Trading Models — Tournament 2026-07-14

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

① Find tickers

1003 universe → 40 L / 40 S past FA gate

78 tested · 0 passed nightly FDR · 0 watchlist

② Find strategy

80 candidates → 0 survivors

③ Create trade

0 tickets

① Find tickers — FA slates

Long slate — top FA

#	ticker	sector	FA
1	AU	Materials	0.91
2	SNDK	Information Technology	0.86
3	NEM	Materials	0.86
4	EQT	Energy	0.85
5	EXE	Energy	0.85
6	SSB	Financials	0.81
7	RRC	Energy	0.81
8	MU	Information Technology	0.81
9	NBIX	Health Care	0.80
10	ALB	Materials	0.79
11	FIS	Financials	0.78
12	AR	Energy	0.78
13	NVDA	Information Technology	0.78
14	PTC	Information Technology	0.77
15	FSLR	Information Technology	0.77
16	NU	Financials	0.77
17	RGLD	Materials	0.76
18	EVR	Financials	0.76
19	CF	Materials	0.76
20	WDC	Information Technology	0.75
21	FICO	Information Technology	0.74
22	AFL	Financials	0.74
23	TER	Information Technology	0.73
24	INCY	Health Care	0.71
25	RDDT	Communication Services	0.70
26	MRP	Consumer Discretionary	0.70
27	ADSK	Information Technology	0.70
28	MLI	Industrials	0.70
29	EOG	Energy	0.69
30	FNF	Financials	0.69
31	HRB	Consumer Discretionary	0.68
32	VIRT	Financials	0.68
33	COLB	Financials	0.67
34	ROP	Industrials	0.67
35	AMP	Financials	0.67
36	EG	Financials	0.66
37	SF	Financials	0.66
38	ALL	Financials	0.66
39	BKNG	Consumer Discretionary	0.66
40	TW	Financials	0.65

Short slate — bottom FA

#	ticker	sector	FA
1	RARE	Health Care	0.17
2	BHF	Financials	0.18
3	WLK	Materials	0.18
4	UAA	Consumer Discretionary	0.19
5	CG	Financials	0.20
6	MOH	Health Care	0.21
7	UHAL-B	Industrials	0.21
8	MKL	Financials	0.21
9	COIN	Financials	0.21
10	LPX	Materials	0.21
11	TPG	Financials	0.22
12	DOW	Materials	0.22
13	UHAL	Industrials	0.22
14	UA	Consumer Discretionary	0.23
15	WHR	Consumer Discretionary	0.24
16	MTN	Consumer Discretionary	0.25
17	VIK	Consumer Discretionary	0.26
18	OLN	Materials	0.27
19	DE	Industrials	0.27
20	FND	Consumer Discretionary	0.27
21	ENPH	Information Technology	0.27
22	DJT	Communication Services	0.27
23	CNH	Industrials	0.28
24	SOLV	Health Care	0.29
25	MDU	Utilities	0.29
26	PPC	Consumer Staples	0.30
27	MGM	Consumer Discretionary	0.30
28	CPNG	Consumer Discretionary	0.30
29	IDA	Utilities	0.31
30	HR	Real Estate	0.31
31	CARR	Industrials	0.32
32	XYZ	Financials	0.32
33	KMX	Consumer Discretionary	0.32
34	OGE	Utilities	0.32
35	PENN	Consumer Discretionary	0.33
36	HD	Consumer Discretionary	0.33
37	LYV	Communication Services	0.34
38	PSX	Energy	0.34
39	CNP	Utilities	0.34
40	EL	Consumer Staples	0.35

② Find strategy — walk-forward tournament

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

78 ticker(s) with no survivor — show verdicts

AU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.151	0.86	6	6	0.60	deflated_sharpe 0.15 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
base_breakout	0.193	1.00	4	6	0.20	deflated_sharpe 0.19 < 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	0.055	0.37	27	6	0.00	deflated_sharpe 0.05 < 0.90
bollinger	0.487	1.29	2	6	0.20	deflated_sharpe 0.49 < 0.90; n_trades 2 < 12
ma_pullback	0.070	0.46	2	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
ridge_momentum	0.627	1.93	25	6	0.00	deflated_sharpe 0.63 < 0.90
sma_cross	0.452	1.63	2	6	0.20	deflated_sharpe 0.45 < 0.90; n_trades 2 < 12
macd	0.298	1.28	19	6	0.00	deflated_sharpe 0.30 < 0.90

