Trading Models — Tournament 2026-07-17

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① Find tickers

1003 universe → 40 L / 40 S past FA gate

79 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	NEM	Materials	0.86
3	EQT	Energy	0.85
4	EXE	Energy	0.85
5	RRC	Energy	0.82
6	MU	Information Technology	0.82
7	NBIX	Health Care	0.81
8	ALB	Materials	0.80
9	AR	Energy	0.80
10	FIS	Financials	0.79
11	NVDA	Information Technology	0.79
12	NU	Financials	0.78
13	PTC	Information Technology	0.78
14	FSLR	Information Technology	0.78
15	RGLD	Materials	0.77
16	EVR	Financials	0.77
17	CF	Materials	0.77
18	FICO	Information Technology	0.75
19	AFL	Financials	0.74
20	MLI	Industrials	0.73
21	INCY	Health Care	0.72
22	RDDT	Communication Services	0.72
23	BLK	Financials	0.71
24	ADSK	Information Technology	0.71
25	MRP	Consumer Discretionary	0.71
26	EOG	Energy	0.70
27	FNF	Financials	0.70
28	HRB	Consumer Discretionary	0.69
29	COLB	Financials	0.68
30	SF	Financials	0.68
31	C	Financials	0.67
32	AMP	Financials	0.67
33	EG	Financials	0.67
34	ALL	Financials	0.67
35	GMED	Health Care	0.66
36	EWBC	Financials	0.66
37	BKNG	Consumer Discretionary	0.66
38	CB	Financials	0.66
39	JPM	Financials	0.66
40	PLTR	Information Technology	0.65

Short slate — bottom FA

#	ticker	sector	FA
1	BHF	Financials	0.18
2	RARE	Health Care	0.18
3	CG	Financials	0.20
4	LPX	Materials	0.20
5	MKL	Financials	0.21
6	COIN	Financials	0.21
7	MOH	Health Care	0.21
8	DOW	Materials	0.22
9	MTN	Consumer Discretionary	0.25
10	FND	Consumer Discretionary	0.26
11	DE	Industrials	0.26
12	DJT	Communication Services	0.26
13	OLN	Materials	0.27
14	HOG	Consumer Discretionary	0.27
15	ENPH	Information Technology	0.27
16	CNH	Industrials	0.27
17	PPC	Consumer Staples	0.29
18	CPNG	Consumer Discretionary	0.30
19	MGM	Consumer Discretionary	0.30
20	HON	Industrials	0.30
21	MDU	Utilities	0.30
22	IDA	Utilities	0.30
23	PENN	Consumer Discretionary	0.30
24	LMT	Industrials	0.30
25	HR	Real Estate	0.31
26	KMX	Consumer Discretionary	0.31
27	CARR	Industrials	0.32
28	HD	Consumer Discretionary	0.32
29	PSX	Energy	0.32
30	LYV	Communication Services	0.33
31	OGE	Utilities	0.33
32	NSC	Industrials	0.33
33	PR	Energy	0.34
34	RH	Consumer Discretionary	0.34
35	CNP	Utilities	0.34
36	EL	Consumer Staples	0.34
37	CPT	Real Estate	0.34
38	COLD	Real Estate	0.35
39	CLX	Consumer Staples	0.35
40	PFGC	Consumer Staples	0.36

