Trading Models — Tournament 2026-07-07

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

① Find tickers

1003 universe → 40 L / 40 S past FA gate

78 tested · 0 passed nightly FDR · 0 watchlist

② Find strategy

80 candidates → 0 survivors

③ Create trade

0 tickets

① Find tickers — FA slates

Long slate — top FA

#	ticker	sector	FA
1	AU	Materials	0.91
2	SNDK	Information Technology	0.86
3	NEM	Materials	0.85
4	EXE	Energy	0.84
5	EQT	Energy	0.84
6	MU	Information Technology	0.81
7	SSB	Financials	0.81
8	NBIX	Health Care	0.81
9	RRC	Energy	0.80
10	ALB	Materials	0.79
11	FIS	Financials	0.78
12	NVDA	Information Technology	0.78
13	NU	Financials	0.78
14	AR	Energy	0.78
15	PTC	Information Technology	0.77
16	CF	Materials	0.77
17	FSLR	Information Technology	0.76
18	EVR	Financials	0.76
19	RGLD	Materials	0.76
20	AFL	Financials	0.74
21	FICO	Information Technology	0.73
22	INCY	Health Care	0.72
23	BLK	Financials	0.71
24	MLI	Industrials	0.71
25	RDDT	Communication Services	0.70
26	ADSK	Information Technology	0.70
27	MRP	Consumer Discretionary	0.70
28	FNF	Financials	0.70
29	EOG	Energy	0.68
30	HRB	Consumer Discretionary	0.68
31	COLB	Financials	0.68
32	EWBC	Financials	0.67
33	SF	Financials	0.67
34	EG	Financials	0.67
35	AMP	Financials	0.66
36	ALL	Financials	0.66
37	ROP	Industrials	0.66
38	GMED	Health Care	0.66
39	BKNG	Consumer Discretionary	0.65
40	CB	Financials	0.65

Short slate — bottom FA

#	ticker	sector	FA
1	RARE	Health Care	0.16
2	BHF	Financials	0.18
3	LPX	Materials	0.20
4	CG	Financials	0.20
5	MKL	Financials	0.20
6	COIN	Financials	0.21
7	MOH	Health Care	0.21
8	DOW	Materials	0.23
9	MTN	Consumer Discretionary	0.25
10	DE	Industrials	0.25
11	DJT	Communication Services	0.26
12	OLN	Materials	0.26
13	FND	Consumer Discretionary	0.26
14	ENPH	Information Technology	0.27
15	HOG	Consumer Discretionary	0.27
16	CNH	Industrials	0.28
17	SOLV	Health Care	0.28
18	CPNG	Consumer Discretionary	0.29
19	PPC	Consumer Staples	0.29
20	LMT	Industrials	0.29
21	HON	Industrials	0.29
22	MGM	Consumer Discretionary	0.29
23	PENN	Consumer Discretionary	0.30
24	IDA	Utilities	0.30
25	MDU	Utilities	0.31
26	HD	Consumer Discretionary	0.31
27	CARR	Industrials	0.31
28	KMX	Consumer Discretionary	0.32
29	PSX	Energy	0.32
30	LYV	Communication Services	0.32
31	OGE	Utilities	0.33
32	EL	Consumer Staples	0.33
33	CNP	Utilities	0.34
34	CORT	Health Care	0.34
35	SYY	Consumer Staples	0.34
36	PFGC	Consumer Staples	0.35
37	COLD	Real Estate	0.35
38	CPT	Real Estate	0.35
39	RH	Consumer Discretionary	0.35
40	INTC	Information Technology	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	0.156	0.88	6	6	0.60	deflated_sharpe 0.16 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
base_breakout	0.199	1.02	4	6	0.20	deflated_sharpe 0.20 < 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	0.445	1.37	3	6	0.00	deflated_sharpe 0.45 < 0.90; n_trades 3 < 12
ma_pullback	0.047	0.30	3	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
ridge_momentum	0.580	1.86	30	6	1.00	deflated_sharpe 0.58 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.399	1.51	2	6	0.20	deflated_sharpe 0.40 < 0.90; n_trades 2 < 12
macd	0.191	0.99	20	6	0.00	deflated_sharpe 0.19 < 0.90

