	1.44	4	7	0.00	deflated_sharpe 0.88 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-1.06	5	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum	0.130	0.71	58	7	0.50	deflated_sharpe 0.13 < 0.90
sma_cross	0.134	0.72	6	7	0.00	deflated_sharpe 0.13 < 0.90; n_trades 6 < 12
macd	0.008	-0.25	20	7	0.00	deflated_sharpe 0.01 < 0.90

FIS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.004	-0.43	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	-0.82	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.002	-0.60	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	-1.87	15	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.016	-0.08	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.001	-0.85	18	6	0.00	deflated_sharpe 0.00 < 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	0.012	-0.16	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	0.095	0.61	25	6	0.60	deflated_sharpe 0.10 < 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	0.064	0.44	18	6	0.20	deflated_sharpe 0.06 < 0.90

NU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.28	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	-0.42	25	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.030	0.15	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	0.005	-0.39	32	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.005	-0.44	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.097	0.63	12	6	0.00	deflated_sharpe 0.10 < 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	0.00	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	-0.58	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	0.005	-0.41	25	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.172	0.79	2	6	0.00	deflated_sharpe 0.17 < 0.90; n_trades 2 < 12
macd	0.028	0.11	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	0.164	0.86	6	6	0.20	deflated_sharpe 0.16 < 0.90; n_trades 6 < 12
base_breakout	0.168	0.83	2	6	0.20	deflated_sharpe 0.17 < 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	29	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	0.143	0.84	22	6	0.80	deflated_sharpe 0.14 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.182	0.92	6	6	0.40	deflated_sharpe 0.18 < 0.90; n_trades 6 < 12
macd	0.138	0.78	15	6	0.20	deflated_sharpe 0.14 < 0.90

AR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.004	-0.47	7	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
base_breakout	0.142	0.84	2	6	0.00	deflated_sharpe 0.14 < 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	22	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	0.294	1.26	27	6	0.60	deflated_sharpe 0.29 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.016	-0.07	6	6	0.60	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
macd	0.110	0.69	20	6	0.20	deflated_sharpe 0.11 < 0.90

EVR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.298	1.15	3	6	0.00	deflated_sharpe 0.30 < 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	0.161	0.86	25	6	0.60	deflated_sharpe 0.16 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.321	1.23	3	6	0.00	deflated_sharpe 0.32 < 0.90; n_trades 3 < 12
macd	0.006	-0.37	21	6	0.20	deflated_sharpe 0.01 < 0.90

FSLR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.005	-0.45	4	6	0.20	deflated_sharpe 0.00 < 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	0.035	0.21	7	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 7 < 12
ma_pullback	0.001	-0.84	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.006	-0.36	27	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.076	0.50	3	6	0.40	deflated_sharpe 0.08 < 0.90; n_trades 3 < 12
macd	0.000	-1.56	24	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50

RGLD long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.071	0.49	5	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 5 < 12
base_breakout	0.021	0.02	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
pead	0.010	-0.21	1	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.009	-0.24	31	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.003	-0.50	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	0.087	0.57	19	6	0.60	deflated_sharpe 0.09 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.114	0.71	4	6	0.20	deflated_sharpe 0.11 < 0.90; n_trades 4 < 12
macd	0.240	1.17	17	6	0.20	deflated_sharpe 0.24 < 0.90

AFL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.36	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.004	-0.52	4	6	0.20	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	0.012	-0.16	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	0.031	0.16	29	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.005	-0.42	6	6	0.00	deflated_sharpe 0.00 < 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	0.018	-0.03	4	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout	0.113	0.68	1	6	0.00	deflated_sharpe 0.11 < 0.90; n_trades 1 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	-1.16	17	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.004	-0.51	7	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.001	-0.96	27	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.010	-0.21	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.000	-1.24	18	6	0.20	deflated_sharpe 0.00 < 0.90

INCY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.012	-0.16	6	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
base_breakout	0.001	-0.74	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.763	1.58	2	6	0.00	deflated_sharpe 0.76 < 0.90; n_trades 2 < 12
rsi2	0.027	0.10	34	6	0.40	deflated_sharpe 0.03 < 0.90
bollinger	0.177	0.92	6	6	0.00	deflated_sharpe 0.18 < 0.90; n_trades 6 < 12
ma_pullback	0.000	-1.51	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.020	0.00	26	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.176	0.91	3	6	0.20	deflated_sharpe 0.18 < 0.90; n_trades 3 < 12
macd	0.122	0.73	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	0.82	3	6	0.00	deflated_sharpe 0.14 < 0.90; n_trades 3 < 12
base_breakout	0.124	0.75	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	0.069	0.47	37	6	0.00	deflated_sharpe 0.07 < 0.90
bollinger	0.405	1.19	1	6	0.20	deflated_sharpe 0.41 < 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	0.126	0.74	23	6	0.60	deflated_sharpe 0.13 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.070	0.48	5	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 5 < 12
macd	0.002	-0.63	20	6	0.00	deflated_sharpe 0.00 < 0.90