② Find strategy — walk-forward tournament

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

79 ticker(s) with no survivor — show verdicts

AU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.150	0.85	6	6	0.60	deflated_sharpe 0.15 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
base_breakout	0.192	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	0.056	0.38	27	6	0.00	deflated_sharpe 0.06 < 0.90
bollinger	0.536	1.32	2	6	0.20	deflated_sharpe 0.54 < 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	0.609	1.89	23	6	0.00	deflated_sharpe 0.61 < 0.90
sma_cross	0.457	1.64	2	6	0.20	deflated_sharpe 0.46 < 0.90; n_trades 2 < 12
macd	0.306	1.30	19	6	0.00	deflated_sharpe 0.31 < 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	0.170	1.01	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	0.081	0.55	28	6	0.20	deflated_sharpe 0.08 < 0.90
bollinger	0.017	-0.05	4	6	0.20	deflated_sharpe 0.02 < 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	0.094	0.62	20	6	1.00	deflated_sharpe 0.09 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.153	0.87	4	6	0.40	deflated_sharpe 0.15 < 0.90; n_trades 4 < 12
macd	0.039	0.25	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	0.012	-0.17	7	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
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	0.352	1.35	36	6	0.60	deflated_sharpe 0.35 < 0.90; param change-rate 0.60 > 0.50
bollinger	0.712	1.75	7	6	0.00	deflated_sharpe 0.71 < 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	0.174	0.91	23	6	0.40	deflated_sharpe 0.17 < 0.90
sma_cross	0.105	0.67	4	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 4 < 12
macd	0.025	0.07	20	6	0.60	deflated_sharpe 0.02 < 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	0.007	-0.31	6	6	0.00	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	0.015	-0.09	13	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.055	0.38	4	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
macd	0.011	-0.18	17	6	0.40	deflated_sharpe 0.01 < 0.90

RRC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.91	9	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
base_breakout	0.013	-0.13	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	0.035	0.21	4	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
ma_pullback	0.004	-0.44	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.172	0.93	27	6	0.40	deflated_sharpe 0.17 < 0.90
sma_cross	0.046	0.31	4	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
macd	0.074	0.51	20	6	0.60	deflated_sharpe 0.07 < 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	0.232	1.08	3	6	0.40	deflated_sharpe 0.23 < 0.90; n_trades 3 < 12
pead	0.542	1.07	2	6	0.20	deflated_sharpe 0.54 < 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	5	6	0.20	deflated_sharpe 0.64 < 0.90; n_trades 5 < 12
ma_pullback	0.749	2.08	3	6	0.40	deflated_sharpe 0.75 < 0.90; n_trades 3 < 12
ridge_momentum	0.036	0.21	21	6	0.40	deflated_sharpe 0.04 < 0.90
sma_cross	0.352	1.39	7	6	0.20	deflated_sharpe 0.35 < 0.90; n_trades 7 < 12
macd	0.124	0.75	20	6	0.00	deflated_sharpe 0.12 < 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	0.019	-0.01	6	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
ma_pullback	0.058	0.42	2	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ridge_momentum	0.020	-0.00	39	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.018	-0.03	3	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.028	0.12	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	-0.59	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	21	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	0.033	0.17	23	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.394	1.48	1	6	0.20	deflated_sharpe 0.39 < 0.90; n_trades 1 < 12
macd	0.035	0.20	19	6	0.60	deflated_sharpe 0.03 < 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	0.017	-0.06	7	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
base_breakout	0.020	0.00	3	6	0.40	deflated_sharpe 0.02 < 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	0.018	-0.03	22	6	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.207	1.01	11	6	0.00	deflated_sharpe 0.21 < 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	0.088	0.59	29	6	0.40	deflated_sharpe 0.09 < 0.90
sma_cross	0.007	-0.32	5	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.084	0.56	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	0.000	-0.74	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	11	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 11 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.000	-1.49	15	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.022	0.03	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.001	-0.85	18	6	0.00	deflated_sharpe 0.00 < 0.90

NVDA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.086	0.53	8	7	0.00	deflated_sharpe 0.09 < 0.90; n_trades 8 < 12
base_breakout	0.001	-0.76	5	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 5 < 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	0.054	0.34	53	7	0.50	deflated_sharpe 0.05 < 0.90
sma_cross	0.034	0.18	7	7	0.33	deflated_sharpe 0.03 < 0.90; n_trades 7 < 12
macd	0.006	-0.33	20	7	0.00	deflated_sharpe 0.01 < 0.90

NU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.16	9	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
base_breakout	0.001	-0.90	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead	0.995	1.76	1	6	0.20	n_trades 1 < 12
rsi2	0.007	-0.31	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	0.008	-0.29	31	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.016	-0.07	3	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.116	0.71	12	6	0.00	deflated_sharpe 0.12 < 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	0.002	-0.67	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.008	-0.30	22	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.075	0.48	3	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
macd	0.012	-0.17	18	6	0.40	deflated_sharpe 0.01 < 0.90

