Trading Models — Tournament 2026-07-23

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① Find tickers

1003 universe → 40 L / 40 S past FA gate

78 tested · 0 passed nightly FDR · 0 watchlist

② Find strategy

80 candidates → 0 survivors

③ Create trade

0 tickets

① Find tickers — FA slates

Long slate — top FA

#	ticker	sector	FA
1	AU	Materials	0.91
2	SNDK	Information Technology	0.87
3	EXE	Energy	0.84
4	MU	Information Technology	0.81
5	ALB	Materials	0.81
6	AR	Energy	0.80
7	NBIX	Health Care	0.80
8	FIS	Financials	0.79
9	NVDA	Information Technology	0.79
10	FSLR	Information Technology	0.78
11	PTC	Information Technology	0.77
12	NU	Financials	0.77
13	EVR	Financials	0.77
14	RGLD	Materials	0.77
15	CF	Materials	0.76
16	AFL	Financials	0.75
17	FICO	Information Technology	0.75
18	INCY	Health Care	0.73
19	RDDT	Communication Services	0.72
20	BLK	Financials	0.71
21	ADSK	Information Technology	0.71
22	NEM	Materials	0.71
23	MRP	Consumer Discretionary	0.71
24	FNF	Financials	0.71
25	NTRS	Financials	0.70
26	EOG	Energy	0.70
27	COLB	Financials	0.69
28	KNSL	Financials	0.69
29	HRB	Consumer Discretionary	0.68
30	EWBC	Financials	0.68
31	BKNG	Consumer Discretionary	0.67
32	ROP	Industrials	0.67
33	GMED	Health Care	0.67
34	CRM	Information Technology	0.67
35	AMP	Financials	0.67
36	EG	Financials	0.67
37	JPM	Financials	0.66
38	PLTR	Information Technology	0.66
39	ALL	Financials	0.66
40	C	Financials	0.66

Short slate — bottom FA

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

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

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

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

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

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

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

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

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

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

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

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

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

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

BLK long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.049	0.33	5	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
base_breakout	0.097	0.63	3	6	0.00	deflated_sharpe 0.10 < 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	0.035	0.20	35	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
bollinger	0.580	1.52	4	6	0.20	deflated_sharpe 0.58 < 0.90; n_trades 4 < 12
ma_pullback	0.005	-0.36	2	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum	0.193	0.99	21	6	0.40	deflated_sharpe 0.19 < 0.90
sma_cross	0.043	0.28	5	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd	0.008	-0.30	18	6	0.00	deflated_sharpe 0.01 < 0.90

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

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

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

NTRS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.844	2.03	7	7	0.00	deflated_sharpe 0.84 < 0.90; n_trades 7 < 12
base_breakout	0.547	1.47	3	7	0.00	deflated_sharpe 0.55 < 0.90; n_trades 3 < 12
pead	0.057	0.33	2	7	0.00	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
rsi2	0.093	0.56	47	7	0.00	deflated_sharpe 0.09 < 0.90
bollinger	0.165	0.78	6	7	0.00	deflated_sharpe 0.16 < 0.90; n_trades 6 < 12
ma_pullback	0.020	0.01	1	7	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
ridge_momentum	0.381	1.28	38	7	0.33	deflated_sharpe 0.38 < 0.90
sma_cross	0.604	1.67	4	7	0.00	deflated_sharpe 0.60 < 0.90; n_trades 4 < 12
macd	0.431	1.41	22	7	0.33	deflated_sharpe 0.43 < 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

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

KNSL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.81	6	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.005	-0.37	1	7	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.001	-0.71	19	7	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.046	0.28	10	7	0.33	deflated_sharpe 0.05 < 0.90; n_trades 10 < 12
ma_pullback	0.000	-0.77	1	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.004	-0.45	21	7	0.17	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.49	6	7	0.33	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.000	-1.23	24	7	0.17	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