ADSK long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.038	0.24	2	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
base_breakout	0.072	0.54	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	0.015	-0.10	17	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.005	-0.43	5	6	0.80	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.80 > 0.50
macd	0.001	-0.84	19	6	0.40	deflated_sharpe 0.00 < 0.90

MLI long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.506	1.60	2	6	0.00	deflated_sharpe 0.51 < 0.90; n_trades 2 < 12
base_breakout	0.278	1.15	2	6	0.00	deflated_sharpe 0.28 < 0.90; n_trades 2 < 12
pead	0.382	0.85	1	6	0.00	deflated_sharpe 0.38 < 0.90; n_trades 1 < 12
rsi2	0.736	1.77	45	6	0.00	deflated_sharpe 0.74 < 0.90
bollinger	0.098	0.58	3	6	0.60	deflated_sharpe 0.10 < 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	0.217	1.03	22	6	0.60	deflated_sharpe 0.22 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.322	1.27	3	6	0.20	deflated_sharpe 0.32 < 0.90; n_trades 3 < 12
macd	0.014	-0.12	21	6	0.40	deflated_sharpe 0.01 < 0.90

RDDT long no survivor 29 parameter sets tried

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

FNF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.01	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	0.087	0.57	7	6	0.60	deflated_sharpe 0.09 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
ma_pullback	0.002	-0.52	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.027	0.11	45	6	0.20	deflated_sharpe 0.03 < 0.90
sma_cross	0.001	-0.98	8	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd	0.000	-1.01	22	6	0.40	deflated_sharpe 0.00 < 0.90

EOG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.017	-0.05	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	0.051	0.35	3	6	0.20	deflated_sharpe 0.05 < 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	0.058	0.40	16	6	0.60	deflated_sharpe 0.06 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.015	-0.10	6	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
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	-1.41	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	0.002	-0.70	37	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.02	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.004	-0.46	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	0.105	0.60	5	6	0.40	deflated_sharpe 0.11 < 0.90; n_trades 5 < 12
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	0.071	0.46	34	6	0.20	deflated_sharpe 0.07 < 0.90
bollinger	0.052	0.34	4	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-1.07	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.121	0.72	14	6	0.20	deflated_sharpe 0.12 < 0.90
sma_cross	0.079	0.51	4	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 4 < 12
macd	0.088	0.60	20	6	0.20	deflated_sharpe 0.09 < 0.90

AMP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.070	0.47	5	6	0.40	deflated_sharpe 0.07 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.005	-0.41	22	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.051	0.34	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	0.003	-0.56	8	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12; param change-rate 0.60 > 0.50
sma_cross	0.051	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	0.019	-0.02	6	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout	0.249	0.95	2	6	0.00	deflated_sharpe 0.25 < 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	0.060	0.42	26	6	0.20	deflated_sharpe 0.06 < 0.90
sma_cross	0.047	0.31	3	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
macd	0.001	-0.73	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	-0.98	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	0.012	-0.16	35	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.005	-0.45	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.016	-0.06	17	6	0.00	deflated_sharpe 0.02 < 0.90

EWBC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.072	0.48	4	6	0.40	deflated_sharpe 0.07 < 0.90; n_trades 4 < 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	-1.60	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum	0.222	1.13	25	6	0.40	deflated_sharpe 0.22 < 0.90
sma_cross	0.068	0.47	6	6	0.60	deflated_sharpe 0.07 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
macd	0.205	1.05	12	6	0.00	deflated_sharpe 0.20 < 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	-1.37	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	0.610	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	0.315	1.28	16	6	0.20	deflated_sharpe 0.32 < 0.90
sma_cross	0.000	-1.13	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.000	-1.21	22	6	0.00	deflated_sharpe 0.00 < 0.90

