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

① Find tickers — FA slates

Long slate — top FA
#tickersectorFA
1AU Materials0.91
2NEM Materials0.86
3SNDK Information Technology0.86
4EXE Energy0.85
5EQT Energy0.85
6SSB Financials0.82
7RRC Energy0.81
8MU Information Technology0.81
9NBIX Health Care0.80
10ALB Materials0.79
11NVDA Information Technology0.79
12FIS Financials0.79
13AR Energy0.78
14CF Materials0.77
15NU Financials0.77
16PTC Information Technology0.77
17FSLR Information Technology0.77
18EVR Financials0.76
19RGLD Materials0.76
20WDC Information Technology0.75
21AFL Financials0.74
22FICO Information Technology0.74
23INCY Health Care0.72
24RDDT Communication Services0.71
25MLI Industrials0.71
26MRP Consumer Discretionary0.70
27ADSK Information Technology0.70
28EOG Energy0.70
29FNF Financials0.70
30HRB Consumer Discretionary0.68
31COLB Financials0.67
32AMP Financials0.67
33SF Financials0.67
34ROP Industrials0.67
35EG Financials0.66
36EWBC Financials0.66
37ALL Financials0.66
38BKNG Consumer Discretionary0.66
39TW Financials0.65
40WDAY Information Technology0.65
Short slate — bottom FA
#tickersectorFA
1RARE Health Care0.13
2BHF Financials0.18
3UAA Consumer Discretionary0.19
4WLK Materials0.19
5MKL Financials0.20
6UHAL-B Industrials0.21
7LPX Materials0.21
8COIN Financials0.21
9CG Financials0.21
10MOH Health Care0.21
11UA Consumer Discretionary0.22
12UHAL Industrials0.23
13TPG Financials0.23
14DOW Materials0.24
15WHR Consumer Discretionary0.24
16MTN Consumer Discretionary0.25
17VIK Consumer Discretionary0.26
18DE Industrials0.26
19FND Consumer Discretionary0.27
20DJT Communication Services0.27
21OLN Materials0.27
22ENPH Information Technology0.28
23CNH Industrials0.28
24SOLV Health Care0.29
25PPC Consumer Staples0.30
26LMT Industrials0.30
27CPNG Consumer Discretionary0.30
28MGM Consumer Discretionary0.30
29IDA Utilities0.30
30MDU Utilities0.31
31PENN Consumer Discretionary0.32
32XYZ Financials0.32
33CARR Industrials0.32
34OGE Utilities0.33
35HD Consumer Discretionary0.33
36LYV Communication Services0.33
37KMX Consumer Discretionary0.34
38PSX Energy0.34
39CNP Utilities0.34
40EL Consumer Staples0.35

② Find strategy — walk-forward tournament

0 survivors — the bar held. Every strategy/ticker pair failed the out-of-sample survival criteria (deflated-Sharpe probability ≥ 0.90 corrected for the whole menu tried, ≥ 12 trades, stable parameters). No trades is the designed outcome most nights, not a failure. The verdicts below are the evidence of work.
78 ticker(s) with no survivor — show verdicts
AU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.145 0.83 6 6 0.60 deflated_sharpe 0.14 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
base_breakout 0.183 0.97 4 6 0.20 deflated_sharpe 0.18 < 0.90; n_trades 4 < 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 27 6 0.00 deflated_sharpe 0.04 < 0.90
bollinger 0.287 1.13 3 6 0.00 deflated_sharpe 0.29 < 0.90; n_trades 3 < 12
ma_pullback 0.044 0.29 3 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
ridge_momentum 0.470 1.63 31 6 0.60 deflated_sharpe 0.47 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.396 1.50 2 6 0.20 deflated_sharpe 0.40 < 0.90; n_trades 2 < 12
macd 0.152 0.86 20 6 0.00 deflated_sharpe 0.15 < 0.90
NEM long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.072 0.51 5 6 0.20 deflated_sharpe 0.07 < 0.90; n_trades 5 < 12
base_breakout 0.119 0.78 3 6 0.40 deflated_sharpe 0.12 < 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 0.075 0.52 28 6 0.20 deflated_sharpe 0.07 < 0.90
bollinger 0.001 -0.89 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 0.009 -0.25 35 6 0.80 deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.134 0.80 4 6 0.40 deflated_sharpe 0.13 < 0.90; n_trades 4 < 12
macd 0.012 -0.15 20 6 0.20 deflated_sharpe 0.01 < 0.90
EXE long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.014 -0.11 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 0.005 -0.41 31 6 0.60 deflated_sharpe 0.01 < 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 0.016 -0.06 8 6 0.60 deflated_sharpe 0.02 < 0.90; n_trades 8 < 12; param change-rate 0.60 > 0.50
sma_cross 0.179 0.94 4 6 0.00 deflated_sharpe 0.18 < 0.90; n_trades 4 < 12
macd 0.043 0.28 16 6 0.40 deflated_sharpe 0.04 < 0.90
EQT long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.086 0.57 4 6 0.40 deflated_sharpe 0.09 < 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 0.002 -0.55 2 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.247 1.15 25 6 0.00 deflated_sharpe 0.25 < 0.90
sma_cross 0.173 0.94 4 6 0.00 deflated_sharpe 0.17 < 0.90; n_trades 4 < 12
macd 0.060 0.42 19 6 0.00 deflated_sharpe 0.06 < 0.90
SSB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.58 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.003 -0.52 3 6 0.00 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 0.011 -0.18 29 6 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.009 -0.26 6 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
ma_pullback 0.005 -0.42 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.048 0.33 17 6 0.80 deflated_sharpe 0.05 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.034 0.18 5 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd 0.039 0.25 13 6 0.00 deflated_sharpe 0.04 < 0.90