NEM long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.088	0.60	5	6	0.20	deflated_sharpe 0.09 < 0.90; n_trades 5 < 12
base_breakout	0.169	1.00	2	6	0.00	deflated_sharpe 0.17 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.080	0.55	28	6	0.20	deflated_sharpe 0.08 < 0.90
bollinger	0.002	-0.61	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ma_pullback	0.001	-0.75	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.075	0.51	21	6	0.40	deflated_sharpe 0.07 < 0.90
sma_cross	0.152	0.87	4	6	0.40	deflated_sharpe 0.15 < 0.90; n_trades 4 < 12
macd	0.038	0.23	19	6	0.20	deflated_sharpe 0.04 < 0.90

EQT long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.058	0.40	4	6	0.40	deflated_sharpe 0.06 < 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	0.372	1.39	36	6	0.60	deflated_sharpe 0.37 < 0.90; param change-rate 0.60 > 0.50
bollinger	0.750	1.82	7	6	0.00	deflated_sharpe 0.75 < 0.90; n_trades 7 < 12
ma_pullback	0.050	0.35	1	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
ridge_momentum	0.061	0.42	27	6	0.80	deflated_sharpe 0.06 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.055	0.38	5	6	0.60	deflated_sharpe 0.05 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd	0.026	0.09	20	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50

EXE long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.008	-0.27	6	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 6 < 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	0.002	-0.68	31	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
bollinger	0.124	0.71	1	6	0.00	deflated_sharpe 0.12 < 0.90; n_trades 1 < 12
ma_pullback	0.009	-0.23	2	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum	0.004	-0.45	11	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 11 < 12; param change-rate 0.60 > 0.50
sma_cross	0.062	0.43	4	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
macd	0.036	0.22	14	6	0.00	deflated_sharpe 0.04 < 0.90

SSB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.68	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.003	-0.58	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	0.004	-0.45	28	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.012	-0.16	7	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
ma_pullback	0.005	-0.42	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.046	0.31	20	6	0.60	deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.032	0.16	5	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd	0.071	0.50	13	6	0.00	deflated_sharpe 0.07 < 0.90

RRC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-0.96	9	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 9 < 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	0.014	-0.10	23	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.011	-0.19	6	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
ma_pullback	0.004	-0.44	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.145	0.83	27	6	0.80	deflated_sharpe 0.15 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.044	0.29	4	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
macd	0.057	0.40	21	6	0.60	deflated_sharpe 0.06 < 0.90; param change-rate 0.60 > 0.50

MU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.644	1.94	2	6	0.00	deflated_sharpe 0.64 < 0.90; n_trades 2 < 12
base_breakout	0.208	1.01	3	6	0.40	deflated_sharpe 0.21 < 0.90; n_trades 3 < 12
pead	0.200	0.79	2	6	0.20	deflated_sharpe 0.20 < 0.90; n_trades 2 < 12
rsi2	0.159	0.86	25	6	0.00	deflated_sharpe 0.16 < 0.90
bollinger	0.638	1.68	4	6	0.20	deflated_sharpe 0.64 < 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	0.072	0.49	23	6	0.40	deflated_sharpe 0.07 < 0.90
sma_cross	0.352	1.39	7	6	0.20	deflated_sharpe 0.35 < 0.90; n_trades 7 < 12
macd	0.105	0.67	20	6	0.00	deflated_sharpe 0.11 < 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	0.030	0.15	6	6	0.20	deflated_sharpe 0.03 < 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	0.025	0.08	43	6	0.80	deflated_sharpe 0.02 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.018	-0.03	3	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.033	0.18	17	6	0.00	deflated_sharpe 0.03 < 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	0.002	-0.63	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	0.642	1.93	20	6	0.00	deflated_sharpe 0.64 < 0.90
bollinger	0.054	0.37	5	6	0.20	deflated_sharpe 0.05 < 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	0.029	0.13	22	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.417	1.53	1	6	0.20	deflated_sharpe 0.42 < 0.90; n_trades 1 < 12
macd	0.036	0.21	19	6	0.60	deflated_sharpe 0.04 < 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	0.003	-0.54	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.001	-0.72	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.002	-0.61	15	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.001	-0.75	10	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 10 < 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	-1.40	20	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.023	0.05	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.001	-0.91	18	6	0.40	deflated_sharpe 0.00 < 0.90