FSLR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.021	0.02	3	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 3 < 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	0.092	0.59	21	6	0.00	deflated_sharpe 0.09 < 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	0.002	-0.71	23	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.084	0.56	2	6	0.60	deflated_sharpe 0.08 < 0.90; n_trades 2 < 12; param change-rate 0.60 > 0.50
macd	0.000	-1.35	22	6	0.00	deflated_sharpe 0.00 < 0.90

RGLD long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.090	0.60	5	6	0.20	deflated_sharpe 0.09 < 0.90; n_trades 5 < 12
base_breakout	0.056	0.39	1	6	0.00	deflated_sharpe 0.06 < 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	0.017	-0.05	32	6	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.004	-0.44	5	6	0.20	deflated_sharpe 0.00 < 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	0.063	0.44	17	6	0.60	deflated_sharpe 0.06 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.152	0.86	4	6	0.20	deflated_sharpe 0.15 < 0.90; n_trades 4 < 12
macd	0.460	1.71	16	6	0.00	deflated_sharpe 0.46 < 0.90

EVR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.456	1.43	4	6	0.20	deflated_sharpe 0.46 < 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	-0.61	27	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.005	-0.41	5	6	0.60	deflated_sharpe 0.00 < 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	0.032	0.17	19	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.357	1.30	3	6	0.00	deflated_sharpe 0.36 < 0.90; n_trades 3 < 12
macd	0.028	0.12	20	6	0.00	deflated_sharpe 0.03 < 0.90

CF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.090	0.58	6	6	0.20	deflated_sharpe 0.09 < 0.90; n_trades 6 < 12
base_breakout	0.042	0.27	2	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.059	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	0.165	0.92	25	6	0.60	deflated_sharpe 0.16 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.046	0.31	6	6	0.40	deflated_sharpe 0.05 < 0.90; n_trades 6 < 12
macd	0.067	0.45	16	6	0.20	deflated_sharpe 0.07 < 0.90

FICO long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.020	0.00	4	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout	0.140	0.78	1	6	0.00	deflated_sharpe 0.14 < 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	-0.93	34	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.011	-0.19	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.000	-1.17	17	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50

AFL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.75	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.000	-1.07	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	0.017	-0.05	27	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.002	-0.69	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.000	-0.98	18	6	0.20	deflated_sharpe 0.00 < 0.90

MLI long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.539	1.66	2	6	0.00	deflated_sharpe 0.54 < 0.90; n_trades 2 < 12
base_breakout	0.302	1.21	2	6	0.00	deflated_sharpe 0.30 < 0.90; n_trades 2 < 12
pead	0.382	0.85	1	6	0.00	deflated_sharpe 0.38 < 0.90; n_trades 1 < 12
rsi2	0.771	1.84	45	6	0.00	deflated_sharpe 0.77 < 0.90
bollinger	0.189	0.86	4	6	0.20	deflated_sharpe 0.19 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-1.17	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.171	0.90	25	6	0.60	deflated_sharpe 0.17 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.200	0.97	3	6	0.00	deflated_sharpe 0.20 < 0.90; n_trades 3 < 12
macd	0.038	0.23	20	6	0.40	deflated_sharpe 0.04 < 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	0.027	0.11	28	6	0.20	deflated_sharpe 0.03 < 0.90
sma_cross	0.164	0.87	3	6	0.20	deflated_sharpe 0.16 < 0.90; n_trades 3 < 12
macd	0.146	0.81	11	6	0.20	deflated_sharpe 0.15 < 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

BLK long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.055	0.38	4	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
base_breakout	0.148	0.85	3	6	0.20	deflated_sharpe 0.15 < 0.90; n_trades 3 < 12
pead	0.333	1.03	2	6	0.00	deflated_sharpe 0.33 < 0.90; n_trades 2 < 12
rsi2	0.036	0.22	36	6	0.60	deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
bollinger	0.116	0.65	2	6	0.20	deflated_sharpe 0.12 < 0.90; n_trades 2 < 12
ma_pullback	0.005	-0.36	2	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum	0.102	0.66	24	6	0.40	deflated_sharpe 0.10 < 0.90
sma_cross	0.044	0.29	5	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd	0.004	-0.51	18	6	0.00	deflated_sharpe 0.00 < 0.90

