Trading Models — Tournament 2026-07-20

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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	MU	Information Technology	0.90
3	SNDK	Information Technology	0.87
4	NEM	Materials	0.86
5	EXE	Energy	0.84
6	EQT	Energy	0.84
7	RRC	Energy	0.81
8	NBIX	Health Care	0.80
9	ALB	Materials	0.80
10	AR	Energy	0.79
11	FIS	Financials	0.79
12	NVDA	Information Technology	0.79
13	PTC	Information Technology	0.78
14	FSLR	Information Technology	0.78
15	RGLD	Materials	0.77
16	NU	Financials	0.77
17	EVR	Financials	0.77
18	CF	Materials	0.76
19	FICO	Information Technology	0.74
20	MLI	Industrials	0.74
21	AFL	Financials	0.72
22	INCY	Health Care	0.72
23	RDDT	Communication Services	0.71
24	ADSK	Information Technology	0.71
25	MRP	Consumer Discretionary	0.70
26	EOG	Energy	0.70
27	FNF	Financials	0.70
28	HRB	Consumer Discretionary	0.69
29	SF	Financials	0.67
30	COLB	Financials	0.67
31	EG	Financials	0.67
32	C	Financials	0.67
33	CB	Financials	0.67
34	ROP	Industrials	0.66
35	ALL	Financials	0.66
36	EWBC	Financials	0.66
37	BKNG	Consumer Discretionary	0.66
38	AMP	Financials	0.66
39	GMED	Health Care	0.66
40	JPM	Financials	0.65

Short slate — bottom FA

#	ticker	sector	FA
1	OLN	Materials	0.15
2	BHF	Financials	0.18
3	RARE	Health Care	0.18
4	CG	Financials	0.21
5	LPX	Materials	0.21
6	MKL	Financials	0.21
7	COIN	Financials	0.21
8	DOW	Materials	0.21
9	HOG	Consumer Discretionary	0.22
10	MOH	Health Care	0.22
11	MTN	Consumer Discretionary	0.25
12	MGM	Consumer Discretionary	0.26
13	DE	Industrials	0.26
14	LYV	Communication Services	0.27
15	DJT	Communication Services	0.27
16	HON	Industrials	0.27
17	FND	Consumer Discretionary	0.27
18	NOV	Energy	0.27
19	ENPH	Information Technology	0.28
20	EL	Consumer Staples	0.28
21	CPT	Real Estate	0.29
22	CNH	Industrials	0.29
23	LYB	Materials	0.29
24	PENN	Consumer Discretionary	0.30
25	CPNG	Consumer Discretionary	0.30
26	PPC	Consumer Staples	0.30
27	MDU	Utilities	0.30
28	HD	Consumer Discretionary	0.30
29	IDA	Utilities	0.31
30	LMT	Industrials	0.31
31	HR	Real Estate	0.31
32	KRC	Real Estate	0.32
33	CARR	Industrials	0.33
34	KMX	Consumer Discretionary	0.33
35	CVX	Energy	0.33
36	PSX	Energy	0.34
37	OGE	Utilities	0.34
38	RH	Consumer Discretionary	0.34
39	LNG	Energy	0.35
40	CNP	Utilities	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	0.295	1.27	4	6	0.20	deflated_sharpe 0.29 < 0.90; n_trades 4 < 12
base_breakout	0.302	1.30	3	6	0.20	deflated_sharpe 0.30 < 0.90; n_trades 3 < 12
pead	0.000	-0.91	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.057	0.39	27	6	0.00	deflated_sharpe 0.06 < 0.90
bollinger	0.494	1.26	1	6	0.20	deflated_sharpe 0.49 < 0.90; n_trades 1 < 12
ma_pullback	0.039	0.24	3	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
ridge_momentum	0.820	2.39	25	6	0.40	deflated_sharpe 0.82 < 0.90
sma_cross	0.440	1.60	2	6	0.20	deflated_sharpe 0.44 < 0.90; n_trades 2 < 12
macd	0.314	1.32	19	6	0.00	deflated_sharpe 0.31 < 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	0.229	1.07	3	6	0.40	deflated_sharpe 0.23 < 0.90; n_trades 3 < 12
pead	0.329	0.85	1	6	0.20	deflated_sharpe 0.33 < 0.90; n_trades 1 < 12
rsi2	0.159	0.86	25	6	0.00	deflated_sharpe 0.16 < 0.90
bollinger	0.638	1.68	5	6	0.60	deflated_sharpe 0.64 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
ma_pullback	0.834	2.28	2	6	0.00	deflated_sharpe 0.83 < 0.90; n_trades 2 < 12
ridge_momentum	0.009	-0.24	23	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.352	1.39	7	6	0.20	deflated_sharpe 0.35 < 0.90; n_trades 7 < 12
macd	0.170	0.91	20	6	0.00	deflated_sharpe 0.17 < 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	0.108	0.73	2	6	0.20	deflated_sharpe 0.11 < 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	0.001	-0.83	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.001	-0.75	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.132	0.78	21	6	0.40	deflated_sharpe 0.13 < 0.90
sma_cross	0.152	0.87	4	6	0.40	deflated_sharpe 0.15 < 0.90; n_trades 4 < 12
macd	0.040	0.25	19	6	0.20	deflated_sharpe 0.04 < 0.90