ALL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.75	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.003	-0.54	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.041	0.27	1	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
rsi2	0.090	0.62	39	6	0.20	deflated_sharpe 0.09 < 0.90
bollinger	0.270	1.20	8	6	0.20	deflated_sharpe 0.27 < 0.90; n_trades 8 < 12
ma_pullback	0.017	-0.06	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
ridge_momentum	0.048	0.33	31	6	0.60	deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.001	-0.73	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.034	0.20	19	6	0.00	deflated_sharpe 0.03 < 0.90

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	-0.74	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	0.009	-0.26	16	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.001	-0.93	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.000	-1.11	16	6	0.20	deflated_sharpe 0.00 < 0.90

GMED long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.092	0.57	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	-1.05	39	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.312	0.93	3	6	0.20	deflated_sharpe 0.31 < 0.90; n_trades 3 < 12
macd	0.011	-0.19	16	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50

BKNG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.170	0.89	4	6	0.20	deflated_sharpe 0.17 < 0.90; n_trades 4 < 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	0.005	-0.40	32	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.004	-0.49	6	6	0.20	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	0.124	0.74	26	6	0.60	deflated_sharpe 0.12 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.101	0.63	5	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
macd	0.065	0.44	16	6	0.20	deflated_sharpe 0.06 < 0.90

CB long 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	0.031	0.16	2	6	0.00	deflated_sharpe 0.03 < 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	0.137	0.85	2	6	0.20	deflated_sharpe 0.14 < 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	0.042	0.27	22	6	0.60	deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.051	0.35	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

RARE short 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	0.012	-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	0.778	1.12	5	6	0.20	deflated_sharpe 0.78 < 0.90; n_trades 5 < 12
ma_pullback	0.060	0.41	2	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ridge_momentum	0.456	1.12	23	6	0.20	deflated_sharpe 0.46 < 0.90
sma_cross	0.035	0.20	5	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd	0.030	0.15	16	6	0.20	deflated_sharpe 0.03 < 0.90

BHF short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.005	-0.39	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.194	0.88	10	6	0.20	deflated_sharpe 0.19 < 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	0.020	0.01	15	6	0.40	deflated_sharpe 0.02 < 0.90
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	-0.45	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	0.767	1.10	1	6	0.00	deflated_sharpe 0.77 < 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	0.053	0.38	16	6	0.80	deflated_sharpe 0.05 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.008	-0.29	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.000	-1.07	19	6	0.40	deflated_sharpe 0.00 < 0.90

LPX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.74	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	0.151	0.84	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	0.233	1.12	35	6	0.00	deflated_sharpe 0.23 < 0.90
sma_cross	0.017	-0.04	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.023	0.05	15	6	0.00	deflated_sharpe 0.02 < 0.90

CG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.037	0.22	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	0.010	-0.21	49	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.095	0.60	4	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 4 < 12
macd	0.009	-0.26	18	6	0.20	deflated_sharpe 0.01 < 0.90

COIN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.021	0.01	3	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.038	0.23	3	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
rsi2	0.011	-0.19	21	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.000	-0.95	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.009	-0.26	38	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.013	-0.12	5	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.057	0.40	11	6	0.00	deflated_sharpe 0.06 < 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	-0.46	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	0.047	0.30	37	6	0.80	deflated_sharpe 0.05 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.033	0.18	3	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd	0.235	1.01	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	0.051	0.35	5	6	0.20	deflated_sharpe 0.05 < 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	0.097	0.57	30	6	0.20	deflated_sharpe 0.10 < 0.90
bollinger	0.001	-0.71	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	0.018	-0.03	36	6	0.20	deflated_sharpe 0.02 < 0.90
sma_cross	0.174	0.91	2	6	0.00	deflated_sharpe 0.17 < 0.90; n_trades 2 < 12
macd	0.014	-0.11	17	6	0.20	deflated_sharpe 0.01 < 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	-0.64	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	-0.89	19	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	-0.87	17	6	0.20	deflated_sharpe 0.00 < 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	0.004	-0.51	27	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.219	1.13	6	6	0.20	deflated_sharpe 0.22 < 0.90; n_trades 6 < 12
ma_pullback	0.034	0.19	2	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
ridge_momentum	0.606	1.87	38	6	0.20	deflated_sharpe 0.61 < 0.90
sma_cross	0.009	-0.23	4	6	0.80	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12; param change-rate 0.80 > 0.50
macd	0.016	-0.06	18	6	0.00	deflated_sharpe 0.02 < 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	0.159	0.83	43	7	0.17	deflated_sharpe 0.16 < 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	0.048	0.30	48	7	0.67	deflated_sharpe 0.05 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.024	0.06	4	7	0.17	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.007	-0.30	22	7	0.33	deflated_sharpe 0.01 < 0.90

