Trading Models — Tournament 2026-07-16

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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	0.92
2	SNDK	Information Technology	0.87
3	NEM	Materials	0.86
4	EQT	Energy	0.85
5	EXE	Energy	0.85
6	MU	Information Technology	0.81
7	NBIX	Health Care	0.81
8	RRC	Energy	0.81
9	ALB	Materials	0.80
10	AR	Energy	0.79
11	FIS	Financials	0.79
12	NVDA	Information Technology	0.79
13	NU	Financials	0.78
14	FSLR	Information Technology	0.78
15	PTC	Information Technology	0.78
16	RGLD	Materials	0.77
17	EVR	Financials	0.77
18	CF	Materials	0.77
19	AFL	Financials	0.74
20	FICO	Information Technology	0.74
21	MLI	Industrials	0.72
22	INCY	Health Care	0.72
23	ADSK	Information Technology	0.71
24	RDDT	Communication Services	0.71
25	MRP	Consumer Discretionary	0.70
26	FNF	Financials	0.70
27	EOG	Energy	0.70
28	HRB	Consumer Discretionary	0.69
29	COLB	Financials	0.68
30	SF	Financials	0.67
31	ALL	Financials	0.67
32	AMP	Financials	0.67
33	CB	Financials	0.67
34	ROP	Industrials	0.67
35	EG	Financials	0.67
36	C	Financials	0.66
37	BKNG	Consumer Discretionary	0.66
38	EWBC	Financials	0.66
39	JPM	Financials	0.66
40	GMED	Health Care	0.65

Short slate — bottom FA

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

RDDT long no survivor 29 parameter sets tried

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

FNF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.01	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	-1.30	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead	0.070	0.44	1	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
rsi2	0.008	-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

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

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

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

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

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

CB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.022	0.04	4	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout	0.035	0.21	3	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
pead	0.023	0.05	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
rsi2	0.058	0.40	32	6	0.20	deflated_sharpe 0.06 < 0.90
bollinger	0.087	0.60	2	6	0.20	deflated_sharpe 0.09 < 0.90; n_trades 2 < 12
ma_pullback	0.000	-0.89	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum	0.069	0.47	28	6	0.40	deflated_sharpe 0.07 < 0.90
sma_cross	0.080	0.54	2	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 2 < 12
macd	0.010	-0.21	17	6	0.00	deflated_sharpe 0.01 < 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

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

C long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.455	1.55	5	6	0.20	deflated_sharpe 0.45 < 0.90; n_trades 5 < 12
base_breakout	0.210	1.02	5	6	0.20	deflated_sharpe 0.21 < 0.90; n_trades 5 < 12
pead	0.031	0.16	1	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
rsi2	0.195	0.98	39	6	0.00	deflated_sharpe 0.20 < 0.90
bollinger	0.260	1.05	4	6	0.00	deflated_sharpe 0.26 < 0.90; n_trades 4 < 12
ma_pullback	0.002	-0.69	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum	0.137	0.86	25	6	0.20	deflated_sharpe 0.14 < 0.90
sma_cross	0.394	1.47	2	6	0.00	deflated_sharpe 0.39 < 0.90; n_trades 2 < 12
macd	0.266	1.25	20	6	0.20	deflated_sharpe 0.27 < 0.90

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

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	0.053	0.36	3	6	0.40	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
pead	0.352	0.86	2	6	0.20	deflated_sharpe 0.35 < 0.90; n_trades 2 < 12
rsi2	0.005	-0.43	34	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	-1.37	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.148	0.88	25	6	0.80	deflated_sharpe 0.15 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.101	0.64	3	6	0.20	deflated_sharpe 0.10 < 0.90; n_trades 3 < 12
macd	0.302	1.33	11	6	0.00	deflated_sharpe 0.30 < 0.90; n_trades 11 < 12

JPM long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.288	1.06	8	7	0.00	deflated_sharpe 0.29 < 0.90; n_trades 8 < 12
base_breakout	0.019	-0.02	4	7	0.00	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
pead	0.005	-0.36	1	7	0.33	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.043	0.26	45	7	0.17	deflated_sharpe 0.04 < 0.90
bollinger	0.233	0.90	4	7	0.17	deflated_sharpe 0.23 < 0.90; n_trades 4 < 12
ma_pullback	0.004	-0.38	1	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.211	0.98	12	7	0.50	deflated_sharpe 0.21 < 0.90
sma_cross	0.167	0.81	5	7	0.50	deflated_sharpe 0.17 < 0.90; n_trades 5 < 12
macd	0.211	0.99	17	7	0.17	deflated_sharpe 0.21 < 0.90