ADSK long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.040	0.26	2	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
base_breakout	0.078	0.59	1	6	0.00	deflated_sharpe 0.08 < 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	0.036	0.21	8	6	0.20	deflated_sharpe 0.04 < 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	0.012	-0.15	16	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.005	-0.43	5	6	0.80	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.80 > 0.50
macd	0.001	-0.83	18	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	8	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 8 < 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	0.020	0.01	20	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.006	-0.36	6	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.104	0.66	17	6	0.00	deflated_sharpe 0.10 < 0.90

FNF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-0.97	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	-1.30	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead	0.070	0.44	1	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
rsi2	0.009	-0.25	25	6	0.40	deflated_sharpe 0.01 < 0.90
bollinger	0.091	0.59	8	6	0.60	deflated_sharpe 0.09 < 0.90; n_trades 8 < 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	0.061	0.42	43	6	0.40	deflated_sharpe 0.06 < 0.90
sma_cross	0.001	-0.95	8	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd	0.001	-0.81	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	-1.21	5	6	1.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 1.00 > 0.50
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	-0.97	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	0.003	-0.54	40	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.001	-0.80	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.005	-0.44	14	6	0.00	deflated_sharpe 0.00 < 0.90

COLB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.032	0.17	6	6	0.20	deflated_sharpe 0.03 < 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	0.20	deflated_sharpe 0.69 < 0.90
bollinger	0.070	0.48	9	6	0.40	deflated_sharpe 0.07 < 0.90; n_trades 9 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.112	0.71	25	6	0.60	deflated_sharpe 0.11 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.047	0.31	3	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
macd	0.011	-0.18	14	6	0.00	deflated_sharpe 0.01 < 0.90

SF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.177	0.81	6	6	0.20	deflated_sharpe 0.18 < 0.90; n_trades 6 < 12
base_breakout	0.028	0.12	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	0.061	0.41	5	6	0.20	deflated_sharpe 0.06 < 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	0.017	-0.05	23	6	0.20	deflated_sharpe 0.02 < 0.90
sma_cross	0.135	0.74	4	6	0.00	deflated_sharpe 0.14 < 0.90; n_trades 4 < 12
macd	0.113	0.71	20	6	0.20	deflated_sharpe 0.11 < 0.90

C long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.473	1.59	5	6	0.20	deflated_sharpe 0.47 < 0.90; n_trades 5 < 12
base_breakout	0.185	0.95	5	6	0.20	deflated_sharpe 0.18 < 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	0.165	0.97	25	6	0.40	deflated_sharpe 0.17 < 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

AMP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.041	0.26	6	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 6 < 12
base_breakout	0.004	-0.40	1	6	0.00	deflated_sharpe 0.00 < 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	0.005	-0.41	22	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.051	0.34	8	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 8 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.000	-1.01	14	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.032	0.17	4	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.001	-0.77	15	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	-1.90	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	0.120	0.74	18	6	0.20	deflated_sharpe 0.12 < 0.90
sma_cross	0.000	-1.28	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.000	-1.10	21	6	0.00	deflated_sharpe 0.00 < 0.90

ALL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.74	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	0.436	1.57	9	6	0.20	deflated_sharpe 0.44 < 0.90; n_trades 9 < 12
ma_pullback	0.017	-0.06	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
ridge_momentum	0.165	0.91	35	6	0.80	deflated_sharpe 0.16 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.006	-0.38	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.050	0.34	18	6	0.00	deflated_sharpe 0.05 < 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	0.191	0.85	2	6	0.20	deflated_sharpe 0.19 < 0.90; n_trades 2 < 12
pead	0.071	0.46	3	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
rsi2	0.007	-0.34	22	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	-0.80	38	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.266	0.86	3	6	0.20	deflated_sharpe 0.27 < 0.90; n_trades 3 < 12
macd	0.008	-0.29	16	6	0.40	deflated_sharpe 0.01 < 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	0.030	0.14	3	6	0.00	deflated_sharpe 0.03 < 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	0.108	0.71	26	6	0.20	deflated_sharpe 0.11 < 0.90
sma_cross	0.062	0.42	5	6	0.60	deflated_sharpe 0.06 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd	0.363	1.49	11	6	0.20	deflated_sharpe 0.36 < 0.90; n_trades 11 < 12