RRC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.007 -0.32 8 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
base_breakout 0.041 0.26 2 6 0.20 deflated_sharpe 0.04 < 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 0.249 1.15 22 6 0.00 deflated_sharpe 0.25 < 0.90
sma_cross 0.089 0.59 4 6 0.00 deflated_sharpe 0.09 < 0.90; n_trades 4 < 12
macd 0.166 0.91 22 6 0.20 deflated_sharpe 0.17 < 0.90
MU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.644 1.94 2 6 0.00 deflated_sharpe 0.64 < 0.90; n_trades 2 < 12
base_breakout 0.309 1.25 3 6 0.40 deflated_sharpe 0.31 < 0.90; n_trades 3 < 12
pead 0.329 0.85 1 6 0.00 deflated_sharpe 0.33 < 0.90; n_trades 1 < 12
rsi2 0.086 0.57 24 6 0.00 deflated_sharpe 0.09 < 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 0.00 deflated_sharpe 0.75 < 0.90; n_trades 3 < 12
ridge_momentum 0.014 -0.11 17 6 0.80 deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.352 1.39 6 6 0.20 deflated_sharpe 0.35 < 0.90; n_trades 6 < 12
macd 0.083 0.56 20 6 0.00 deflated_sharpe 0.08 < 0.90
NBIX long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.019 -0.02 6 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout 0.000 -0.79 4 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.014 -0.11 23 6 0.20 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 0.053 0.38 43 6 0.60 deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.024 0.07 2 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
macd 0.020 0.01 17 6 0.00 deflated_sharpe 0.02 < 0.90
ALB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.104 0.66 5 6 0.20 deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
base_breakout 0.011 -0.20 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 0.073 0.48 4 6 0.40 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 0.091 0.59 27 6 0.60 deflated_sharpe 0.09 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.461 1.62 1 6 0.20 deflated_sharpe 0.46 < 0.90; n_trades 1 < 12
macd 0.053 0.37 18 6 0.60 deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
NVDA long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.086 0.53 8 7 0.00 deflated_sharpe 0.09 < 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 0.184 0.87 41 7 0.50 deflated_sharpe 0.18 < 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 0.051 0.32 63 7 0.50 deflated_sharpe 0.05 < 0.90
sma_cross 0.134 0.72 6 7 0.00 deflated_sharpe 0.13 < 0.90; n_trades 6 < 12
macd 0.004 -0.42 20 7 0.00 deflated_sharpe 0.00 < 0.90
FIS long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.006 -0.34 4 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout 0.002 -0.53 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 0.004 -0.47 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 -1.55 13 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.028 0.12 3 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd 0.001 -0.85 18 6 0.00 deflated_sharpe 0.00 < 0.90
AR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.013 -0.13 6 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
base_breakout 0.131 0.79 2 6 0.00 deflated_sharpe 0.13 < 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 0.344 1.38 28 6 0.00 deflated_sharpe 0.34 < 0.90
sma_cross 0.015 -0.08 6 6 0.60 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
macd 0.194 0.99 19 6 0.20 deflated_sharpe 0.19 < 0.90
CF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.247 1.08 6 6 0.20 deflated_sharpe 0.25 < 0.90; n_trades 6 < 12
base_breakout 0.225 0.97 2 6 0.20 deflated_sharpe 0.22 < 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 0.053 0.36 4 6 0.20 deflated_sharpe 0.05 < 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 0.194 1.02 21 6 0.80 deflated_sharpe 0.19 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.220 1.02 6 6 0.40 deflated_sharpe 0.22 < 0.90; n_trades 6 < 12
macd 0.180 0.91 16 6 0.00 deflated_sharpe 0.18 < 0.90
NU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.32 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 24 6 0.20 deflated_sharpe 0.00 < 0.90
bollinger 0.014 -0.11 1 6 0.00 deflated_sharpe 0.01 < 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 0.002 -0.61 26 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.008 -0.28 3 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.069 0.47 12 6 0.00 deflated_sharpe 0.07 < 0.90
PTC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.187 0.84 2 6 0.00 deflated_sharpe 0.19 < 0.90; n_trades 2 < 12
base_breakout 0.057 0.39 1 6 0.00 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 0.002 -0.67 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 0.003 -0.54 25 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.075 0.48 3 6 0.20 deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
macd 0.017 -0.05 17 6 0.40 deflated_sharpe 0.02 < 0.90
FSLR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.061 0.41 22 6 0.00 deflated_sharpe 0.06 < 0.90
bollinger 0.013 -0.14 6 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
ma_pullback 0.001 -0.84 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.002 -0.69 25 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.067 0.45 3 6 0.40 deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