GMED long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.057	0.38	6	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
base_breakout	0.158	0.70	1	6	0.20	deflated_sharpe 0.16 < 0.90; n_trades 1 < 12
pead	0.071	0.46	3	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
rsi2	0.007	-0.33	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	0.001	-0.74	42	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.263	0.86	3	6	0.20	deflated_sharpe 0.26 < 0.90; n_trades 3 < 12
macd	0.008	-0.28	16	6	0.40	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

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

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

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

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

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

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

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

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

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

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

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

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	0.099	0.63	1	6	0.00	deflated_sharpe 0.10 < 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	0.228	1.09	38	6	0.20	deflated_sharpe 0.23 < 0.90
bollinger	0.001	-0.74	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.040	0.26	3	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
ridge_momentum	0.054	0.37	43	6	0.40	deflated_sharpe 0.05 < 0.90
sma_cross	0.080	0.54	5	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
macd	0.008	-0.30	19	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 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

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

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

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

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

HON short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.51	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout	0.004	-0.43	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.000	-0.96	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.027	0.11	14	6	0.20	deflated_sharpe 0.03 < 0.90
bollinger	0.021	0.01	6	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.026	0.09	23	6	0.20	deflated_sharpe 0.03 < 0.90
sma_cross	0.009	-0.24	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.004	-0.47	15	6	0.20	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

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

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

LMT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.010	-0.22	5	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 5 < 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	0.001	-0.87	43	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.027	0.11	4	6	0.60	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
macd	0.000	-1.04	21	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50

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

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

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

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

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

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

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

NSC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.70	9	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 9 < 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	0.021	0.02	11	7	0.00	deflated_sharpe 0.02 < 0.90; n_trades 11 < 12
bollinger	0.473	1.28	3	7	0.00	deflated_sharpe 0.47 < 0.90; n_trades 3 < 12
ma_pullback	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.025	0.08	43	7	0.50	deflated_sharpe 0.03 < 0.90
sma_cross	0.000	-1.58	8	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd	0.002	-0.63	19	7	0.00	deflated_sharpe 0.00 < 0.90

RH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.105	0.63	3	6	0.20	deflated_sharpe 0.10 < 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	-0.84	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.024	0.07	27	6	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.577	1.65	6	6	0.20	deflated_sharpe 0.58 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.032	0.17	32	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.035	0.20	4	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
macd	0.108	0.70	15	6	0.00	deflated_sharpe 0.11 < 0.90

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

CPT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.17	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 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	0.001	-0.79	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	0.245	1.06	30	6	0.40	deflated_sharpe 0.24 < 0.90
sma_cross	0.001	-0.74	4	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
macd	0.026	0.09	19	6	0.40	deflated_sharpe 0.03 < 0.90

CLX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.006	-0.35	7	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
base_breakout	0.053	0.36	2	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 2 < 12
pead	0.003	-0.58	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.106	0.65	30	6	0.20	deflated_sharpe 0.11 < 0.90
bollinger	0.003	-0.54	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ma_pullback	0.048	0.32	1	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
ridge_momentum	0.014	-0.12	18	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.088	0.57	2	6	0.20	deflated_sharpe 0.09 < 0.90; n_trades 2 < 12
macd	0.170	0.89	14	6	0.20	deflated_sharpe 0.17 < 0.90

COLD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.035	0.20	5	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
base_breakout	0.000	-1.10	3	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
pead	0.030	0.15	4	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
rsi2	0.514	1.61	43	6	0.00	deflated_sharpe 0.51 < 0.90
bollinger	0.043	0.27	3	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
ma_pullback	0.000	-0.82	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.129	0.80	10	6	0.40	deflated_sharpe 0.13 < 0.90; n_trades 10 < 12
sma_cross	0.141	0.82	4	6	0.40	deflated_sharpe 0.14 < 0.90; n_trades 4 < 12
macd	0.121	0.76	16	6	0.20	deflated_sharpe 0.12 < 0.90

CORT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.57	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	0.058	0.40	1	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
rsi2	0.004	-0.48	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
bollinger	0.063	0.42	4	6	0.20	deflated_sharpe 0.06 < 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	0.138	0.76	23	6	0.80	deflated_sharpe 0.14 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.14	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

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