BKNG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.236	1.08	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	0.006	-0.36	31	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.001	-0.75	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback	0.012	-0.15	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum	0.060	0.42	23	6	0.20	deflated_sharpe 0.06 < 0.90
sma_cross	0.081	0.53	5	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
macd	0.077	0.51	16	6	0.40	deflated_sharpe 0.08 < 0.90

CB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.017	-0.05	4	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout	0.027	0.10	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
pead	0.023	0.05	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
rsi2	0.039	0.24	31	6	0.20	deflated_sharpe 0.04 < 0.90
bollinger	0.036	0.21	2	6	0.20	deflated_sharpe 0.04 < 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	0.051	0.35	29	6	0.40	deflated_sharpe 0.05 < 0.90
sma_cross	0.070	0.48	2	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
macd	0.011	-0.20	17	6	0.00	deflated_sharpe 0.01 < 0.90

JPM long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.293	1.07	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	0.038	0.22	44	7	0.17	deflated_sharpe 0.04 < 0.90
bollinger	0.211	0.86	3	7	0.17	deflated_sharpe 0.21 < 0.90; n_trades 3 < 12
ma_pullback	0.004	-0.38	1	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.290	1.16	10	7	0.33	deflated_sharpe 0.29 < 0.90; n_trades 10 < 12
sma_cross	0.169	0.82	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

PLTR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.244	1.08	10	6	0.00	deflated_sharpe 0.24 < 0.90; n_trades 10 < 12
base_breakout	0.088	0.56	6	6	0.80	deflated_sharpe 0.09 < 0.90; n_trades 6 < 12; param change-rate 0.80 > 0.50
pead	0.000	-0.98	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.258	1.02	34	6	0.00	deflated_sharpe 0.26 < 0.90
bollinger	0.013	-0.14	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ma_pullback	0.112	0.69	2	6	0.00	deflated_sharpe 0.11 < 0.90; n_trades 2 < 12
ridge_momentum	0.189	0.94	21	6	0.20	deflated_sharpe 0.19 < 0.90
sma_cross	0.466	1.54	3	6	0.20	deflated_sharpe 0.47 < 0.90; n_trades 3 < 12
macd	0.523	1.62	18	6	0.40	deflated_sharpe 0.52 < 0.90

BHF short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.005	-0.40	5	6	0.60	deflated_sharpe 0.01 < 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	-0.25	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	-0.97	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.000	-0.94	17	6	0.40	deflated_sharpe 0.00 < 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	0.040	0.24	34	6	0.20	deflated_sharpe 0.04 < 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	0.275	0.88	28	6	0.80	deflated_sharpe 0.28 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.013	-0.14	5	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.020	0.01	17	6	0.00	deflated_sharpe 0.02 < 0.90

CG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.031	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	0.20	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	0.007	-0.31	40	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	-0.76	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	0.023	0.06	32	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.015	-0.10	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.023	0.05	16	6	0.00	deflated_sharpe 0.02 < 0.90

MKL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.64	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	0.322	1.00	3	6	0.00	deflated_sharpe 0.32 < 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	0.030	0.14	11	6	0.40	deflated_sharpe 0.03 < 0.90; n_trades 11 < 12
sma_cross	0.004	-0.46	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.000	-0.99	21	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	0.022	0.04	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	0.007	-0.32	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	0.002	-0.59	33	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.004	-0.49	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.066	0.46	11	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 11 < 12