EXE long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.006	-0.36	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	0.003	-0.52	10	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 10 < 12; param change-rate 0.60 > 0.50
sma_cross	0.050	0.34	5	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
macd	0.029	0.14	14	6	0.00	deflated_sharpe 0.03 < 0.90

EQT long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.014	-0.11	9	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 9 < 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	0.274	1.17	36	6	0.20	deflated_sharpe 0.27 < 0.90
bollinger	0.544	1.51	7	6	0.00	deflated_sharpe 0.54 < 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	0.029	0.13	21	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.075	0.51	5	6	0.40	deflated_sharpe 0.07 < 0.90; n_trades 5 < 12
macd	0.021	0.03	20	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50

RRC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.72	9	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
base_breakout	0.006	-0.36	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	0.008	-0.29	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	0.204	1.02	31	6	0.00	deflated_sharpe 0.20 < 0.90
sma_cross	0.044	0.29	4	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
macd	0.099	0.64	20	6	0.60	deflated_sharpe 0.10 < 0.90; param change-rate 0.60 > 0.50

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	0.014	-0.11	6	6	0.20	deflated_sharpe 0.01 < 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	0.018	-0.03	42	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	0.024	0.07	18	6	0.00	deflated_sharpe 0.02 < 0.90

ALB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.099	0.64	5	6	0.20	deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
base_breakout	0.000	-1.10	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	0.040	0.25	5	6	0.20	deflated_sharpe 0.04 < 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	0.042	0.27	26	6	0.80	deflated_sharpe 0.04 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.445	1.59	1	6	0.20	deflated_sharpe 0.44 < 0.90; n_trades 1 < 12
macd	0.036	0.21	20	6	0.20	deflated_sharpe 0.04 < 0.90

AR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.012	-0.16	7	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
base_breakout	0.042	0.28	3	6	0.00	deflated_sharpe 0.04 < 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	0.013	-0.13	22	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.142	0.80	11	6	0.00	deflated_sharpe 0.14 < 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	0.100	0.64	26	6	0.40	deflated_sharpe 0.10 < 0.90
sma_cross	0.008	-0.27	5	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.108	0.68	20	6	0.20	deflated_sharpe 0.11 < 0.90

FIS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.53	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.000	-0.97	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	0.004	-0.48	12	6	0.00	deflated_sharpe 0.00 < 0.90
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.000	-1.09	12	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.017	-0.05	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.001	-0.84	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	0.080	0.50	8	7	0.00	deflated_sharpe 0.08 < 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	0.022	0.03	54	7	0.67	deflated_sharpe 0.02 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.090	0.54	6	7	0.00	deflated_sharpe 0.09 < 0.90; n_trades 6 < 12
macd	0.003	-0.47	20	7	0.33	deflated_sharpe 0.00 < 0.90