AR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.014	-0.12	7	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
base_breakout	0.042	0.28	2	6	0.00	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	0.023	0.06	22	6	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.242	1.10	11	6	0.00	deflated_sharpe 0.24 < 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	0.124	0.75	27	6	0.60	deflated_sharpe 0.12 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.007	-0.31	5	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.075	0.51	21	6	0.20	deflated_sharpe 0.08 < 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	0.227	0.99	42	7	0.50	deflated_sharpe 0.23 < 0.90
bollinger	0.634	1.28	5	7	0.17	deflated_sharpe 0.63 < 0.90; n_trades 5 < 12
ma_pullback	0.000	-1.06	5	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum	0.043	0.26	53	7	0.50	deflated_sharpe 0.04 < 0.90
sma_cross	0.116	0.65	6	7	0.00	deflated_sharpe 0.12 < 0.90; n_trades 6 < 12
macd	0.004	-0.42	20	7	0.00	deflated_sharpe 0.00 < 0.90

PTC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.213	0.89	2	6	0.00	deflated_sharpe 0.21 < 0.90; n_trades 2 < 12
base_breakout	0.033	0.18	1	6	0.20	deflated_sharpe 0.03 < 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	-0.54	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	0.011	-0.20	20	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.075	0.48	3	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
macd	0.016	-0.06	18	6	0.40	deflated_sharpe 0.02 < 0.90

FSLR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.016	-0.08	4	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout	0.020	0.01	2	6	0.20	deflated_sharpe 0.02 < 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	0.069	0.46	21	6	0.00	deflated_sharpe 0.07 < 0.90
bollinger	0.116	0.70	9	6	0.00	deflated_sharpe 0.12 < 0.90; n_trades 9 < 12
ma_pullback	0.001	-0.84	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.003	-0.57	22	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.072	0.49	2	6	0.60	deflated_sharpe 0.07 < 0.90; n_trades 2 < 12; param change-rate 0.60 > 0.50
macd	0.000	-1.33	22	6	0.00	deflated_sharpe 0.00 < 0.90

NU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.16	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	0.007	-0.32	24	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.032	0.16	2	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
ma_pullback	0.006	-0.35	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum	0.013	-0.14	29	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.015	-0.08	3	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.102	0.65	12	6	0.00	deflated_sharpe 0.10 < 0.90

RGLD long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.085	0.57	5	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
base_breakout	0.043	0.29	1	6	0.00	deflated_sharpe 0.04 < 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	0.015	-0.09	32	6	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.006	-0.36	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	0.033	0.18	12	6	0.80	deflated_sharpe 0.03 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.148	0.85	4	6	0.20	deflated_sharpe 0.15 < 0.90; n_trades 4 < 12
macd	0.379	1.52	16	6	0.20	deflated_sharpe 0.38 < 0.90

EVR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.396	1.32	4	6	0.20	deflated_sharpe 0.40 < 0.90; n_trades 4 < 12
base_breakout	0.057	0.37	3	6	0.20	deflated_sharpe 0.06 < 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	-0.62	28	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.006	-0.38	5	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 5 < 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	0.029	0.13	19	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.350	1.29	3	6	0.00	deflated_sharpe 0.35 < 0.90; n_trades 3 < 12
macd	0.012	-0.15	20	6	0.20	deflated_sharpe 0.01 < 0.90

CF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.109	0.66	6	6	0.20	deflated_sharpe 0.11 < 0.90; n_trades 6 < 12
base_breakout	0.069	0.45	2	6	0.20	deflated_sharpe 0.07 < 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	0.059	0.41	30	6	0.00	deflated_sharpe 0.06 < 0.90
bollinger	0.032	0.17	4	6	0.20	deflated_sharpe 0.03 < 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	0.210	1.07	26	6	0.20	deflated_sharpe 0.21 < 0.90
sma_cross	0.063	0.43	6	6	0.40	deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
macd	0.069	0.47	16	6	0.20	deflated_sharpe 0.07 < 0.90