macd 0.000 -1.52 23 6 0.00 deflated_sharpe 0.00 < 0.90
EVR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.291 1.13 4 6 0.60 deflated_sharpe 0.29 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
base_breakout 0.036 0.21 3 6 0.00 deflated_sharpe 0.04 < 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 0.063 0.42 21 6 0.20 deflated_sharpe 0.06 < 0.90
sma_cross 0.325 1.24 3 6 0.00 deflated_sharpe 0.32 < 0.90; n_trades 3 < 12
macd 0.006 -0.35 21 6 0.00 deflated_sharpe 0.01 < 0.90
RGLD long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.064 0.45 5 6 0.20 deflated_sharpe 0.06 < 0.90; n_trades 5 < 12
base_breakout 0.013 -0.14 1 6 0.00 deflated_sharpe 0.01 < 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 0.006 -0.38 5 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
ma_pullback 0.003 -0.53 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum 0.030 0.15 15 6 0.60 deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.106 0.67 4 6 0.20 deflated_sharpe 0.11 < 0.90; n_trades 4 < 12
macd 0.218 1.10 17 6 0.20 deflated_sharpe 0.22 < 0.90
WDC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.860 2.46 0 6 0.00 deflated_sharpe 0.86 < 0.90; n_trades 0 < 12
base_breakout 0.299 1.20 2 6 0.00 deflated_sharpe 0.30 < 0.90; n_trades 2 < 12
pead 0.032 0.17 4 6 0.40 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
rsi2 0.073 0.49 24 6 0.40 deflated_sharpe 0.07 < 0.90
bollinger 0.024 0.06 3 6 0.20 deflated_sharpe 0.02 < 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 0.241 1.11 28 6 0.60 deflated_sharpe 0.24 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.622 1.88 4 6 0.00 deflated_sharpe 0.62 < 0.90; n_trades 4 < 12
macd 0.174 0.90 19 6 0.60 deflated_sharpe 0.17 < 0.90; param change-rate 0.60 > 0.50
AFL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.42 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.003 -0.60 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 0.009 -0.25 32 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 0.021 0.02 32 6 0.60 deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.004 -0.46 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.000 -1.00 18 6 0.20 deflated_sharpe 0.00 < 0.90
FICO long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.020 -0.00 4 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout 0.131 0.75 1 6 0.00 deflated_sharpe 0.13 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 -1.16 17 6 0.20 deflated_sharpe 0.00 < 0.90
bollinger 0.004 -0.49 7 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.000 -1.03 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 -1.22 18 6 0.20 deflated_sharpe 0.00 < 0.90
INCY long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.012 -0.16 6 6 0.60 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
base_breakout 0.001 -0.74 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.763 1.58 2 6 0.00 deflated_sharpe 0.76 < 0.90; n_trades 2 < 12
rsi2 0.029 0.13 35 6 0.40 deflated_sharpe 0.03 < 0.90
bollinger 0.176 0.92 7 6 0.00 deflated_sharpe 0.18 < 0.90; n_trades 7 < 12
ma_pullback 0.000 -1.59 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.038 0.23 26 6 0.00 deflated_sharpe 0.04 < 0.90
sma_cross 0.209 1.01 3 6 0.20 deflated_sharpe 0.21 < 0.90; n_trades 3 < 12
macd 0.142 0.80 11 6 0.20 deflated_sharpe 0.14 < 0.90; n_trades 11 < 12
RDDT long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.008 -0.48 2 2 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
base_breakout 0.000 -1.73 1 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.017 -0.07 11 2 0.00 deflated_sharpe 0.02 < 0.90; n_trades 11 < 12
bollinger 0.041 0.45 1 2 0.00 deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
ma_pullback 0.000 0.00 0 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.002 -1.17 7 2 1.00 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 1.00 > 0.50
sma_cross 0.001 -1.27 2 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd 0.006 -0.67 4 2 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
MLI long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.539 1.66 2 6 0.00 deflated_sharpe 0.54 < 0.90; n_trades 2 < 12
base_breakout 0.304 1.21 2 6 0.00 deflated_sharpe 0.30 < 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 0.718 1.74 45 6 0.00 deflated_sharpe 0.72 < 0.90
bollinger 0.060 0.39 3 6 0.60 deflated_sharpe 0.06 < 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 0.220 1.04 27 6 0.60 deflated_sharpe 0.22 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.202 0.98 3 6 0.00 deflated_sharpe 0.20 < 0.90; n_trades 3 < 12
macd 0.014 -0.10 21 6 0.00 deflated_sharpe 0.01 < 0.90
ADSK long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.035 0.21 2 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
base_breakout 0.067 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 0.054 0.36 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 0.023 0.05 20 6 0.40 deflated_sharpe 0.02 < 0.90
sma_cross 0.004 -0.47 5 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.000 -1.04 19 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
EOG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.032 0.17 7 6 0.20 deflated_sharpe 0.03 < 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 0.067 0.46 3 6 0.20 deflated_sharpe 0.07 < 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 0.150 0.84 13 6 0.20 deflated_sharpe 0.15 < 0.90