PTC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.203	0.87	2	6	0.00	deflated_sharpe 0.20 < 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	0.001	-0.80	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	0.002	-0.73	26	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.069	0.45	3	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
macd	0.006	-0.39	19	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	0.133	0.75	21	6	0.00	deflated_sharpe 0.13 < 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	-0.73	22	6	1.00	deflated_sharpe 0.00 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.099	0.64	2	6	0.60	deflated_sharpe 0.10 < 0.90; n_trades 2 < 12; param change-rate 0.60 > 0.50
macd	0.000	-1.32	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	0.094	0.62	4	6	0.20	deflated_sharpe 0.09 < 0.90; n_trades 4 < 12
base_breakout	0.055	0.38	1	6	0.00	deflated_sharpe 0.05 < 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	0.013	-0.13	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback	0.003	-0.53	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum	0.032	0.17	20	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.152	0.86	4	6	0.20	deflated_sharpe 0.15 < 0.90; n_trades 4 < 12
macd	0.396	1.56	16	6	0.20	deflated_sharpe 0.40 < 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	0.005	-0.37	23	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	0.007	-0.33	28	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	0.136	0.79	12	6	0.00	deflated_sharpe 0.14 < 0.90

EVR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.538	1.57	4	6	0.20	deflated_sharpe 0.54 < 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	0.016	-0.07	5	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
ma_pullback	0.000	-1.03	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.088	0.57	20	6	0.40	deflated_sharpe 0.09 < 0.90
sma_cross	0.368	1.32	3	6	0.00	deflated_sharpe 0.37 < 0.90; n_trades 3 < 12
macd	0.042	0.27	20	6	0.00	deflated_sharpe 0.04 < 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	0.053	0.35	2	6	0.20	deflated_sharpe 0.05 < 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	0.054	0.37	30	6	0.00	deflated_sharpe 0.05 < 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	0.156	0.89	23	6	0.60	deflated_sharpe 0.16 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.069	0.47	6	6	0.40	deflated_sharpe 0.07 < 0.90; n_trades 6 < 12
macd	0.080	0.53	16	6	0.20	deflated_sharpe 0.08 < 0.90

FICO long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.014	-0.11	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout	0.082	0.53	1	6	0.00	deflated_sharpe 0.08 < 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	-1.28	15	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.009	-0.25	8	6	0.20	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	0.001	-0.86	34	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.008	-0.28	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.000	-1.16	19	6	0.40	deflated_sharpe 0.00 < 0.90

MLI long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.545	1.67	2	6	0.00	deflated_sharpe 0.54 < 0.90; n_trades 2 < 12
base_breakout	0.309	1.22	2	6	0.00	deflated_sharpe 0.31 < 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	0.762	1.82	44	6	0.00	deflated_sharpe 0.76 < 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	0.159	0.86	29	6	0.40	deflated_sharpe 0.16 < 0.90
sma_cross	0.205	0.98	3	6	0.00	deflated_sharpe 0.20 < 0.90; n_trades 3 < 12
macd	0.046	0.30	20	6	0.40	deflated_sharpe 0.05 < 0.90

AFL 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	0.001	-0.91	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	0.014	-0.12	33	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	0.016	-0.07	30	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.003	-0.59	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.001	-0.91	17	6	0.40	deflated_sharpe 0.00 < 0.90

INCY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.017	-0.04	7	6	0.60	deflated_sharpe 0.02 < 0.90; n_trades 7 < 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	0.029	0.13	35	6	0.60	deflated_sharpe 0.03 < 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	0.112	0.69	27	6	0.40	deflated_sharpe 0.11 < 0.90
sma_cross	0.186	0.94	3	6	0.20	deflated_sharpe 0.19 < 0.90; n_trades 3 < 12
macd	0.168	0.89	10	6	0.60	deflated_sharpe 0.17 < 0.90; n_trades 10 < 12; param change-rate 0.60 > 0.50