MOH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.004	-0.46	8	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12; param change-rate 0.60 > 0.50
base_breakout	0.006	-0.35	1	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead	0.000	-0.90	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.056	0.36	36	6	0.40	deflated_sharpe 0.06 < 0.90
bollinger	0.047	0.31	7	6	0.20	deflated_sharpe 0.05 < 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	0.052	0.34	40	6	0.60	deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.028	0.12	3	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd	0.196	0.91	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	0.003	-0.54	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	-0.48	31	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.205	1.01	1	6	0.00	deflated_sharpe 0.20 < 0.90; n_trades 1 < 12
macd	0.015	-0.08	16	6	0.20	deflated_sharpe 0.02 < 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	29	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.343	1.45	8	6	0.20	deflated_sharpe 0.34 < 0.90; n_trades 8 < 12
ma_pullback	0.031	0.17	2	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
ridge_momentum	0.324	1.32	34	6	0.60	deflated_sharpe 0.32 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.007	-0.33	3	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.011	-0.18	19	6	0.00	deflated_sharpe 0.01 < 0.90

FND short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.056	0.36	8	7	0.00	deflated_sharpe 0.06 < 0.90; n_trades 8 < 12
base_breakout	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.149	0.79	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	0.031	0.15	36	7	0.33	deflated_sharpe 0.03 < 0.90
sma_cross	0.029	0.13	5	7	0.50	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd	0.002	-0.62	23	7	0.67	deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50

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	0.001	-0.67	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.001	-0.77	17	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	-0.90	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	0.002	-0.66	8	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12; param change-rate 0.60 > 0.50
base_breakout	0.015	-0.09	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	0.003	-0.56	36	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.006	-0.38	5	6	0.20	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	0.082	0.56	39	6	0.20	deflated_sharpe 0.08 < 0.90
sma_cross	0.028	0.12	1	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
macd	0.052	0.36	14	6	0.20	deflated_sharpe 0.05 < 0.90

OLN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.082	0.57	3	6	0.00	deflated_sharpe 0.08 < 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	0.007	-0.31	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-1.31	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum	0.034	0.19	54	6	0.80	deflated_sharpe 0.03 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.069	0.48	5	6	0.40	deflated_sharpe 0.07 < 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	0.148	0.84	38	6	0.20	deflated_sharpe 0.15 < 0.90
bollinger	0.000	-1.09	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	0.023	0.05	45	6	0.20	deflated_sharpe 0.02 < 0.90
sma_cross	0.080	0.54	5	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
macd	0.004	-0.48	19	6	0.00	deflated_sharpe 0.00 < 0.90

ENPH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.049	0.33	3	6	0.00	deflated_sharpe 0.05 < 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	0.186	0.93	3	6	0.20	deflated_sharpe 0.19 < 0.90; n_trades 3 < 12
ma_pullback	0.014	-0.11	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum	0.071	0.51	18	6	0.20	deflated_sharpe 0.07 < 0.90
sma_cross	0.260	1.12	2	6	0.00	deflated_sharpe 0.26 < 0.90; n_trades 2 < 12
macd	0.004	-0.44	15	6	0.40	deflated_sharpe 0.00 < 0.90

CNH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.014	-0.11	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 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	0.002	-0.70	8	6	0.40	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	0.014	-0.12	31	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.000	-1.09	6	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
macd	0.022	0.04	16	6	0.40	deflated_sharpe 0.02 < 0.90

PPC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.023	0.05	5	6	0.60	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
base_breakout	0.073	0.48	1	6	0.00	deflated_sharpe 0.07 < 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	0.115	0.66	18	6	0.00	deflated_sharpe 0.11 < 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	0.040	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	0.004	-0.45	16	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.038	0.24	4	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
macd	0.007	-0.31	20	6	0.00	deflated_sharpe 0.01 < 0.90

MGM short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.017	-0.05	6	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout	0.027	0.10	1	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
pead	0.014	-0.12	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.005	-0.39	28	6	0.40	deflated_sharpe 0.01 < 0.90
bollinger	0.748	1.64	6	6	0.20	deflated_sharpe 0.75 < 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	0.095	0.62	19	6	0.40	deflated_sharpe 0.10 < 0.90
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	0.013	-0.14	23	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.008	-0.29	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.006	-0.37	13	6	0.20	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	0.002	-0.68	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	-0.60	19	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.01	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.000	-1.57	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	-1.76	32	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.36	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.001	-0.84	14	6	0.40	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	0.518	1.70	32	6	0.00	deflated_sharpe 0.52 < 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	-0.63	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.025	0.08	24	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