NEM long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.073	0.52	5	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 5 < 12
base_breakout	0.142	0.89	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	0.075	0.52	28	6	0.20	deflated_sharpe 0.07 < 0.90
bollinger	0.000	-0.93	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	0.003	-0.59	26	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.135	0.80	4	6	0.40	deflated_sharpe 0.13 < 0.90; n_trades 4 < 12
macd	0.015	-0.08	20	6	0.20	deflated_sharpe 0.02 < 0.90

EXE long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.012	-0.16	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	-0.48	31	6	0.40	deflated_sharpe 0.00 < 0.90
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	0.018	-0.03	8	6	0.60	deflated_sharpe 0.02 < 0.90; n_trades 8 < 12; param change-rate 0.60 > 0.50
sma_cross	0.136	0.79	4	6	0.00	deflated_sharpe 0.14 < 0.90; n_trades 4 < 12
macd	0.026	0.10	16	6	0.40	deflated_sharpe 0.03 < 0.90

EQT long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.080	0.53	4	6	0.40	deflated_sharpe 0.08 < 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	-0.66	2	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.203	1.03	24	6	0.20	deflated_sharpe 0.20 < 0.90
sma_cross	0.148	0.85	4	6	0.00	deflated_sharpe 0.15 < 0.90; n_trades 4 < 12
macd	0.049	0.34	20	6	0.00	deflated_sharpe 0.05 < 0.90

MU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.644	1.94	2	6	0.00	deflated_sharpe 0.64 < 0.90; n_trades 2 < 12
base_breakout	0.313	1.26	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	0.110	0.68	24	6	0.00	deflated_sharpe 0.11 < 0.90
bollinger	0.409	1.31	4	6	0.20	deflated_sharpe 0.41 < 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	0.030	0.14	18	6	0.20	deflated_sharpe 0.03 < 0.90
sma_cross	0.352	1.39	7	6	0.20	deflated_sharpe 0.35 < 0.90; n_trades 7 < 12
macd	0.090	0.59	20	6	0.00	deflated_sharpe 0.09 < 0.90

SSB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.61	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.003	-0.55	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	0.010	-0.21	29	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.012	-0.16	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	0.049	0.33	16	6	0.60	deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.032	0.17	5	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd	0.048	0.33	13	6	0.00	deflated_sharpe 0.05 < 0.90

NBIX long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.019	-0.02	6	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout	0.000	-0.79	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.014	-0.11	23	6	0.40	deflated_sharpe 0.01 < 0.90
bollinger	0.015	-0.09	6	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
ma_pullback	0.058	0.42	2	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ridge_momentum	0.056	0.41	43	6	0.80	deflated_sharpe 0.06 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.024	0.07	2	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
macd	0.025	0.08	17	6	0.00	deflated_sharpe 0.02 < 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	0.039	0.24	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	0.294	1.27	22	6	0.80	deflated_sharpe 0.29 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.080	0.54	4	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 4 < 12
macd	0.147	0.84	22	6	0.20	deflated_sharpe 0.15 < 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	0.014	-0.10	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	0.031	0.16	5	6	0.20	deflated_sharpe 0.03 < 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	0.061	0.42	25	6	0.40	deflated_sharpe 0.06 < 0.90
sma_cross	0.435	1.57	1	6	0.20	deflated_sharpe 0.44 < 0.90; n_trades 1 < 12
macd	0.045	0.30	18	6	0.60	deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50

FIS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.008	-0.27	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout	0.000	-0.75	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.003	-0.51	17	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.001	-0.77	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	-1.51	11	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 11 < 12
sma_cross	0.026	0.10	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