RDDT long no survivor 29 parameter sets tried

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

ADSK long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.029	0.14	2	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
base_breakout	0.057	0.43	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	0.016	-0.07	7	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
ma_pullback	0.004	-0.47	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.020	0.01	16	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.015	-0.08	6	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd	0.000	-0.97	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	0.014	-0.12	8	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
base_breakout	0.005	-0.43	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.057	0.37	1	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
rsi2	0.001	-0.89	13	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.150	0.84	2	6	0.00	deflated_sharpe 0.15 < 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	0.075	0.50	16	6	0.20	deflated_sharpe 0.07 < 0.90
sma_cross	0.005	-0.41	6	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.113	0.70	17	6	0.00	deflated_sharpe 0.11 < 0.90

FNF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.92	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	0.011	-0.19	25	6	0.40	deflated_sharpe 0.01 < 0.90
bollinger	0.036	0.21	10	6	0.80	deflated_sharpe 0.04 < 0.90; n_trades 10 < 12; param change-rate 0.80 > 0.50
ma_pullback	0.002	-0.52	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.081	0.55	44	6	0.40	deflated_sharpe 0.08 < 0.90
sma_cross	0.001	-0.92	8	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd	0.000	-0.99	22	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	0.001	-0.87	4	6	0.80	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.80 > 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	0.001	-0.79	9	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
bollinger	0.003	-0.52	1	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ma_pullback	0.001	-0.62	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.002	-0.62	37	6	1.00	deflated_sharpe 0.00 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.003	-0.56	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.003	-0.54	15	6	0.00	deflated_sharpe 0.00 < 0.90

SF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.234	0.94	6	6	0.20	deflated_sharpe 0.23 < 0.90; n_trades 6 < 12
base_breakout	0.042	0.27	3	6	0.20	deflated_sharpe 0.04 < 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	0.063	0.41	32	6	0.20	deflated_sharpe 0.06 < 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	0.035	0.20	18	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.129	0.72	4	6	0.00	deflated_sharpe 0.13 < 0.90; n_trades 4 < 12
macd	0.142	0.83	20	6	0.20	deflated_sharpe 0.14 < 0.90

COLB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.027	0.10	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	0.655	1.63	33	6	0.20	deflated_sharpe 0.66 < 0.90
bollinger	0.066	0.46	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	0.040	0.25	29	6	0.40	deflated_sharpe 0.04 < 0.90
sma_cross	0.044	0.29	3	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
macd	0.010	-0.23	14	6	0.00	deflated_sharpe 0.01 < 0.90

EG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.20	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
base_breakout	0.000	-1.11	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	0.00	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	0.067	0.46	15	6	0.80	deflated_sharpe 0.07 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.38	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.001	-0.77	20	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	0.401	1.48	7	6	0.40	deflated_sharpe 0.40 < 0.90; n_trades 7 < 12
base_breakout	0.218	1.05	5	6	0.20	deflated_sharpe 0.22 < 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	0.261	1.24	26	6	0.20	deflated_sharpe 0.26 < 0.90
sma_cross	0.432	1.55	2	6	0.00	deflated_sharpe 0.43 < 0.90; n_trades 2 < 12
macd	0.274	1.27	20	6	0.20	deflated_sharpe 0.27 < 0.90