sma_cross 0.025 0.08 6 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd 0.200 1.01 17 6 0.00 deflated_sharpe 0.20 < 0.90
FNF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -0.97 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.000 -1.30 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.070 0.44 1 6 0.20 deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
rsi2 0.009 -0.25 26 6 0.40 deflated_sharpe 0.01 < 0.90
bollinger 0.087 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 0.023 0.06 43 6 0.60 deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -1.08 7 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd 0.001 -0.81 20 6 0.20 deflated_sharpe 0.00 < 0.90
HRB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.27 5 6 1.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 1.00 > 0.50
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 -0.93 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 -0.68 39 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.001 -0.92 4 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.006 -0.36 14 6 0.00 deflated_sharpe 0.01 < 0.90
COLB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.017 -0.05 6 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout 0.108 0.60 2 6 0.20 deflated_sharpe 0.11 < 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 0.639 1.61 33 6 0.20 deflated_sharpe 0.64 < 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 0.107 0.69 25 6 0.40 deflated_sharpe 0.11 < 0.90
sma_cross 0.044 0.29 3 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
macd 0.003 -0.57 15 6 0.00 deflated_sharpe 0.00 < 0.90
AMP long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.073 0.48 6 6 0.00 deflated_sharpe 0.07 < 0.90; n_trades 6 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 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 0.037 0.22 7 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 7 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.004 -0.51 9 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 9 < 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 0.001 -0.73 15 6 0.00 deflated_sharpe 0.00 < 0.90
SF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.193 0.85 6 6 0.20 deflated_sharpe 0.19 < 0.90; n_trades 6 < 12
base_breakout 0.072 0.49 3 6 0.20 deflated_sharpe 0.07 < 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 0.070 0.45 33 6 0.20 deflated_sharpe 0.07 < 0.90
bollinger 0.047 0.31 4 6 0.20 deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
ma_pullback 0.000 -1.01 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.090 0.59 16 6 0.60 deflated_sharpe 0.09 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.074 0.48 4 6 0.20 deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
macd 0.071 0.49 19 6 0.20 deflated_sharpe 0.07 < 0.90
ROP long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.30 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout 0.000 -1.11 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.011 -0.18 1 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.000 -1.22 18 6 0.20 deflated_sharpe 0.00 < 0.90
bollinger 0.001 -0.78 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 0.041 0.26 20 6 0.40 deflated_sharpe 0.04 < 0.90
sma_cross 0.001 -0.84 4 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.000 -0.98 16 6 0.20 deflated_sharpe 0.00 < 0.90
EG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.43 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout 0.000 -1.51 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 -1.03 6 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
bollinger 0.578 1.66 6 6 0.00 deflated_sharpe 0.58 < 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 0.301 1.25 15 6 0.40 deflated_sharpe 0.30 < 0.90
sma_cross 0.000 -1.08 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.000 -1.15 21 6 0.00 deflated_sharpe 0.00 < 0.90
EWBC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.005 -0.42 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 -1.14 4 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum 0.183 1.00 22 6 0.80 deflated_sharpe 0.18 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.096 0.61 3 6 0.40 deflated_sharpe 0.10 < 0.90; n_trades 3 < 12
macd 0.196 1.02 12 6 0.00 deflated_sharpe 0.20 < 0.90
ALL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.69 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 0.098 0.66 40 6 0.20 deflated_sharpe 0.10 < 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 0.104 0.67 30 6 0.40 deflated_sharpe 0.10 < 0.90
sma_cross 0.002 -0.65 5 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.020 0.00 21 6 0.00 deflated_sharpe 0.02 < 0.90
BKNG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.210 1.01 3 6 0.00 deflated_sharpe 0.21 < 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 0.005 -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 0.097 0.62 24 6 0.20 deflated_sharpe 0.10 < 0.90
sma_cross 0.074 0.49 5 6 0.00 deflated_sharpe 0.07 < 0.90; n_trades 5 < 12
macd 0.052 0.35 17 6 0.40 deflated_sharpe 0.05 < 0.90