DJT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.007	-0.31	7	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
base_breakout	0.016	-0.07	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	35	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.002	-0.64	7	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
ma_pullback	0.287	1.12	5	6	0.00	deflated_sharpe 0.29 < 0.90; n_trades 5 < 12
ridge_momentum	0.087	0.58	49	6	0.80	deflated_sharpe 0.09 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.016	-0.08	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
macd	0.036	0.21	15	6	0.20	deflated_sharpe 0.04 < 0.90

OLN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.059	0.42	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	0.365	1.40	27	6	0.00	deflated_sharpe 0.36 < 0.90
bollinger	0.008	-0.27	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	0.030	0.15	57	6	0.20	deflated_sharpe 0.03 < 0.90
sma_cross	0.063	0.44	4	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
macd	0.007	-0.33	17	6	0.20	deflated_sharpe 0.01 < 0.90

CNH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.025	0.08	2	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
base_breakout	0.000	-0.96	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.000	-0.83	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.000	-1.02	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	0.006	-0.38	29	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.003	-0.56	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.020	-0.00	15	6	0.40	deflated_sharpe 0.02 < 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	0.047	0.31	4	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
ma_pullback	0.014	-0.11	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum	0.076	0.54	21	6	0.60	deflated_sharpe 0.08 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.210	0.99	2	6	0.00	deflated_sharpe 0.21 < 0.90; n_trades 2 < 12
macd	0.002	-0.69	17	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	0.061	0.42	6	6	0.40	deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.075	0.50	3	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
rsi2	0.076	0.54	16	6	0.20	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	0.012	-0.17	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum	0.015	-0.09	20	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.015	-0.10	3	6	1.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12; param change-rate 1.00 > 0.50
macd	0.007	-0.31	19	6	0.00	deflated_sharpe 0.01 < 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	0.458	1.59	31	6	0.00	deflated_sharpe 0.46 < 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	0.016	-0.07	22	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.003	-0.53	8	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd	0.017	-0.04	15	6	0.00	deflated_sharpe 0.02 < 0.90

LMT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.093	0.60	4	6	0.00	deflated_sharpe 0.09 < 0.90; n_trades 4 < 12
base_breakout	0.000	-1.37	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.262	1.06	3	6	0.40	deflated_sharpe 0.26 < 0.90; n_trades 3 < 12
rsi2	0.014	-0.12	24	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.003	-0.56	41	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.045	0.28	3	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
macd	0.000	-1.19	21	6	0.40	deflated_sharpe 0.00 < 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	0.037	0.22	8	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 8 < 12
sma_cross	0.012	-0.15	5	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.009	-0.26	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	0.048	0.32	4	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
base_breakout	0.151	0.79	1	6	0.00	deflated_sharpe 0.15 < 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	0.048	0.31	13	6	0.40	deflated_sharpe 0.05 < 0.90
sma_cross	0.002	-0.67	3	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
macd	0.161	0.83	12	6	0.00	deflated_sharpe 0.16 < 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	0.027	0.10	1	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
pead	0.014	-0.12	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.005	-0.43	29	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.624	1.51	6	6	0.20	deflated_sharpe 0.62 < 0.90; n_trades 6 < 12
ma_pullback	0.050	0.36	1	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
ridge_momentum	0.095	0.62	18	6	0.40	deflated_sharpe 0.09 < 0.90
sma_cross	0.001	-0.75	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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.03	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	-0.85	33	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.63	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.004	-0.52	12	6	0.20	deflated_sharpe 0.00 < 0.90

HD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.036	0.21	3	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
base_breakout	0.003	-0.49	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.003	-0.48	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.000	-1.02	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	0.048	0.32	11	6	0.40	deflated_sharpe 0.05 < 0.90; n_trades 11 < 12
sma_cross	0.007	-0.31	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.136	0.79	15	6	0.20	deflated_sharpe 0.14 < 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	-0.81	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	0.006	-0.37	22	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.20	4	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
macd	0.000	-1.57	22	6	0.20	deflated_sharpe 0.00 < 0.90