NVDA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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	0.183	0.87	42	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	0.097	0.58	65	7	0.83	deflated_sharpe 0.10 < 0.90; param change-rate 0.83 > 0.50
sma_cross	0.063	0.41	7	7	0.33	deflated_sharpe 0.06 < 0.90; n_trades 7 < 12
macd	0.005	-0.38	20	7	0.00	deflated_sharpe 0.01 < 0.90

NU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.16	9	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 9 < 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	0.032	0.16	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	0.009	-0.24	28	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.012	-0.16	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.097	0.63	12	6	0.00	deflated_sharpe 0.10 < 0.90

AR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.009	-0.24	6	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
base_breakout	0.091	0.61	2	6	0.00	deflated_sharpe 0.09 < 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	0.355	1.41	26	6	0.60	deflated_sharpe 0.35 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.018	-0.04	6	6	0.60	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
macd	0.076	0.52	20	6	0.20	deflated_sharpe 0.08 < 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	-0.59	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	0.004	-0.47	23	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	0.014	-0.13	17	6	0.40	deflated_sharpe 0.01 < 0.90

CF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.169	0.87	6	6	0.20	deflated_sharpe 0.17 < 0.90; n_trades 6 < 12
base_breakout	0.129	0.71	2	6	0.20	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	0.064	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	0.236	1.14	20	6	0.40	deflated_sharpe 0.24 < 0.90
sma_cross	0.112	0.68	6	6	0.40	deflated_sharpe 0.11 < 0.90; n_trades 6 < 12
macd	0.124	0.73	16	6	0.00	deflated_sharpe 0.12 < 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	0.050	0.34	21	6	0.00	deflated_sharpe 0.05 < 0.90
bollinger	0.021	0.02	6	6	0.40	deflated_sharpe 0.02 < 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	-0.68	22	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.036	0.22	3	6	0.60	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
macd	0.000	-1.46	23	6	0.00	deflated_sharpe 0.00 < 0.90

EVR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.287	1.12	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	-0.71	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	0.066	0.44	23	6	0.60	deflated_sharpe 0.07 < 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	0.009	-0.24	21	6	0.00	deflated_sharpe 0.01 < 0.90

RGLD long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.068	0.47	5	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 5 < 12
base_breakout	0.016	-0.06	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	0.006	-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	0.027	0.11	17	6	0.20	deflated_sharpe 0.03 < 0.90
sma_cross	0.109	0.69	4	6	0.20	deflated_sharpe 0.11 < 0.90; n_trades 4 < 12
macd	0.283	1.28	17	6	0.20	deflated_sharpe 0.28 < 0.90

AFL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.47	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.002	-0.66	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	0.015	-0.08	26	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.004	-0.49	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.000	-0.98	18	6	0.20	deflated_sharpe 0.00 < 0.90

FICO long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.020	0.00	4	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout	0.134	0.76	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	-1.15	17	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.005	-0.45	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	-1.07	25	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.011	-0.19	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.000	-1.21	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	0.021	0.02	35	6	0.40	deflated_sharpe 0.02 < 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	0.022	0.04	23	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.181	0.92	3	6	0.20	deflated_sharpe 0.18 < 0.90; n_trades 3 < 12
macd	0.163	0.87	11	6	0.20	deflated_sharpe 0.16 < 0.90; n_trades 11 < 12

BLK long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.122	0.75	3	6	0.00	deflated_sharpe 0.12 < 0.90; n_trades 3 < 12
base_breakout	0.076	0.52	4	6	0.40	deflated_sharpe 0.08 < 0.90; n_trades 4 < 12
pead	0.333	1.03	2	6	0.00	deflated_sharpe 0.33 < 0.90; n_trades 2 < 12
rsi2	0.038	0.23	36	6	0.40	deflated_sharpe 0.04 < 0.90
bollinger	0.280	1.03	1	6	0.20	deflated_sharpe 0.28 < 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	0.090	0.59	25	6	0.40	deflated_sharpe 0.09 < 0.90
sma_cross	0.047	0.32	5	6	0.40	deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
macd	0.001	-0.75	20	6	0.00	deflated_sharpe 0.00 < 0.90