TW long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.019 -0.01 3 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
base_breakout 0.091 0.58 1 6 0.00 deflated_sharpe 0.09 < 0.90; n_trades 1 < 12
pead 0.058 0.40 2 6 0.20 deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
rsi2 0.126 0.76 26 6 0.00 deflated_sharpe 0.13 < 0.90
bollinger 0.004 -0.49 4 6 0.40 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 0.091 0.59 18 6 0.60 deflated_sharpe 0.09 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.027 0.11 3 6 0.60 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
macd 0.012 -0.15 16 6 0.00 deflated_sharpe 0.01 < 0.90
WDAY long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.002 -0.62 6 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.000 -1.04 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.022 0.04 13 6 0.20 deflated_sharpe 0.02 < 0.90
bollinger 0.011 -0.18 4 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback 0.449 0.80 1 6 0.00 deflated_sharpe 0.45 < 0.90; n_trades 1 < 12
ridge_momentum 0.000 -1.23 24 6 1.00 deflated_sharpe 0.00 < 0.90; param change-rate 1.00 > 0.50
sma_cross 0.000 -1.07 7 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd 0.000 -1.24 18 6 0.40 deflated_sharpe 0.00 < 0.90
RARE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.025 0.09 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 0.123 0.65 35 6 0.20 deflated_sharpe 0.12 < 0.90
bollinger 0.204 0.71 3 6 0.40 deflated_sharpe 0.20 < 0.90; n_trades 3 < 12
ma_pullback 0.060 0.41 2 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ridge_momentum 0.436 1.10 21 6 0.60 deflated_sharpe 0.44 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.029 0.13 5 6 0.60 deflated_sharpe 0.03 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd 0.029 0.13 16 6 0.20 deflated_sharpe 0.03 < 0.90
BHF short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.73 6 6 0.80 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.80 > 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 0.133 0.70 9 6 0.20 deflated_sharpe 0.13 < 0.90; n_trades 9 < 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 -0.00 15 6 0.40 deflated_sharpe 0.02 < 0.90
sma_cross 0.000 -1.35 6 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
macd 0.000 -0.99 17 6 0.40 deflated_sharpe 0.00 < 0.90
UAA short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.051 0.34 4 6 0.40 deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
base_breakout 0.004 -0.44 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.019 -0.01 2 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
rsi2 0.010 -0.21 23 6 0.20 deflated_sharpe 0.01 < 0.90
bollinger 0.003 -0.53 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 0.017 -0.06 26 6 0.80 deflated_sharpe 0.02 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.022 0.04 2 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
macd 0.001 -0.78 17 6 0.00 deflated_sharpe 0.00 < 0.90
WLK short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.060 0.41 3 6 0.40 deflated_sharpe 0.06 < 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 0.002 -0.54 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2 0.213 1.02 33 6 0.40 deflated_sharpe 0.21 < 0.90
bollinger 0.109 0.68 9 6 0.20 deflated_sharpe 0.11 < 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 0.001 -0.74 13 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.106 0.67 3 6 0.00 deflated_sharpe 0.11 < 0.90; n_trades 3 < 12
macd 0.000 -1.13 22 6 0.40 deflated_sharpe 0.00 < 0.90
MKL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.005 -0.42 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 0.772 1.25 2 6 0.00 deflated_sharpe 0.77 < 0.90; n_trades 2 < 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 0.033 0.19 14 6 0.80 deflated_sharpe 0.03 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.008 -0.28 4 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.000 -1.01 20 6 0.00 deflated_sharpe 0.00 < 0.90
UHAL-B short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.016 -0.07 3 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
base_breakout 0.032 0.17 4 6 0.20 deflated_sharpe 0.03 < 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 0.191 0.94 33 6 0.20 deflated_sharpe 0.19 < 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 -1.51 8 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
ridge_momentum 0.515 1.35 34 6 0.60 deflated_sharpe 0.52 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.107 0.67 5 6 0.00 deflated_sharpe 0.11 < 0.90; n_trades 5 < 12
macd 0.028 0.12 18 6 0.00 deflated_sharpe 0.03 < 0.90
LPX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.52 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 0.182 0.94 30 6 0.00 deflated_sharpe 0.18 < 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 0.113 0.71 33 6 0.60 deflated_sharpe 0.11 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.026 0.10 3 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd 0.023 0.05 16 6 0.00 deflated_sharpe 0.02 < 0.90
COIN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.020 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 0.009 -0.23 20 6 0.20 deflated_sharpe 0.01 < 0.90