CB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.018	-0.03	4	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout	0.016	-0.07	3	6	0.20	deflated_sharpe 0.02 < 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	0.023	0.06	32	6	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.000	-1.05	2	6	0.20	deflated_sharpe 0.00 < 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	26	6	0.40	deflated_sharpe 0.07 < 0.90
sma_cross	0.060	0.41	2	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
macd	0.007	-0.30	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	-1.29	17	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.001	-0.80	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	-0.33	14	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.001	-0.84	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.001	-0.74	16	6	0.40	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	-1.84	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	0.076	0.54	41	6	0.00	deflated_sharpe 0.08 < 0.90
bollinger	0.268	1.19	9	6	0.20	deflated_sharpe 0.27 < 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	0.108	0.68	33	6	1.00	deflated_sharpe 0.11 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.005	-0.41	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.037	0.22	18	6	0.20	deflated_sharpe 0.04 < 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	0.034	0.19	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	0.109	0.70	25	6	0.20	deflated_sharpe 0.11 < 0.90
sma_cross	0.071	0.48	5	6	0.80	deflated_sharpe 0.07 < 0.90; n_trades 5 < 12; param change-rate 0.80 > 0.50
macd	0.221	1.13	13	6	0.20	deflated_sharpe 0.22 < 0.90

BKNG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.189	0.95	3	6	0.00	deflated_sharpe 0.19 < 0.90; n_trades 3 < 12
base_breakout	0.105	0.65	2	6	0.00	deflated_sharpe 0.11 < 0.90; n_trades 2 < 12
pead	0.100	0.54	1	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 1 < 12
rsi2	0.006	-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	0.114	0.69	29	6	0.60	deflated_sharpe 0.11 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.073	0.49	5	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 5 < 12
macd	0.084	0.55	15	6	0.00	deflated_sharpe 0.08 < 0.90

AMP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.034	0.19	6	6	0.00	deflated_sharpe 0.03 < 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	0.001	-0.75	12	6	0.00	deflated_sharpe 0.00 < 0.90
sma_cross	0.027	0.11	4	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.001	-0.76	15	6	0.00	deflated_sharpe 0.00 < 0.90

GMED long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.069	0.46	6	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 6 < 12
base_breakout	0.126	0.67	2	6	0.20	deflated_sharpe 0.13 < 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	0.012	-0.16	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	0.002	-0.62	30	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.245	0.82	3	6	0.20	deflated_sharpe 0.25 < 0.90; n_trades 3 < 12
macd	0.015	-0.09	16	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50

JPM long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.345	1.17	8	7	0.00	deflated_sharpe 0.34 < 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	0.030	0.14	43	7	0.17	deflated_sharpe 0.03 < 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	0.274	1.12	10	7	0.83	deflated_sharpe 0.27 < 0.90; n_trades 10 < 12; param change-rate 0.83 > 0.50
sma_cross	0.199	0.90	5	7	0.50	deflated_sharpe 0.20 < 0.90; n_trades 5 < 12
macd	0.191	0.93	17	7	0.17	deflated_sharpe 0.19 < 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	0.569	1.74	25	6	0.00	deflated_sharpe 0.57 < 0.90
bollinger	0.008	-0.28	4	6	0.20	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	0.038	0.24	58	6	0.20	deflated_sharpe 0.04 < 0.90
sma_cross	0.030	0.15	5	6	0.60	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd	0.009	-0.25	17	6	0.20	deflated_sharpe 0.01 < 0.90

BHF short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.007	-0.31	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout	0.000	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	0.007	-0.29	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	0.005	-0.40	5	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
sma_cross	0.000	-0.97	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 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	0.034	0.18	34	6	0.20	deflated_sharpe 0.03 < 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	0.267	0.88	34	6	0.60	deflated_sharpe 0.27 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.007	-0.31	5	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd	0.019	-0.02	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	0.019	-0.01	4	6	0.20	deflated_sharpe 0.02 < 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	0.042	0.26	12	6	0.00	deflated_sharpe 0.04 < 0.90
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	-0.20	44	6	1.00	deflated_sharpe 0.01 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.051	0.35	3	6	0.00	deflated_sharpe 0.05 < 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	0.199	0.99	31	6	0.00	deflated_sharpe 0.20 < 0.90
bollinger	0.563	1.26	2	6	0.40	deflated_sharpe 0.56 < 0.90; n_trades 2 < 12
ma_pullback	0.041	0.25	2	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
ridge_momentum	0.167	0.92	30	6	0.20	deflated_sharpe 0.17 < 0.90
sma_cross	0.018	-0.04	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.029	0.13	16	6	0.20	deflated_sharpe 0.03 < 0.90