WDC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.938	2.80	0	6	0.00	n_trades 0 < 12
base_breakout	0.034	0.19	2	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
pead	0.032	0.17	4	6	0.40	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
rsi2	0.187	0.93	25	6	0.00	deflated_sharpe 0.19 < 0.90
bollinger	0.024	0.06	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.657	1.93	31	6	0.00	deflated_sharpe 0.66 < 0.90
sma_cross	0.807	2.30	4	6	0.20	deflated_sharpe 0.81 < 0.90; n_trades 4 < 12
macd	0.387	1.42	18	6	0.40	deflated_sharpe 0.39 < 0.90

FICO long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.018	-0.02	4	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout	0.122	0.71	1	6	0.00	deflated_sharpe 0.12 < 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	-1.20	16	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.004	-0.46	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	0.001	-0.86	37	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.006	-0.39	5	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.000	-1.13	17	6	0.20	deflated_sharpe 0.00 < 0.90

AFL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.70	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.001	-0.99	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	0.026	0.09	22	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.001	-0.86	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.000	-1.00	18	6	0.20	deflated_sharpe 0.00 < 0.90

TER long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.167	0.88	8	6	0.20	deflated_sharpe 0.17 < 0.90; n_trades 8 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.042	0.27	3	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
rsi2	0.014	-0.11	22	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.010	-0.23	7	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
ma_pullback	0.944	1.31	0	6	0.00	n_trades 0 < 12
ridge_momentum	0.081	0.54	60	6	0.60	deflated_sharpe 0.08 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.734	1.98	1	6	0.20	deflated_sharpe 0.73 < 0.90; n_trades 1 < 12
macd	0.137	0.77	18	6	0.60	deflated_sharpe 0.14 < 0.90; param change-rate 0.60 > 0.50

INCY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.013	-0.15	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	0.023	0.05	35	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
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	0.026	0.10	27	6	0.80	deflated_sharpe 0.03 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.164	0.87	3	6	0.20	deflated_sharpe 0.16 < 0.90; n_trades 3 < 12
macd	0.137	0.78	11	6	0.20	deflated_sharpe 0.14 < 0.90; n_trades 11 < 12

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	0.18	2	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
base_breakout	0.063	0.47	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	0.063	0.42	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	0.016	-0.07	18	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.004	-0.49	5	6	0.80	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.80 > 0.50
macd	0.001	-0.74	17	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	0.512	1.61	2	6	0.00	deflated_sharpe 0.51 < 0.90; n_trades 2 < 12
base_breakout	0.280	1.16	2	6	0.00	deflated_sharpe 0.28 < 0.90; n_trades 2 < 12
pead	0.382	0.85	1	6	0.00	deflated_sharpe 0.38 < 0.90; n_trades 1 < 12
rsi2	0.733	1.76	45	6	0.00	deflated_sharpe 0.73 < 0.90
bollinger	0.189	0.86	4	6	0.60	deflated_sharpe 0.19 < 0.90; n_trades 4 < 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	0.194	0.97	26	6	0.20	deflated_sharpe 0.19 < 0.90
sma_cross	0.185	0.93	3	6	0.00	deflated_sharpe 0.18 < 0.90; n_trades 3 < 12
macd	0.034	0.19	20	6	0.00	deflated_sharpe 0.03 < 0.90

EOG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.012	-0.16	7	6	0.20	deflated_sharpe 0.01 < 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	0.001	-0.84	13	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.096	0.62	3	6	0.20	deflated_sharpe 0.10 < 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	0.034	0.20	18	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.009	-0.27	6	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.111	0.69	17	6	0.00	deflated_sharpe 0.11 < 0.90

FNF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.01	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	-1.30	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead	0.070	0.44	1	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
rsi2	0.008	-0.29	25	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	0.044	0.29	47	6	1.00	deflated_sharpe 0.04 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.001	-0.94	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.000	-0.99	21	6	0.40	deflated_sharpe 0.00 < 0.90

HRB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.25	5	6	1.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 1.00 > 0.50
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	-1.03	9	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 9 < 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	0.007	-0.33	41	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.001	-0.82	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.007	-0.34	14	6	0.00	deflated_sharpe 0.01 < 0.90