bollinger 0.000 -0.95 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.011 -0.18 38 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.012 -0.15 4 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.076 0.53 11 6 0.00 deflated_sharpe 0.08 < 0.90; n_trades 11 < 12
CG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.040 0.25 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 -0.52 46 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.086 0.56 3 6 0.00 deflated_sharpe 0.09 < 0.90; n_trades 3 < 12
macd 0.009 -0.26 18 6 0.20 deflated_sharpe 0.01 < 0.90
MOH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.007 -0.33 8 6 0.60 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12; param change-rate 0.60 > 0.50
base_breakout 0.006 -0.35 1 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead 0.000 -0.90 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2 0.087 0.52 37 6 0.40 deflated_sharpe 0.09 < 0.90
bollinger 0.041 0.26 7 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 7 < 12
ma_pullback 0.281 0.98 4 6 0.00 deflated_sharpe 0.28 < 0.90; n_trades 4 < 12
ridge_momentum 0.045 0.28 37 6 0.80 deflated_sharpe 0.04 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.042 0.26 3 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
macd 0.268 1.08 16 6 0.20 deflated_sharpe 0.27 < 0.90
UA short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.047 0.31 4 6 0.40 deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
base_breakout 0.016 -0.08 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 0.052 0.35 24 6 0.20 deflated_sharpe 0.05 < 0.90
bollinger 0.064 0.42 2 6 0.20 deflated_sharpe 0.06 < 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 0.011 -0.19 23 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.016 -0.07 2 6 0.40 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
macd 0.001 -0.78 20 6 0.20 deflated_sharpe 0.00 < 0.90
UHAL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.016 -0.08 3 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
base_breakout 0.024 0.07 2 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
pead 0.005 -0.40 1 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.010 -0.22 24 6 0.20 deflated_sharpe 0.01 < 0.90
bollinger 0.337 1.01 5 6 0.00 deflated_sharpe 0.34 < 0.90; n_trades 5 < 12
ma_pullback 0.001 -0.74 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum 0.126 0.65 22 6 0.60 deflated_sharpe 0.13 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.056 0.39 3 6 0.40 deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
macd 0.136 0.75 15 6 0.60 deflated_sharpe 0.14 < 0.90; param change-rate 0.60 > 0.50
TPG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.109 0.68 2 6 0.00 deflated_sharpe 0.11 < 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 0.111 0.67 15 6 0.20 deflated_sharpe 0.11 < 0.90
bollinger 0.076 0.49 3 6 0.00 deflated_sharpe 0.08 < 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 0.004 -0.48 31 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.101 0.64 2 6 0.20 deflated_sharpe 0.10 < 0.90; n_trades 2 < 12
macd 0.005 -0.39 18 6 0.00 deflated_sharpe 0.01 < 0.90
DOW short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.125 0.67 30 6 0.20 deflated_sharpe 0.12 < 0.90
bollinger 0.001 -0.90 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 0.025 0.09 43 6 0.60 deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.191 0.97 2 6 0.00 deflated_sharpe 0.19 < 0.90; n_trades 2 < 12
macd 0.014 -0.11 17 6 0.20 deflated_sharpe 0.01 < 0.90
WHR short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.290 1.24 2 6 0.00 deflated_sharpe 0.29 < 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 0.002 -0.57 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2 0.000 -1.11 23 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.025 0.08 7 6 0.20 deflated_sharpe 0.02 < 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 -0.73 16 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.006 -0.35 4 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.083 0.55 13 6 0.40 deflated_sharpe 0.08 < 0.90
MTN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.39 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 0.003 -0.54 28 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 0.729 2.15 38 6 0.40 deflated_sharpe 0.73 < 0.90
sma_cross 0.009 -0.24 3 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.023 0.06 18 6 0.00 deflated_sharpe 0.02 < 0.90
VIK short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -2.63 1 2 1.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12; param change-rate 1.00 > 0.50
base_breakout 0.000 0.00 0 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 0.00 0 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger 0.012 -0.25 1 2 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ma_pullback 0.000 0.00 0 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.005 -0.75 7 2 1.00 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 1.00 > 0.50
sma_cross 0.000 -2.43 2 2 1.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12; param change-rate 1.00 > 0.50
macd 0.000 -1.95 5 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
DE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.014 -0.11 1 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.001 -0.77 9 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