MLI long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.525	1.63	2	6	0.00	deflated_sharpe 0.53 < 0.90; n_trades 2 < 12
base_breakout	0.292	1.19	2	6	0.00	deflated_sharpe 0.29 < 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	0.763	1.82	44	6	0.00	deflated_sharpe 0.76 < 0.90
bollinger	0.083	0.51	3	6	0.60	deflated_sharpe 0.08 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
ma_pullback	0.000	-1.17	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.270	1.17	27	6	0.60	deflated_sharpe 0.27 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.194	0.95	3	6	0.00	deflated_sharpe 0.19 < 0.90; n_trades 3 < 12
macd	0.017	-0.05	21	6	0.00	deflated_sharpe 0.02 < 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

ADSK long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.032	0.17	2	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
base_breakout	0.060	0.45	1	6	0.00	deflated_sharpe 0.06 < 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	0.061	0.41	8	6	0.20	deflated_sharpe 0.06 < 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	0.017	-0.04	18	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.008	-0.28	3	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.000	-1.13	18	6	1.00	deflated_sharpe 0.00 < 0.90; param change-rate 1.00 > 0.50

FNF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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	0.049	0.34	42	6	0.20	deflated_sharpe 0.05 < 0.90
sma_cross	0.000	-1.31	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.000	-0.97	21	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	0.020	0.00	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	-1.05	12	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.065	0.44	3	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.104	0.66	14	6	0.20	deflated_sharpe 0.10 < 0.90
sma_cross	0.017	-0.05	6	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd	0.164	0.90	17	6	0.00	deflated_sharpe 0.16 < 0.90

HRB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.30	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	-0.99	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	-0.65	39	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-0.94	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.006	-0.35	14	6	0.00	deflated_sharpe 0.01 < 0.90

COLB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.024	0.06	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	0.689	1.69	33	6	0.20	deflated_sharpe 0.69 < 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	0.095	0.62	25	6	0.40	deflated_sharpe 0.09 < 0.90
sma_cross	0.043	0.28	3	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
macd	0.001	-0.77	17	6	0.40	deflated_sharpe 0.00 < 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	0.005	-0.44	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	0.119	0.75	22	6	0.20	deflated_sharpe 0.12 < 0.90
sma_cross	0.096	0.61	3	6	0.40	deflated_sharpe 0.10 < 0.90; n_trades 3 < 12
macd	0.215	1.08	12	6	0.00	deflated_sharpe 0.21 < 0.90

SF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.200	0.87	6	6	0.20	deflated_sharpe 0.20 < 0.90; n_trades 6 < 12
base_breakout	0.048	0.33	3	6	0.20	deflated_sharpe 0.05 < 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	0.061	0.41	4	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-0.92	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.094	0.61	20	6	0.20	deflated_sharpe 0.09 < 0.90
sma_cross	0.076	0.50	4	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 4 < 12
macd	0.097	0.64	20	6	0.20	deflated_sharpe 0.10 < 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	-1.50	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	-1.11	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
bollinger	0.613	1.73	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	0.333	1.32	15	6	0.40	deflated_sharpe 0.33 < 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	-1.11	21	6	0.00	deflated_sharpe 0.00 < 0.90

AMP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.065	0.43	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	0.043	0.27	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	0.002	-0.66	10	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
sma_cross	0.037	0.22	4	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
macd	0.001	-0.72	15	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	-1.66	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	0.104	0.69	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	0.078	0.53	30	6	0.80	deflated_sharpe 0.08 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.004	-0.46	5	6	0.00	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