VIRT long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.236	1.02	6	7	0.33	deflated_sharpe 0.24 < 0.90; n_trades 6 < 12
base_breakout	0.014	-0.11	3	7	0.17	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
pead	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.055	0.35	29	7	0.00	deflated_sharpe 0.05 < 0.90
bollinger	0.026	0.09	3	7	0.17	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
ma_pullback	0.000	-1.37	2	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.099	0.59	50	7	0.50	deflated_sharpe 0.10 < 0.90
sma_cross	0.517	1.60	4	7	0.17	deflated_sharpe 0.52 < 0.90; n_trades 4 < 12
macd	0.189	0.90	20	7	0.33	deflated_sharpe 0.19 < 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	0.688	1.69	34	6	0.40	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	0.63	25	6	0.60	deflated_sharpe 0.10 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.045	0.30	3	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
macd	0.004	-0.47	16	6	0.40	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	-1.53	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 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	-1.33	18	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.002	-0.65	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	0.007	-0.34	17	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.001	-0.92	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.003	-0.52	12	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	0.042	0.27	6	6	0.00	deflated_sharpe 0.04 < 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	0.051	0.34	7	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 7 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.000	-1.12	13	6	0.00	deflated_sharpe 0.00 < 0.90
sma_cross	0.026	0.10	4	6	0.40	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.002	-0.67	16	6	0.40	deflated_sharpe 0.00 < 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	-1.55	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	1.72	7	6	0.00	deflated_sharpe 0.61 < 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	0.107	0.68	14	6	0.40	deflated_sharpe 0.11 < 0.90
sma_cross	0.000	-1.23	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.000	-1.06	21	6	0.00	deflated_sharpe 0.00 < 0.90

SF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.156	0.76	6	6	0.20	deflated_sharpe 0.16 < 0.90; n_trades 6 < 12
base_breakout	0.031	0.16	3	6	0.20	deflated_sharpe 0.03 < 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	0.018	-0.03	5	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
ma_pullback	0.000	-0.92	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.020	0.01	22	6	0.80	deflated_sharpe 0.02 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.061	0.41	4	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
macd	0.105	0.68	20	6	0.20	deflated_sharpe 0.11 < 0.90

ALL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.65	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	0.105	0.70	40	6	0.20	deflated_sharpe 0.11 < 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	0.216	1.08	38	6	0.40	deflated_sharpe 0.22 < 0.90
sma_cross	0.006	-0.37	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.024	0.07	19	6	0.60	deflated_sharpe 0.02 < 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	0.241	1.09	3	6	0.00	deflated_sharpe 0.24 < 0.90; n_trades 3 < 12
base_breakout	0.105	0.65	2	6	0.00	deflated_sharpe 0.11 < 0.90; n_trades 2 < 12
pead	0.100	0.54	1	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 1 < 12
rsi2	0.007	-0.33	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	0.095	0.61	24	6	0.20	deflated_sharpe 0.09 < 0.90
sma_cross	0.083	0.54	5	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
macd	0.085	0.55	15	6	0.00	deflated_sharpe 0.08 < 0.90

TW long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.038	0.24	3	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
base_breakout	0.058	0.39	1	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
pead	0.058	0.40	2	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
rsi2	0.126	0.76	26	6	0.00	deflated_sharpe 0.13 < 0.90
bollinger	0.004	-0.45	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	0.097	0.62	19	6	0.20	deflated_sharpe 0.10 < 0.90
sma_cross	0.043	0.29	3	6	0.60	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
macd	0.009	-0.23	16	6	0.00	deflated_sharpe 0.01 < 0.90

RARE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.011	-0.18	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 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	0.050	0.32	34	6	0.20	deflated_sharpe 0.05 < 0.90
bollinger	0.276	0.87	5	6	0.00	deflated_sharpe 0.28 < 0.90; n_trades 5 < 12
ma_pullback	0.060	0.41	2	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ridge_momentum	0.221	0.80	30	6	0.60	deflated_sharpe 0.22 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.015	-0.08	5	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.020	0.01	17	6	0.00	deflated_sharpe 0.02 < 0.90

BHF short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.005	-0.42	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	0.102	0.60	8	6	0.20	deflated_sharpe 0.10 < 0.90; n_trades 8 < 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	0.026	0.10	14	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.000	-1.00	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.000	-0.99	17	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50