MKL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.67	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	0.523	1.26	4	6	0.00	deflated_sharpe 0.52 < 0.90; n_trades 4 < 12
bollinger	0.008	-0.26	7	6	0.00	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	0.035	0.21	12	6	0.00	deflated_sharpe 0.04 < 0.90
sma_cross	0.004	-0.48	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.001	-0.93	20	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50

COIN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.019	-0.01	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	0.006	-0.37	20	6	0.00	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	-0.64	34	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.002	-0.63	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.052	0.36	11	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 11 < 12

DOW short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.051	0.35	5	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.322	1.05	2	6	0.00	deflated_sharpe 0.32 < 0.90; n_trades 2 < 12
rsi2	0.150	0.75	29	6	0.20	deflated_sharpe 0.15 < 0.90
bollinger	0.003	-0.54	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.003	-0.59	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum	0.006	-0.39	33	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.205	1.01	1	6	0.00	deflated_sharpe 0.20 < 0.90; n_trades 1 < 12
macd	0.009	-0.24	17	6	0.40	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	0.129	0.77	38	6	0.20	deflated_sharpe 0.13 < 0.90
bollinger	0.000	-1.26	2	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ma_pullback	0.040	0.26	3	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
ridge_momentum	0.031	0.15	44	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.076	0.52	5	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
macd	0.004	-0.49	19	6	1.00	deflated_sharpe 0.00 < 0.90; param change-rate 1.00 > 0.50

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	0.050	0.32	36	6	0.40	deflated_sharpe 0.05 < 0.90
bollinger	0.053	0.36	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	0.047	0.30	39	6	0.60	deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.026	0.09	3	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd	0.199	0.92	17	6	0.20	deflated_sharpe 0.20 < 0.90

MTN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.94	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	0.006	-0.36	32	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.319	1.39	8	6	0.20	deflated_sharpe 0.32 < 0.90; n_trades 8 < 12
ma_pullback	0.029	0.14	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
ridge_momentum	0.336	1.35	37	6	0.00	deflated_sharpe 0.34 < 0.90
sma_cross	0.006	-0.37	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.004	-0.51	23	6	0.20	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	0.006	-0.36	27	6	0.40	deflated_sharpe 0.01 < 0.90
bollinger	0.749	1.62	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	0.105	0.67	25	6	0.60	deflated_sharpe 0.11 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-0.96	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.011	-0.20	21	6	0.00	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	0.002	-0.60	5	6	0.00	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	0.001	-0.75	17	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.26	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.001	-0.93	18	6	0.20	deflated_sharpe 0.00 < 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	-1.73	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	-1.13	12	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 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	-0.42	22	6	0.00	deflated_sharpe 0.00 < 0.90

DJT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.004	-0.45	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.010	-0.21	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	0.008	-0.27	36	6	0.40	deflated_sharpe 0.01 < 0.90
bollinger	0.006	-0.39	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	0.023	0.06	40	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.042	0.28	1	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
macd	0.063	0.44	15	6	0.40	deflated_sharpe 0.06 < 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	0.005	-0.36	1	6	0.20	deflated_sharpe 0.01 < 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	0.266	1.00	6	6	0.40	deflated_sharpe 0.27 < 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	0.034	0.19	10	6	0.60	deflated_sharpe 0.03 < 0.90; n_trades 10 < 12; param change-rate 0.60 > 0.50
sma_cross	0.009	-0.25	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.013	-0.14	12	6	0.20	deflated_sharpe 0.01 < 0.90