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	-1.26	18	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.001	-0.79	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	0.010	-0.22	17	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.001	-0.86	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.001	-0.92	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	0.103	0.62	6	6	0.20	deflated_sharpe 0.10 < 0.90; n_trades 6 < 12
base_breakout	0.186	0.84	2	6	0.20	deflated_sharpe 0.19 < 0.90; n_trades 2 < 12
pead	0.071	0.46	3	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
rsi2	0.009	-0.25	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	-1.15	40	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.252	0.85	3	6	0.20	deflated_sharpe 0.25 < 0.90; n_trades 3 < 12
macd	0.008	-0.27	17	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	0.187	0.95	3	6	0.00	deflated_sharpe 0.19 < 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	23	6	0.20	deflated_sharpe 0.10 < 0.90
sma_cross	0.065	0.44	5	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 5 < 12
macd	0.046	0.30	17	6	0.40	deflated_sharpe 0.05 < 0.90

CB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.017	-0.04	4	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout	0.027	0.10	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
pead	0.023	0.05	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
rsi2	0.070	0.47	33	6	0.20	deflated_sharpe 0.07 < 0.90
bollinger	0.260	1.27	2	6	0.20	deflated_sharpe 0.26 < 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	0.045	0.30	20	6	0.60	deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.057	0.39	2	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
macd	0.010	-0.20	17	6	0.20	deflated_sharpe 0.01 < 0.90

RARE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.016	-0.06	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	0.123	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	0.291	0.93	22	6	0.20	deflated_sharpe 0.29 < 0.90
sma_cross	0.023	0.05	5	6	0.60	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd	0.019	-0.02	16	6	0.20	deflated_sharpe 0.02 < 0.90

BHF short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.58	5	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 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	14	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	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
macd	0.000	-0.99	17	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	0.002	-0.64	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	0.062	0.43	31	6	0.20	deflated_sharpe 0.06 < 0.90
sma_cross	0.020	0.01	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.023	0.05	16	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	0.030	0.14	4	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	-1.13	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.014	-0.11	10	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 10 < 12
bollinger	0.566	1.32	2	6	0.00	deflated_sharpe 0.57 < 0.90; n_trades 2 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.006	-0.39	38	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.070	0.47	3	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
macd	0.010	-0.21	18	6	0.40	deflated_sharpe 0.01 < 0.90

MKL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.51	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	0.045	0.31	12	6	0.80	deflated_sharpe 0.05 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.006	-0.35	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.000	-1.05	20	6	0.40	deflated_sharpe 0.00 < 0.90

COIN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.027	0.11	3	6	0.00	deflated_sharpe 0.03 < 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	0.019	-0.01	37	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.004	-0.46	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.061	0.43	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	0.006	-0.36	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	0.043	0.27	36	6	0.40	deflated_sharpe 0.04 < 0.90
sma_cross	0.039	0.24	3	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
macd	0.250	1.04	16	6	0.20	deflated_sharpe 0.25 < 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	0.150	0.75	29	6	0.20	deflated_sharpe 0.15 < 0.90
bollinger	0.001	-0.88	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	0.013	-0.14	44	6	1.00	deflated_sharpe 0.01 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.208	1.02	2	6	0.00	deflated_sharpe 0.21 < 0.90; n_trades 2 < 12
macd	0.014	-0.11	17	6	0.20	deflated_sharpe 0.01 < 0.90

MTN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.39	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	0.634	1.94	37	6	0.40	deflated_sharpe 0.63 < 0.90
sma_cross	0.007	-0.31	3	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.018	-0.03	18	6	0.00	deflated_sharpe 0.02 < 0.90

DE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.014	-0.11	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.001	-0.77	9	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
bollinger	0.003	-0.55	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.001	-0.85	26	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	-0.78	17	6	0.20	deflated_sharpe 0.00 < 0.90