WLK short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.060	0.41	3	6	0.40	deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.002	-0.54	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.219	1.06	33	6	0.40	deflated_sharpe 0.22 < 0.90
bollinger	0.060	0.42	9	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 9 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.001	-0.78	16	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.120	0.72	3	6	0.40	deflated_sharpe 0.12 < 0.90; n_trades 3 < 12
macd	0.000	-1.59	24	6	0.40	deflated_sharpe 0.00 < 0.90

UAA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.059	0.40	4	6	0.40	deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
base_breakout	0.004	-0.44	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.019	-0.01	2	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
rsi2	0.010	-0.21	23	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.021	0.01	4	6	0.20	deflated_sharpe 0.02 < 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	0.019	-0.02	28	6	0.20	deflated_sharpe 0.02 < 0.90
sma_cross	0.022	0.04	2	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
macd	0.001	-0.86	17	6	0.00	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	0.15	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	0.035	0.19	11	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 11 < 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	0.011	-0.18	39	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.071	0.47	3	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
macd	0.009	-0.26	18	6	0.20	deflated_sharpe 0.01 < 0.90

MOH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.004	-0.49	9	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 9 < 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	0.051	0.33	36	6	0.40	deflated_sharpe 0.05 < 0.90
bollinger	0.069	0.45	7	6	0.20	deflated_sharpe 0.07 < 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	0.064	0.41	36	6	0.40	deflated_sharpe 0.06 < 0.90
sma_cross	0.026	0.09	3	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd	0.200	0.92	17	6	0.20	deflated_sharpe 0.20 < 0.90

UHAL-B short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.007	-0.31	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout	0.022	0.04	4	6	0.20	deflated_sharpe 0.02 < 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	0.081	0.54	33	6	0.20	deflated_sharpe 0.08 < 0.90
bollinger	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ma_pullback	0.000	-1.51	8	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
ridge_momentum	0.278	1.01	38	6	0.20	deflated_sharpe 0.28 < 0.90
sma_cross	0.050	0.34	4	6	0.40	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
macd	0.026	0.10	18	6	0.00	deflated_sharpe 0.03 < 0.90

MKL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.63	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	0.792	1.35	3	6	0.00	deflated_sharpe 0.79 < 0.90; n_trades 3 < 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	0.042	0.28	12	6	0.60	deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.004	-0.45	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.000	-1.05	22	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	0.020	0.00	3	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.038	0.23	3	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
rsi2	0.005	-0.39	19	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	0.001	-0.87	32	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.003	-0.56	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

LPX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.72	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	0.185	0.95	31	6	0.00	deflated_sharpe 0.19 < 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	0.060	0.42	31	6	0.20	deflated_sharpe 0.06 < 0.90
sma_cross	0.016	-0.08	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

TPG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.127	0.76	2	6	0.00	deflated_sharpe 0.13 < 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	0.174	0.89	16	6	0.20	deflated_sharpe 0.17 < 0.90
bollinger	0.090	0.56	3	6	0.00	deflated_sharpe 0.09 < 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	0.013	-0.13	28	6	0.00	deflated_sharpe 0.01 < 0.90
sma_cross	0.158	0.86	3	6	0.40	deflated_sharpe 0.16 < 0.90; n_trades 3 < 12
macd	0.007	-0.33	18	6	0.00	deflated_sharpe 0.01 < 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	0.002	-0.65	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	0.004	-0.49	32	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.205	1.01	1	6	0.00	deflated_sharpe 0.20 < 0.90; n_trades 1 < 12
macd	0.012	-0.15	16	6	0.00	deflated_sharpe 0.01 < 0.90

UHAL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.006	-0.36	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout	0.024	0.07	2	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
pead	0.005	-0.40	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.002	-0.62	24	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.352	1.02	5	6	0.00	deflated_sharpe 0.35 < 0.90; n_trades 5 < 12
ma_pullback	0.001	-0.74	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum	0.043	0.27	20	6	0.80	deflated_sharpe 0.04 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.047	0.32	3	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
macd	0.166	0.85	16	6	0.20	deflated_sharpe 0.17 < 0.90

