Trading Models — Tournament 2026-07-08

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① Find tickers

1003 universe → 40 L / 40 S past FA gate

78 tested · 0 passed nightly FDR · 0 watchlist

② Find strategy

80 candidates → 0 survivors

③ Create trade

0 tickets

① Find tickers — FA slates

Long slate — top FA

#	ticker	sector	FA
1	AU	Materials	0.91
2	SNDK	Information Technology	0.86
3	NEM	Materials	0.85
4	EXE	Energy	0.85
5	EQT	Energy	0.84
6	SSB	Financials	0.81
7	MU	Information Technology	0.81
8	RRC	Energy	0.81
9	NBIX	Health Care	0.80
10	FIS	Financials	0.79
11	NVDA	Information Technology	0.78
12	ALB	Materials	0.78
13	AR	Energy	0.78
14	NU	Financials	0.78
15	PTC	Information Technology	0.77
16	EVR	Financials	0.76
17	FSLR	Information Technology	0.76
18	CF	Materials	0.76
19	RGLD	Materials	0.76
20	AFL	Financials	0.74
21	FICO	Information Technology	0.74
22	INCY	Health Care	0.72
23	BLK	Financials	0.71
24	RDDT	Communication Services	0.70
25	ADSK	Information Technology	0.70
26	MLI	Industrials	0.70
27	MRP	Consumer Discretionary	0.70
28	FNF	Financials	0.70
29	EOG	Energy	0.69
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	CRM	Information Technology	0.66
36	AMP	Financials	0.66
37	ROP	Industrials	0.66
38	GMED	Health Care	0.66
39	ALL	Financials	0.66
40	BKNG	Consumer Discretionary	0.65

Short slate — bottom FA

#	ticker	sector	FA
1	RARE	Health Care	0.16
2	BHF	Financials	0.18
3	MKL	Financials	0.20
4	CG	Financials	0.20
5	LPX	Materials	0.20
6	MOH	Health Care	0.21
7	COIN	Financials	0.21
8	DOW	Materials	0.21
9	MTN	Consumer Discretionary	0.25
10	DJT	Communication Services	0.26
11	DE	Industrials	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	LMT	Industrials	0.29
20	PPC	Consumer Staples	0.29
21	HON	Industrials	0.29
22	PENN	Consumer Discretionary	0.29
23	MGM	Consumer Discretionary	0.30
24	IDA	Utilities	0.30
25	MDU	Utilities	0.30
26	HD	Consumer Discretionary	0.31
27	PSX	Energy	0.32
28	CARR	Industrials	0.32
29	LYV	Communication Services	0.32
30	KMX	Consumer Discretionary	0.32
31	OGE	Utilities	0.33
32	EL	Consumer Staples	0.33
33	CNP	Utilities	0.34
34	SYY	Consumer Staples	0.34
35	CORT	Health Care	0.34
36	PFGC	Consumer Staples	0.35
37	COLD	Real Estate	0.35
38	RH	Consumer Discretionary	0.35
39	CPT	Real Estate	0.35
40	INTC	Information Technology	0.36

② Find strategy — walk-forward tournament

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

78 ticker(s) with no survivor — show verdicts

AU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.156	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

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

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

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

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

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	0.096	0.58	65	7	0.83	deflated_sharpe 0.10 < 0.90; param change-rate 0.83 > 0.50
sma_cross	0.063	0.40	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

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

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

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

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

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

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

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

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

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

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

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

CRM long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.070	0.45	2	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
base_breakout	0.112	0.60	1	6	0.00	deflated_sharpe 0.11 < 0.90; n_trades 1 < 12
pead	0.021	0.02	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
rsi2	0.003	-0.60	15	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.001	-0.81	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback	0.013	-0.13	1	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum	0.005	-0.42	35	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.006	-0.36	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.012	-0.16	17	6	0.00	deflated_sharpe 0.01 < 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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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