DJT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.007	-0.30	7	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
base_breakout	0.015	-0.09	1	6	0.00	deflated_sharpe 0.01 < 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	-0.86	35	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.009	-0.26	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	0.033	0.19	45	6	0.20	deflated_sharpe 0.03 < 0.90
sma_cross	0.016	-0.06	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
macd	0.037	0.23	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	0.069	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	0.655	1.90	27	6	0.00	deflated_sharpe 0.65 < 0.90
bollinger	0.003	-0.50	4	6	0.40	deflated_sharpe 0.00 < 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	0.046	0.31	59	6	0.60	deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.106	0.68	5	6	0.00	deflated_sharpe 0.11 < 0.90; n_trades 5 < 12
macd	0.007	-0.33	17	6	0.20	deflated_sharpe 0.01 < 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	0.149	0.79	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	0.062	0.40	44	7	0.83	deflated_sharpe 0.06 < 0.90; param change-rate 0.83 > 0.50
sma_cross	0.024	0.06	4	7	0.17	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.003	-0.48	23	7	0.33	deflated_sharpe 0.00 < 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	0.687	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	0.131	0.83	27	6	0.60	deflated_sharpe 0.13 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.221	1.02	2	6	0.00	deflated_sharpe 0.22 < 0.90; n_trades 2 < 12
macd	0.003	-0.51	15	6	0.00	deflated_sharpe 0.00 < 0.90

HOG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.164	0.90	2	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 2 < 12
base_breakout	0.016	-0.08	1	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
pead	0.038	0.24	2	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
rsi2	0.314	1.31	39	6	0.20	deflated_sharpe 0.31 < 0.90
bollinger	0.006	-0.38	3	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ma_pullback	0.040	0.26	3	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
ridge_momentum	0.125	0.74	40	6	0.20	deflated_sharpe 0.13 < 0.90
sma_cross	0.091	0.60	4	6	0.00	deflated_sharpe 0.09 < 0.90; n_trades 4 < 12
macd	0.006	-0.38	19	6	0.00	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	0.003	-0.54	14	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.015	-0.09	8	6	0.20	deflated_sharpe 0.02 < 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	0.012	-0.16	33	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.000	-1.15	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.022	0.04	16	6	0.40	deflated_sharpe 0.02 < 0.90

SOLV short no survivor 29 parameter sets tried

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

CPNG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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	0.012	-0.15	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum	0.011	-0.18	23	6	0.00	deflated_sharpe 0.01 < 0.90
sma_cross	0.029	0.13	4	6	0.60	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
macd	0.007	-0.32	19	6	0.00	deflated_sharpe 0.01 < 0.90

PPC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.020	0.01	4	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout	0.024	0.07	1	6	0.00	deflated_sharpe 0.02 < 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	-1.00	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	0.030	0.15	15	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.001	-0.79	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.151	0.80	13	6	0.00	deflated_sharpe 0.15 < 0.90

LMT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.133	0.76	4	6	0.00	deflated_sharpe 0.13 < 0.90; n_trades 4 < 12
base_breakout	0.000	-1.37	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.262	1.06	3	6	0.40	deflated_sharpe 0.26 < 0.90; n_trades 3 < 12
rsi2	0.014	-0.12	24	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.009	-0.25	45	6	0.40	deflated_sharpe 0.01 < 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	-0.98	20	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	0.466	1.23	5	6	0.40	deflated_sharpe 0.47 < 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	0.111	0.66	13	6	0.40	deflated_sharpe 0.11 < 0.90
sma_cross	0.013	-0.13	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.008	-0.27	12	6	0.20	deflated_sharpe 0.01 < 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	0.004	-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	0.002	-0.67	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.015	-0.09	20	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	0.539	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	0.007	-0.33	23	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.004	-0.45	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.015	-0.09	15	6	0.00	deflated_sharpe 0.01 < 0.90

IDA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.32	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger	0.000	-1.23	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	-1.06	33	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.60	7	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
macd	0.001	-0.80	13	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50

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	0.006	-0.40	4	6	0.40	deflated_sharpe 0.01 < 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	0.004	-0.49	27	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 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	-1.58	23	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	0.040	0.26	3	6	0.00	deflated_sharpe 0.04 < 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	0.020	0.00	12	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.009	-0.26	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.080	0.54	15	6	0.40	deflated_sharpe 0.08 < 0.90