CARR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.034	0.20	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
base_breakout	0.001	-0.73	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	0.042	0.28	25	6	0.00	deflated_sharpe 0.04 < 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	0.008	-0.30	13	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.004	-0.48	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	-1.51	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	0.014	-0.12	18	6	0.20	deflated_sharpe 0.01 < 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	0.005	-0.42	40	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.002	-0.71	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.034	0.19	14	6	0.20	deflated_sharpe 0.03 < 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	0.028	0.11	1	6	0.20	deflated_sharpe 0.03 < 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	0.007	-0.32	6	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 6 < 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	-1.29	37	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.031	0.15	5	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd	0.193	0.90	13	6	0.00	deflated_sharpe 0.19 < 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	-2.08	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	-1.31	18	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.001	-0.82	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd	0.005	-0.43	21	6	0.00	deflated_sharpe 0.00 < 0.90

OGE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.54	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.267	0.85	5	6	0.00	deflated_sharpe 0.27 < 0.90; n_trades 5 < 12
bollinger	0.003	-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	0.008	-0.30	31	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.07	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.000	-1.48	24	6	0.40	deflated_sharpe 0.00 < 0.90

CNP short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.72	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	0.001	-0.96	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	-1.17	49	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.09	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd	0.001	-0.76	14	6	0.00	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	-0.96	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	0.012	-0.18	23	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.002	-0.69	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.001	-0.84	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.000	-1.13	21	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.005	-0.41	5	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd	0.060	0.40	12	6	0.00	deflated_sharpe 0.06 < 0.90

CORT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.57	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.058	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	0.081	0.52	4	6	0.20	deflated_sharpe 0.08 < 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	0.121	0.69	32	6	0.60	deflated_sharpe 0.12 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.11	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	0.059	0.41	5	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 5 < 12
base_breakout	0.000	-1.35	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	0.519	1.62	41	6	0.00	deflated_sharpe 0.52 < 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	0.166	0.96	12	6	0.60	deflated_sharpe 0.17 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.345	1.39	5	6	0.20	deflated_sharpe 0.34 < 0.90; n_trades 5 < 12
macd	0.162	0.93	15	6	0.20	deflated_sharpe 0.16 < 0.90

PFGC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-0.95	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	0.056	0.35	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	0.003	-0.48	13	7	0.67	deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.004	-0.45	3	7	0.33	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.001	-0.84	21	7	0.33	deflated_sharpe 0.00 < 0.90

CPT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.83	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	0.103	0.63	25	6	1.00	deflated_sharpe 0.10 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.009	-0.24	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.028	0.12	19	6	0.40	deflated_sharpe 0.03 < 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	-1.11	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	0.001	-0.95	32	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.000	-2.05	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.001	-0.85	15	6	0.20	deflated_sharpe 0.00 < 0.90

RH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.111	0.61	4	7	0.33	deflated_sharpe 0.11 < 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	0.858	2.13	11	7	0.33	deflated_sharpe 0.86 < 0.90; n_trades 11 < 12
ma_pullback	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.010	-0.21	43	7	0.33	deflated_sharpe 0.01 < 0.90
sma_cross	0.017	-0.04	7	7	0.33	deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
macd	0.034	0.18	16	7	0.33	deflated_sharpe 0.03 < 0.90

CLX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.006	-0.39	6	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
base_breakout	0.053	0.36	2	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 2 < 12
pead	0.003	-0.58	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.081	0.54	29	6	0.20	deflated_sharpe 0.08 < 0.90
bollinger	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ma_pullback	0.048	0.32	1	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
ridge_momentum	0.026	0.09	17	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.073	0.49	2	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
macd	0.325	1.28	12	6	0.00	deflated_sharpe 0.33 < 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	0.011	-0.18	64	7	0.50	deflated_sharpe 0.01 < 0.90
sma_cross	0.000	-0.92	6	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.032	0.16	18	7	0.00	deflated_sharpe 0.03 < 0.90

PRMB short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.052	0.31	4	7	0.17	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
base_breakout	0.032	0.15	1	7	0.00	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
pead	0.302	0.85	2	7	0.00	deflated_sharpe 0.30 < 0.90; n_trades 2 < 12
rsi2	0.026	0.09	25	7	0.17	deflated_sharpe 0.03 < 0.90
bollinger	0.122	0.64	3	7	0.00	deflated_sharpe 0.12 < 0.90; n_trades 3 < 12
ma_pullback	0.034	0.17	1	7	0.00	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
ridge_momentum	0.002	-0.64	48	7	0.67	deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.189	0.77	1	7	0.17	deflated_sharpe 0.19 < 0.90; n_trades 1 < 12
macd	0.006	-0.34	21	7	0.33	deflated_sharpe 0.01 < 0.90

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