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

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

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

CRM long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.044	0.28	2	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
base_breakout	0.112	0.60	1	6	0.00	deflated_sharpe 0.11 < 0.90; n_trades 1 < 12
pead	0.021	0.02	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
rsi2	0.002	-0.70	14	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.000	-1.18	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback	0.013	-0.13	1	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum	0.010	-0.22	33	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.001	-0.87	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.006	-0.37	18	6	0.00	deflated_sharpe 0.01 < 0.90

AMP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.034	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

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

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

PLTR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.205	0.98	10	6	0.00	deflated_sharpe 0.20 < 0.90; n_trades 10 < 12
base_breakout	0.147	0.77	5	6	0.40	deflated_sharpe 0.15 < 0.90; n_trades 5 < 12
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	0.019	-0.02	3	6	0.00	deflated_sharpe 0.02 < 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	0.151	0.82	24	6	0.60	deflated_sharpe 0.15 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.425	1.46	3	6	0.20	deflated_sharpe 0.42 < 0.90; n_trades 3 < 12
macd	0.470	1.52	17	6	0.40	deflated_sharpe 0.47 < 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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

SOLV short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	verdict
donchian	0.003	-0.93	5	2	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.003	-0.78	1	2	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.000	0.00	0	2	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.003	-0.95	6	2	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
bollinger	0.000	0.00	0	2	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ma_pullback	0.000	0.00	0	2	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.005	-0.80	3	2	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
sma_cross	0.038	0.41	1	2	deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
macd	0.009	-0.41	6	2	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12

PPC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.029	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

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

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

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

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

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

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

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

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

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

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

CLF short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.66	5	7	0.00	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	0.025	0.07	2	7	0.17	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
rsi2	0.004	-0.44	30	7	0.33	deflated_sharpe 0.00 < 0.90
bollinger	0.050	0.30	3	7	0.33	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
ma_pullback	0.000	-1.09	3	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.039	0.23	67	7	0.17	deflated_sharpe 0.04 < 0.90
sma_cross	0.002	-0.63	5	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.044	0.27	19	7	0.33	deflated_sharpe 0.04 < 0.90

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

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

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

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

LW short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.55	6	7	0.50	deflated_sharpe 0.00 < 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	0.013	-0.13	4	7	0.17	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
rsi2	0.119	0.66	42	7	0.00	deflated_sharpe 0.12 < 0.90
bollinger	0.430	1.16	6	7	0.17	deflated_sharpe 0.43 < 0.90; n_trades 6 < 12
ma_pullback	0.005	-0.39	3	7	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ridge_momentum	0.081	0.46	55	7	0.50	deflated_sharpe 0.08 < 0.90
sma_cross	0.015	-0.09	8	7	0.17	deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
macd	0.011	-0.16	16	7	0.17	deflated_sharpe 0.01 < 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

PAG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.34	3	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 3 < 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	0.001	-0.86	18	7	0.17	deflated_sharpe 0.00 < 0.90
bollinger	0.009	-0.23	10	7	0.33	deflated_sharpe 0.01 < 0.90; n_trades 10 < 12
ma_pullback	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.022	0.04	15	7	0.67	deflated_sharpe 0.02 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.000	-1.03	7	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd	0.003	-0.54	19	7	0.17	deflated_sharpe 0.00 < 0.90

CORT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.005	-0.42	1	6	0.00	deflated_sharpe 0.00 < 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	0.058	0.40	1	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
rsi2	0.002	-0.69	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
bollinger	0.067	0.44	4	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.136	0.75	23	6	0.40	deflated_sharpe 0.14 < 0.90
sma_cross	0.000	-1.17	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.036	0.20	18	6	0.00	deflated_sharpe 0.04 < 0.90

COLD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.025	0.09	6	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
base_breakout	0.000	-1.61	4	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 4 < 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	0.467	1.52	43	6	0.00	deflated_sharpe 0.47 < 0.90
bollinger	0.011	-0.18	3	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ma_pullback	0.000	-0.82	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.109	0.71	17	6	0.60	deflated_sharpe 0.11 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.115	0.71	4	6	0.40	deflated_sharpe 0.11 < 0.90; n_trades 4 < 12
macd	0.109	0.70	16	6	0.20	deflated_sharpe 0.11 < 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

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