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	-0.92	47	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.065	0.42	3	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
macd	0.001	-0.99	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	-1.64	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	-0.93	30	7	0.17	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	-0.85	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	0.025	0.08	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	0.006	-0.37	30	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.001	-0.88	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	0.001	-0.88	26	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.015	-0.08	5	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.140	0.75	13	6	0.00	deflated_sharpe 0.14 < 0.90

CARR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.034	0.20	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
base_breakout	0.000	-0.82	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	0.008	-0.30	11	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 11 < 12
sma_cross	0.005	-0.39	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.098	0.63	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	0.026	0.10	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	0.022	0.03	11	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 11 < 12
sma_cross	0.006	-0.38	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.078	0.53	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	0.025	0.08	17	6	0.20	deflated_sharpe 0.03 < 0.90
bollinger	0.047	0.31	7	6	0.40	deflated_sharpe 0.05 < 0.90; n_trades 7 < 12
ma_pullback	0.000	-0.89	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.006	-0.39	36	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.003	-0.52	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.031	0.16	14	6	0.40	deflated_sharpe 0.03 < 0.90

LYV short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-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	-1.82	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	-1.14	11	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 11 < 12; param change-rate 0.60 > 0.50
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	-2.16	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	0.008	-0.28	30	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.07	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.000	-1.38	20	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50

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	0.051	0.32	46	7	0.17	deflated_sharpe 0.05 < 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	-0.65	19	7	0.00	deflated_sharpe 0.00 < 0.90

PR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.01	4	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	-0.81	1	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.016	-0.06	23	7	0.17	deflated_sharpe 0.02 < 0.90
bollinger	0.000	-1.50	6	7	0.50	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.000	-1.35	68	7	0.50	deflated_sharpe 0.00 < 0.90
sma_cross	0.001	-0.76	6	7	0.50	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.005	-0.41	18	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	0.096	0.60	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	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.024	0.07	27	6	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.093	0.59	4	6	0.60	deflated_sharpe 0.09 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.043	0.28	36	6	0.60	deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.032	0.17	4	6	0.40	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.099	0.66	15	6	0.00	deflated_sharpe 0.10 < 0.90

CNP short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-2.00	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	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	-1.30	41	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 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	-0.57	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	0.000	-1.19	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	0.001	-0.85	16	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.022	0.04	5	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.048	0.32	18	6	0.80	deflated_sharpe 0.05 < 0.90; param change-rate 0.80 > 0.50

CPT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.98	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.010	-0.21	3	6	0.40	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	0.002	-0.65	19	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.269	0.93	1	6	0.00	deflated_sharpe 0.27 < 0.90; n_trades 1 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.114	0.68	25	6	0.60	deflated_sharpe 0.11 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.002	-0.68	4	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
macd	0.018	-0.02	19	6	0.40	deflated_sharpe 0.02 < 0.90

COLD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.034	0.19	5	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
base_breakout	0.000	-1.44	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	0.102	0.62	4	6	0.20	deflated_sharpe 0.10 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-0.82	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.110	0.71	15	6	0.40	deflated_sharpe 0.11 < 0.90
sma_cross	0.138	0.81	4	6	0.40	deflated_sharpe 0.14 < 0.90; n_trades 4 < 12
macd	0.120	0.75	16	6	0.20	deflated_sharpe 0.12 < 0.90

CLX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.025	0.08	5	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 5 < 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	0.022	0.04	17	6	0.20	deflated_sharpe 0.02 < 0.90
sma_cross	0.080	0.53	2	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 2 < 12
macd	0.177	0.91	14	6	0.20	deflated_sharpe 0.18 < 0.90

PFGC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.91	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.365	1.23	10	6	0.00	deflated_sharpe 0.37 < 0.90; n_trades 10 < 12
bollinger	0.070	0.47	8	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 8 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.003	-0.57	15	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.006	-0.39	2	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
macd	0.002	-0.69	21	6	0.20	deflated_sharpe 0.00 < 0.90

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