bollinger 0.002 -0.59 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 0.002 -0.62 23 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 -0.73 17 6 0.20 deflated_sharpe 0.00 < 0.90
FND short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.056 0.36 8 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 8 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.145 0.78 43 7 0.17 deflated_sharpe 0.15 < 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 0.057 0.37 43 7 0.50 deflated_sharpe 0.06 < 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
DJT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.009 -0.25 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 35 6 0.40 deflated_sharpe 0.00 < 0.90
bollinger 0.007 -0.32 6 6 0.20 deflated_sharpe 0.01 < 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 0.066 0.46 47 6 0.60 deflated_sharpe 0.07 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.018 -0.02 1 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
macd 0.072 0.50 15 6 0.40 deflated_sharpe 0.07 < 0.90
OLN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.069 0.48 3 6 0.20 deflated_sharpe 0.07 < 0.90; n_trades 3 < 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 0.473 1.59 27 6 0.00 deflated_sharpe 0.47 < 0.90
bollinger 0.005 -0.39 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 0.034 0.19 57 6 0.60 deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.051 0.35 5 6 0.60 deflated_sharpe 0.05 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd 0.007 -0.33 17 6 0.20 deflated_sharpe 0.01 < 0.90
ENPH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.042 0.26 3 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
base_breakout 0.008 -0.28 1 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead 0.083 0.58 3 6 0.00 deflated_sharpe 0.08 < 0.90; n_trades 3 < 12
rsi2 0.824 1.95 40 6 0.20 deflated_sharpe 0.82 < 0.90
bollinger 0.687 1.67 5 6 0.00 deflated_sharpe 0.69 < 0.90; n_trades 5 < 12
ma_pullback 0.014 -0.11 4 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum 0.128 0.82 26 6 0.60 deflated_sharpe 0.13 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.248 1.09 2 6 0.00 deflated_sharpe 0.25 < 0.90; n_trades 2 < 12
macd 0.004 -0.44 15 6 0.00 deflated_sharpe 0.00 < 0.90
CNH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.025 0.08 2 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
base_breakout 0.000 -0.96 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.000 -0.83 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.003 -0.54 14 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.011 -0.20 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 0.010 -0.21 33 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -1.10 4 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
macd 0.015 -0.08 16 6 0.40 deflated_sharpe 0.02 < 0.90
SOLV short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.93 5 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.003 -0.78 1 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.003 -0.95 6 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
bollinger 0.000 0.00 0 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ma_pullback 0.000 0.00 0 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.005 -0.80 3 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
sma_cross 0.038 0.41 1 2 0.00 deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
macd 0.009 -0.41 6 2 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
PPC short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.023 0.05 4 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout 0.031 0.16 1 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
pead 0.010 -0.22 1 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.001 -0.93 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 0.034 0.18 18 6 0.40 deflated_sharpe 0.03 < 0.90
sma_cross 0.001 -0.76 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.138 0.75 13 6 0.00 deflated_sharpe 0.14 < 0.90
LMT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.149 0.82 4 6 0.00 deflated_sharpe 0.15 < 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 -0.48 45 6 0.20 deflated_sharpe 0.00 < 0.90
sma_cross 0.054 0.35 3 6 0.20 deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
macd 0.001 -0.96 20 6 0.40 deflated_sharpe 0.00 < 0.90
CPNG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.059 0.40 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 0.111 0.61 1 6 0.00 deflated_sharpe 0.11 < 0.90; n_trades 1 < 12
ridge_momentum 0.014 -0.11 20 6 0.40 deflated_sharpe 0.01 < 0.90
sma_cross 0.019 -0.01 3 6 0.60 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
macd 0.009 -0.24 19 6 0.00 deflated_sharpe 0.01 < 0.90
MGM short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.017 -0.05 6 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout 0.027 0.10 1 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
pead 0.014 -0.12 1 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.004 -0.48 28 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 0.154 0.85 20 6 0.40 deflated_sharpe 0.15 < 0.90
sma_cross 0.001 -0.70 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.018 -0.03 20 6 0.00 deflated_sharpe 0.02 < 0.90