FND short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.056	0.36	8	7	0.00	deflated_sharpe 0.06 < 0.90; n_trades 8 < 12
base_breakout	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.173	0.87	45	7	0.17	deflated_sharpe 0.17 < 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	0.038	0.22	38	7	0.33	deflated_sharpe 0.04 < 0.90
sma_cross	0.070	0.44	4	7	0.17	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
macd	0.003	-0.51	24	7	0.67	deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50

NOV short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.50	5	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.001	-0.75	2	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.158	0.74	29	7	0.17	deflated_sharpe 0.16 < 0.90
bollinger	0.049	0.30	3	7	0.17	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
ma_pullback	0.027	0.10	1	7	0.00	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
ridge_momentum	0.025	0.07	17	7	0.33	deflated_sharpe 0.02 < 0.90
sma_cross	0.002	-0.60	4	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.000	-1.20	22	7	0.17	deflated_sharpe 0.00 < 0.90

ENPH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.046	0.30	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	0.006	-0.37	6	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
ridge_momentum	0.085	0.59	28	6	0.60	deflated_sharpe 0.08 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.242	1.08	2	6	0.00	deflated_sharpe 0.24 < 0.90; n_trades 2 < 12
macd	0.005	-0.42	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	0.000	-1.15	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 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	0.025	0.08	22	6	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.000	-0.92	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	0.000	-1.23	16	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.014	-0.10	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.059	0.39	16	6	0.80	deflated_sharpe 0.06 < 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	0.000	-1.09	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	0.002	-0.66	20	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	0.063	0.42	26	6	0.20	deflated_sharpe 0.06 < 0.90
sma_cross	0.004	-0.51	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.013	-0.13	19	6	0.40	deflated_sharpe 0.01 < 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	0.008	-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	0.012	-0.17	39	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.31	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.014	-0.12	17	6	0.40	deflated_sharpe 0.01 < 0.90

LYB short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.183	0.87	7	7	0.00	deflated_sharpe 0.18 < 0.90; n_trades 7 < 12
base_breakout	0.325	1.17	1	7	0.00	deflated_sharpe 0.32 < 0.90; n_trades 1 < 12
pead	0.001	-0.59	1	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.114	0.66	40	7	0.17	deflated_sharpe 0.11 < 0.90
bollinger	0.002	-0.60	7	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
ma_pullback	0.000	-0.89	4	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum	0.001	-0.73	39	7	0.50	deflated_sharpe 0.00 < 0.90
sma_cross	0.149	0.77	5	7	0.50	deflated_sharpe 0.15 < 0.90; n_trades 5 < 12
macd	0.082	0.50	18	7	0.00	deflated_sharpe 0.08 < 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	0.09	30	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.003	-0.54	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.012	-0.15	16	6	0.00	deflated_sharpe 0.01 < 0.90

CPNG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.063	0.43	5	6	0.40	deflated_sharpe 0.06 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.075	0.50	3	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
rsi2	0.016	-0.06	16	6	0.20	deflated_sharpe 0.02 < 0.90
bollinger	0.001	-0.82	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	0.017	-0.04	16	6	0.20	deflated_sharpe 0.02 < 0.90
sma_cross	0.038	0.24	5	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd	0.008	-0.29	19	6	0.00	deflated_sharpe 0.01 < 0.90

PPC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.029	0.14	4	6	0.40	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
base_breakout	0.000	-0.99	1	6	0.20	deflated_sharpe 0.00 < 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	-0.84	16	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	0.054	0.36	15	6	0.40	deflated_sharpe 0.05 < 0.90
sma_cross	0.004	-0.51	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

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	-0.61	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	0.010	-0.23	18	6	0.00	deflated_sharpe 0.01 < 0.90
sma_cross	0.001	-0.90	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.000	-1.43	23	6	0.00	deflated_sharpe 0.00 < 0.90