UA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.135	0.76	2	6	0.00	deflated_sharpe 0.14 < 0.90; n_trades 2 < 12
base_breakout	0.016	-0.08	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.052	0.35	24	6	0.20	deflated_sharpe 0.05 < 0.90
bollinger	0.064	0.42	2	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.052	0.37	25	6	0.80	deflated_sharpe 0.05 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.016	-0.07	2	6	0.80	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12; param change-rate 0.80 > 0.50
macd	0.001	-0.85	21	6	0.20	deflated_sharpe 0.00 < 0.90

WHR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.182	0.95	2	6	0.00	deflated_sharpe 0.18 < 0.90; n_trades 2 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.002	-0.57	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.000	-1.17	24	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.016	-0.07	6	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.002	-0.64	23	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.007	-0.32	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.098	0.62	16	6	0.80	deflated_sharpe 0.10 < 0.90; param change-rate 0.80 > 0.50

MTN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.95	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 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	-0.59	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	0.032	0.17	2	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
ridge_momentum	0.636	1.94	37	6	0.20	deflated_sharpe 0.64 < 0.90
sma_cross	0.007	-0.33	3	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.010	-0.23	21	6	0.20	deflated_sharpe 0.01 < 0.90

VIK short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-2.63	1	2	1.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12; param change-rate 1.00 > 0.50
base_breakout	0.000	0.00	0	2	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	2	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	0.00	0	2	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger	0.012	-0.25	1	2	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ma_pullback	0.000	0.00	0	2	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.005	-0.75	7	2	1.00	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 1.00 > 0.50
sma_cross	0.000	-2.43	2	2	1.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12; param change-rate 1.00 > 0.50
macd	0.000	-1.95	5	2	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12

OLN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.046	0.31	3	6	0.20	deflated_sharpe 0.05 < 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	0.609	1.81	26	6	0.00	deflated_sharpe 0.61 < 0.90
bollinger	0.005	-0.38	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-1.31	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum	0.029	0.13	59	6	0.60	deflated_sharpe 0.03 < 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	0.008	-0.29	17	6	0.20	deflated_sharpe 0.01 < 0.90

DE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.014	-0.11	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.001	-0.77	9	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
bollinger	0.003	-0.56	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.002	-0.68	16	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.30	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.001	-0.86	18	6	0.20	deflated_sharpe 0.00 < 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	44	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	0.040	0.23	35	7	0.67	deflated_sharpe 0.04 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.071	0.45	4	7	0.17	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
macd	0.004	-0.44	23	7	0.67	deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50

ENPH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.044	0.29	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	0.801	1.90	39	6	0.20	deflated_sharpe 0.80 < 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	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum	0.077	0.55	19	6	1.00	deflated_sharpe 0.08 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.257	1.11	2	6	0.00	deflated_sharpe 0.26 < 0.90; n_trades 2 < 12
macd	0.006	-0.38	15	6	0.00	deflated_sharpe 0.01 < 0.90

DJT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.69	7	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
base_breakout	0.012	-0.14	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	0.002	-0.63	36	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.006	-0.37	5	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
ma_pullback	0.287	1.12	5	6	0.00	deflated_sharpe 0.29 < 0.90; n_trades 5 < 12
ridge_momentum	0.056	0.39	41	6	0.20	deflated_sharpe 0.06 < 0.90
sma_cross	0.023	0.05	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
macd	0.040	0.25	15	6	0.20	deflated_sharpe 0.04 < 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	15	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.008	-0.30	7	6	0.20	deflated_sharpe 0.01 < 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	0.011	-0.18	33	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.000	-1.20	7	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
macd	0.031	0.15	14	6	0.40	deflated_sharpe 0.03 < 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

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	0.003	-0.60	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.003	-0.58	19	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.001	-0.90	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.000	-1.56	24	6	0.00	deflated_sharpe 0.00 < 0.90

PPC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.038	0.23	4	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
base_breakout	0.075	0.49	1	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 1 < 12
pead	0.010	-0.22	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.001	-0.90	15	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	0.240	1.00	15	6	0.20	deflated_sharpe 0.24 < 0.90
sma_cross	0.003	-0.60	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.174	0.86	12	6	0.00	deflated_sharpe 0.17 < 0.90

MGM short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.017	-0.05	6	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout	0.027	0.10	1	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
pead	0.014	-0.12	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.005	-0.41	28	6	0.40	deflated_sharpe 0.01 < 0.90
bollinger	0.733	1.62	6	6	0.20	deflated_sharpe 0.73 < 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	0.072	0.49	20	6	0.60	deflated_sharpe 0.07 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.001	-0.90	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.013	-0.13	21	6	0.00	deflated_sharpe 0.01 < 0.90