IDA short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.90 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 -1.00 34 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.000 -1.43 6 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.002 -0.72 12 6 0.40 deflated_sharpe 0.00 < 0.90
MDU short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.024 0.07 1 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.037 0.22 2 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
rsi2 0.016 -0.08 9 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 9 < 12
bollinger 0.002 -0.76 5 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.005 -0.41 27 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.001 -0.90 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.000 -1.59 21 6 0.40 deflated_sharpe 0.00 < 0.90
PENN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.011 -0.18 3 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.053 0.36 1 6 0.20 deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
rsi2 0.539 1.75 32 6 0.00 deflated_sharpe 0.54 < 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 0.005 -0.42 22 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.003 -0.51 7 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd 0.022 0.04 15 6 0.00 deflated_sharpe 0.02 < 0.90
XYZ short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.85 6 6 0.40 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 0.066 0.47 3 6 0.20 deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
rsi2 0.000 -1.29 22 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.009 -0.24 6 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.021 0.02 22 6 0.40 deflated_sharpe 0.02 < 0.90
sma_cross 0.013 -0.13 4 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.007 -0.33 16 6 0.20 deflated_sharpe 0.01 < 0.90
CARR short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.034 0.20 3 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
base_breakout 0.001 -0.76 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 0.081 0.56 26 6 0.00 deflated_sharpe 0.08 < 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 0.007 -0.34 10 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 10 < 12
sma_cross 0.004 -0.48 3 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.101 0.64 16 6 0.20 deflated_sharpe 0.10 < 0.90
OGE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 30 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -1.07 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.000 -1.59 22 6 0.40 deflated_sharpe 0.00 < 0.90
HD short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.049 0.33 3 6 0.00 deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
base_breakout 0.000 -0.90 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.003 -0.48 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.000 -0.90 17 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 0.043 0.28 14 6 0.20 deflated_sharpe 0.04 < 0.90
sma_cross 0.011 -0.20 5 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.144 0.82 16 6 0.40 deflated_sharpe 0.14 < 0.90
LYV short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.006 -0.36 2 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.256 1.05 1 6 0.20 deflated_sharpe 0.26 < 0.90; n_trades 1 < 12
rsi2 0.081 0.53 6 6 0.20 deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
bollinger 0.000 -1.94 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 -1.07 20 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 0.007 -0.31 21 6 0.00 deflated_sharpe 0.01 < 0.90
KMX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.040 0.24 8 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 8 < 12
base_breakout 0.028 0.12 1 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
pead 0.004 -0.50 3 6 0.20 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 0.002 -0.69 32 6 0.40 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 0.153 0.79 13 6 0.00 deflated_sharpe 0.15 < 0.90
PSX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.53 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 0.013 -0.13 17 6 0.20 deflated_sharpe 0.01 < 0.90
bollinger 0.015 -0.09 7 6 0.20 deflated_sharpe 0.01 < 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 -0.57 38 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.001 -0.73 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.029 0.13 14 6 0.20 deflated_sharpe 0.03 < 0.90
CNP short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -2.00 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 -1.34 51 6 0.20 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 -0.88 14 6 0.00 deflated_sharpe 0.00 < 0.90
EL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.004 -0.49 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 0.025 0.07 23 6 0.00 deflated_sharpe 0.02 < 0.90
bollinger 0.000 -1.32 1 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ma_pullback 0.000 -1.12 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.000 -1.21 16 6 0.20 deflated_sharpe 0.00 < 0.90
sma_cross 0.019 -0.01 5 6 0.60 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd 0.065 0.43 15 6 0.40 deflated_sharpe 0.06 < 0.90

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