HD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.061	0.42	4	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 4 < 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	0.001	-0.71	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	0.027	0.11	11	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 11 < 12
sma_cross	0.005	-0.41	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.079	0.54	16	6	0.20	deflated_sharpe 0.08 < 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	-1.45	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	-1.01	30	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.09	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.001	-0.89	14	6	0.40	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	0.000	-1.64	41	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.077	0.49	3	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 3 < 12
macd	0.001	-0.86	20	6	0.40	deflated_sharpe 0.00 < 0.90

HR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.85	9	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.017	-0.05	1	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
rsi2	0.014	-0.12	12	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.069	0.47	5	6	0.40	deflated_sharpe 0.07 < 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	0.030	0.14	28	6	0.20	deflated_sharpe 0.03 < 0.90
sma_cross	0.000	-1.25	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.002	-0.69	20	6	0.00	deflated_sharpe 0.00 < 0.90

KRC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.005	-0.38	6	7	0.33	deflated_sharpe 0.01 < 0.90; n_trades 6 < 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	0.083	0.49	27	7	0.00	deflated_sharpe 0.08 < 0.90
bollinger	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ma_pullback	0.000	-0.66	1	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.013	-0.14	14	7	0.50	deflated_sharpe 0.01 < 0.90
sma_cross	0.035	0.19	6	7	0.33	deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
macd	0.000	-1.04	23	7	0.00	deflated_sharpe 0.00 < 0.90

CARR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.034	0.20	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 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	-0.76	20	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.004	-0.46	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.106	0.66	17	6	0.00	deflated_sharpe 0.11 < 0.90

KMX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.036	0.20	8	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 8 < 12
base_breakout	0.021	0.02	1	6	0.20	deflated_sharpe 0.02 < 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	0.002	-0.62	31	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.000	-1.06	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	0.002	-0.71	21	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.009	-0.27	6	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.084	0.53	14	6	0.20	deflated_sharpe 0.08 < 0.90

CVX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.90	7	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.006	-0.31	1	7	0.17	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.000	-0.93	9	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
bollinger	0.016	-0.07	9	7	0.00	deflated_sharpe 0.02 < 0.90; n_trades 9 < 12
ma_pullback	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.030	0.13	29	7	0.50	deflated_sharpe 0.03 < 0.90
sma_cross	0.000	-1.31	5	7	0.33	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.001	-0.75	22	7	0.33	deflated_sharpe 0.00 < 0.90

PSX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.21	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	0.015	-0.09	16	6	0.20	deflated_sharpe 0.02 < 0.90
bollinger	0.038	0.23	7	6	0.40	deflated_sharpe 0.04 < 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	0.011	-0.20	33	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.003	-0.59	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.030	0.15	15	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50

OGE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.90	4	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 4 < 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	0.007	-0.33	26	6	0.40	deflated_sharpe 0.01 < 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	-1.44	18	6	0.40	deflated_sharpe 0.00 < 0.90

RH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.083	0.53	3	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	-0.84	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.017	-0.04	27	6	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.255	1.07	4	6	0.60	deflated_sharpe 0.25 < 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	0.055	0.38	35	6	0.40	deflated_sharpe 0.06 < 0.90
sma_cross	0.027	0.11	4	6	0.40	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.086	0.59	15	6	0.00	deflated_sharpe 0.09 < 0.90

LNG 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	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.013	-0.12	11	7	0.17	deflated_sharpe 0.01 < 0.90; n_trades 11 < 12
bollinger	0.000	-1.41	5	7	0.33	deflated_sharpe 0.00 < 0.90; n_trades 5 < 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	-0.93	48	7	0.33	deflated_sharpe 0.00 < 0.90
sma_cross	0.002	-0.64	3	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.001	-0.86	21	7	0.33	deflated_sharpe 0.00 < 0.90

CNP short no survivor 29 parameter sets tried

strategy	Sharpe	trades	windows	param drift	verdict
donchian	-2.00	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger	-1.26	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	-1.37	47	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	-1.09	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd	-1.13	17	6	0.40	deflated_sharpe 0.00 < 0.90

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