CARR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.034	0.20	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
base_breakout	0.000	-0.80	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	0.061	0.42	15	6	0.20	deflated_sharpe 0.06 < 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	0.029	0.13	1	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
pead	0.003	-0.54	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	0.005	-0.44	31	6	0.00	deflated_sharpe 0.00 < 0.90
sma_cross	0.038	0.22	5	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd	0.208	0.93	13	6	0.00	deflated_sharpe 0.21 < 0.90

PSX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.46	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	0.024	0.07	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	0.002	-0.70	38	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.002	-0.67	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.027	0.11	14	6	0.40	deflated_sharpe 0.03 < 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	-1.88	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	-1.17	15	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.001	-0.82	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd	0.006	-0.38	21	6	0.00	deflated_sharpe 0.01 < 0.90

OGE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.54	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	0.023	0.05	31	6	0.80	deflated_sharpe 0.02 < 0.90; param change-rate 0.80 > 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	-1.30	21	6	0.20	deflated_sharpe 0.00 < 0.90

EL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.55	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 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	0.031	0.16	23	6	0.00	deflated_sharpe 0.03 < 0.90
bollinger	0.000	-1.54	1	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ma_pullback	0.001	-0.78	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.000	-1.27	15	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.025	0.08	5	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd	0.050	0.33	15	6	0.40	deflated_sharpe 0.05 < 0.90

CNP short no survivor 29 parameter sets tried

strategy	Sharpe	trades	windows	param drift	verdict
donchian	-2.00	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger	-1.06	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ma_pullback	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	-1.46	52	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	-1.09	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd	-1.05	16	6	0.40	deflated_sharpe 0.00 < 0.90

CORT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.55	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	0.008	-0.29	6	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
bollinger	0.073	0.48	4	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.078	0.51	22	6	0.40	deflated_sharpe 0.08 < 0.90
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

SYY short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.66	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.494	1.06	1	6	0.00	deflated_sharpe 0.49 < 0.90; n_trades 1 < 12
rsi2	0.003	-0.57	13	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.002	-0.64	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ma_pullback	0.000	-0.83	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.429	1.18	20	6	0.20	deflated_sharpe 0.43 < 0.90
sma_cross	0.004	-0.50	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.032	0.17	18	6	0.00	deflated_sharpe 0.03 < 0.90

PFGC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.73	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	0.264	1.04	9	6	0.00	deflated_sharpe 0.26 < 0.90; n_trades 9 < 12
bollinger	0.070	0.47	8	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 8 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.007	-0.33	14	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.009	-0.26	2	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
macd	0.007	-0.32	18	6	0.40	deflated_sharpe 0.01 < 0.90

COLD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.047	0.32	5	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
base_breakout	0.000	-1.42	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	1.61	42	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	0.094	0.64	21	6	0.60	deflated_sharpe 0.09 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.188	0.99	4	6	0.40	deflated_sharpe 0.19 < 0.90; n_trades 4 < 12
macd	0.140	0.84	16	6	0.20	deflated_sharpe 0.14 < 0.90

CPT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.92	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	0.114	0.67	26	6	0.60	deflated_sharpe 0.11 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.007	-0.31	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.021	0.02	18	6	0.40	deflated_sharpe 0.02 < 0.90

RH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.078	0.51	3	6	0.20	deflated_sharpe 0.08 < 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	0.000	-0.85	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.024	0.07	25	6	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.627	1.75	7	6	0.20	deflated_sharpe 0.63 < 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	-0.93	37	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.024	0.06	4	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.108	0.70	15	6	0.00	deflated_sharpe 0.11 < 0.90

INTC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.30	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	-0.89	21	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.040	0.26	9	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 9 < 12
ma_pullback	0.001	-0.68	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.001	-0.73	36	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.91	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.001	-0.84	17	6	0.40	deflated_sharpe 0.00 < 0.90

③ Create trade — tickets & performance since issue

no tickets on this date