CPNG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.063	0.43	5	6	0.40	deflated_sharpe 0.06 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.075	0.50	3	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
rsi2	0.039	0.25	16	6	0.20	deflated_sharpe 0.04 < 0.90
bollinger	0.001	-0.84	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback	0.002	-0.61	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.009	-0.25	17	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.029	0.14	4	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.005	-0.42	20	6	0.00	deflated_sharpe 0.00 < 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	-1.64	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	0.000	-1.75	30	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.50	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.001	-0.80	14	6	0.00	deflated_sharpe 0.00 < 0.90

HR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.63	10	7	0.50	deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
base_breakout	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.017	-0.05	1	7	0.17	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
rsi2	0.014	-0.11	12	7	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.011	-0.18	7	7	0.33	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
ma_pullback	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.001	-0.74	33	7	0.50	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-0.94	6	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.001	-0.82	24	7	0.00	deflated_sharpe 0.00 < 0.90

CARR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.034	0.20	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
base_breakout	0.000	-1.15	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	0.093	0.62	27	6	0.00	deflated_sharpe 0.09 < 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	0.002	-0.67	13	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.009	-0.25	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.104	0.65	17	6	0.00	deflated_sharpe 0.10 < 0.90

XYZ short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.008	-0.29	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	0.066	0.47	3	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
rsi2	0.000	-1.26	22	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.011	-0.18	6	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.039	0.24	23	6	0.40	deflated_sharpe 0.04 < 0.90
sma_cross	0.008	-0.29	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.005	-0.41	17	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	0.027	0.11	1	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
pead	0.000	-1.17	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.008	-0.29	30	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.001	-0.72	7	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 7 < 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	-0.40	27	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.021	0.03	5	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.167	0.83	13	6	0.00	deflated_sharpe 0.17 < 0.90

OGE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.90	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	0.267	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	0.036	0.21	37	6	0.20	deflated_sharpe 0.04 < 0.90
sma_cross	0.000	-1.07	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.000	-1.46	23	6	0.00	deflated_sharpe 0.00 < 0.90

PENN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.011	-0.18	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.053	0.36	1	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
rsi2	0.568	1.81	32	6	0.00	deflated_sharpe 0.57 < 0.90
bollinger	0.352	1.37	8	6	0.00	deflated_sharpe 0.35 < 0.90; n_trades 8 < 12
ma_pullback	0.002	-0.65	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum	0.016	-0.06	23	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.003	-0.58	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.013	-0.13	16	6	0.00	deflated_sharpe 0.01 < 0.90

HD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.029	0.14	3	6	0.00	deflated_sharpe 0.03 < 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	0.002	-0.68	18	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	0.028	0.12	12	6	0.00	deflated_sharpe 0.03 < 0.90
sma_cross	0.007	-0.34	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.082	0.56	16	6	0.40	deflated_sharpe 0.08 < 0.90

LYV short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.55	3	6	0.20	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	0.256	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	-1.83	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	-1.15	12	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.001	-0.82	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd	0.005	-0.44	22	6	0.00	deflated_sharpe 0.00 < 0.90

PSX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.25	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 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	0.031	0.15	17	6	0.20	deflated_sharpe 0.03 < 0.90
bollinger	0.091	0.58	8	6	0.20	deflated_sharpe 0.09 < 0.90; n_trades 8 < 12
ma_pullback	0.000	-0.89	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.006	-0.36	37	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.004	-0.47	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.049	0.32	15	6	0.60	deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50

CNP short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-2.35	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	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	-1.26	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.000	-1.27	48	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.09	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd	0.001	-0.96	15	6	0.00	deflated_sharpe 0.00 < 0.90

EL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.54	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	0.035	0.19	23	6	0.00	deflated_sharpe 0.03 < 0.90
bollinger	0.001	-0.90	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ma_pullback	0.003	-0.52	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.002	-0.65	17	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.025	0.09	5	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd	0.049	0.33	18	6	0.40	deflated_sharpe 0.05 < 0.90

③ Create trade — tickets & performance since issue

no tickets on this date