TRADING MODELS
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/ 2026-07-24
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2026-06-10 2026-06-09
① Find tickers
1003 universe → 40 L / 40 S past FA gate
78 tested · 0 passed nightly FDR · 0 watchlist
② Find strategy
80 candidates → 0 survivors
③ Create trade
0 tickets

① Find tickers — FA slates

Long slate — top FA
#tickersectorFA
1AU Materials0.91
2SNDK Information Technology0.87
3EXE Energy0.83
4ALB Materials0.81
5MU Information Technology0.81
6AR Energy0.80
7NBIX Health Care0.80
8NVDA Information Technology0.79
9FIS Financials0.79
10FSLR Information Technology0.78
11NU Financials0.78
12PTC Information Technology0.77
13CF Materials0.77
14RGLD Materials0.77
15EVR Financials0.76
16AFL Financials0.75
17FICO Information Technology0.74
18RDDT Communication Services0.72
19INCY Health Care0.72
20KNSL Financials0.72
21ADSK Information Technology0.71
22BLK Financials0.71
23MRP Consumer Discretionary0.71
24FNF Financials0.71
25EOG Energy0.70
26NTRS Financials0.70
27HRB Consumer Discretionary0.68
28SRPT Health Care0.68
29EWBC Financials0.68
30ROP Industrials0.68
31BKNG Consumer Discretionary0.67
32GMED Health Care0.67
33CRM Information Technology0.67
34EG Financials0.67
35JPM Financials0.66
36C Financials0.66
37PLTR Information Technology0.66
38ALL Financials0.65
39CART Consumer Staples0.65
40HBAN Financials0.64
Short slate — bottom FA
#tickersectorFA
1BHF Financials0.18
2CG Financials0.20
3MKL Financials0.21
4LPX Materials0.21
5COIN Financials0.21
6MOH Health Care0.23
7MTN Consumer Discretionary0.25
8DE Industrials0.25
9OLN Materials0.26
10FND Consumer Discretionary0.26
11DJT Communication Services0.26
12RARE Health Care0.26
13APO Financials0.26
14CNH Industrials0.26
15ENPH Information Technology0.28
16CPNG Consumer Discretionary0.28
17LVS Consumer Discretionary0.28
18SOLV Health Care0.28
19CLF Materials0.28
20PPC Consumer Staples0.29
21MGM Consumer Discretionary0.29
22MDU Utilities0.29
23PENN Consumer Discretionary0.30
24IDA Utilities0.30
25HR Real Estate0.30
26KMX Consumer Discretionary0.30
27CARR Industrials0.31
28PSX Energy0.31
29HD Consumer Discretionary0.32
30OGE Utilities0.32
31LYV Communication Services0.32
32CNP Utilities0.33
33EL Consumer Staples0.33
34PAG Consumer Discretionary0.34
35CPT Real Estate0.34
36CLX Consumer Staples0.34
37PFGC Consumer Staples0.35
38COLD Real Estate0.35
39CORT Health Care0.35
40RH Consumer Discretionary0.35

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
strategyDSRSharpetradeswindows param driftverdict
donchian 0.295 1.27 4 6 0.20 deflated_sharpe 0.29 < 0.90; n_trades 4 < 12
base_breakout 0.271 1.22 3 6 0.20 deflated_sharpe 0.27 < 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 0.048 0.33 26 6 0.00 deflated_sharpe 0.05 < 0.90
bollinger 0.494 1.26 1 6 0.20 deflated_sharpe 0.49 < 0.90; n_trades 1 < 12
ma_pullback 0.023 0.05 3 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
ridge_momentum 0.351 1.41 23 6 0.00 deflated_sharpe 0.35 < 0.90
sma_cross 0.409 1.53 2 6 0.20 deflated_sharpe 0.41 < 0.90; n_trades 2 < 12
macd 0.277 1.23 19 6 0.00 deflated_sharpe 0.28 < 0.90
EXE long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.007 -0.32 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 0.012 -0.17 11 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 11 < 12
sma_cross 0.054 0.37 5 6 0.00 deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
macd 0.021 0.02 16 6 0.40 deflated_sharpe 0.02 < 0.90
ALB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.101 0.65 5 6 0.20 deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
base_breakout 0.000 -1.16 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.642 1.93 21 6 0.00 deflated_sharpe 0.64 < 0.90
bollinger 0.054 0.37 5 6 0.20 deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.059 0.40 32 6 0.40 deflated_sharpe 0.06 < 0.90
sma_cross 0.434 1.56 1 6 0.20 deflated_sharpe 0.43 < 0.90; n_trades 1 < 12
macd 0.034 0.19 20 6 0.20 deflated_sharpe 0.03 < 0.90
MU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.644 1.94 2 6 0.00 deflated_sharpe 0.64 < 0.90; n_trades 2 < 12
base_breakout 0.207 1.01 3 6 0.40 deflated_sharpe 0.21 < 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 0.003 -0.53 25 6 0.20 deflated_sharpe 0.00 < 0.90
sma_cross 0.352 1.39 7 6 0.20 deflated_sharpe 0.35 < 0.90; n_trades 7 < 12
macd 0.144 0.82 20 6 0.00 deflated_sharpe 0.14 < 0.90
AR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.012 -0.15 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 0.014 -0.10 22 6 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.148 0.82 11 6 0.00 deflated_sharpe 0.15 < 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 27 6 0.80 deflated_sharpe 0.10 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.006 -0.38 6 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.108 0.68 20 6 0.20 deflated_sharpe 0.11 < 0.90
NBIX long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.019 -0.02 6 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout 0.000 -0.79 4 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.014 -0.11 23 6 0.40 deflated_sharpe 0.01 < 0.90
bollinger 0.019 -0.01 6 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
ma_pullback 0.058 0.42 2 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ridge_momentum 0.022 0.03 40 6 0.60 deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.021 0.02 3 6 0.40 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd 0.023 0.05 18 6 0.00 deflated_sharpe 0.02 < 0.90
NVDA long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.073 0.46 8 7 0.00 deflated_sharpe 0.07 < 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 0.04 55 7 0.50 deflated_sharpe 0.02 < 0.90
sma_cross 0.083 0.51 6 7 0.00 deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
macd 0.003 -0.51 20 7 0.00 deflated_sharpe 0.00 < 0.90
FIS long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.002 -0.58 4 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout 0.000 -1.03 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 -1.34 22 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.015 -0.09 3 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd 0.001 -0.86 18 6 0.40 deflated_sharpe 0.00 < 0.90
FSLR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.213 0.97 21 6 0.00 deflated_sharpe 0.21 < 0.90
bollinger 0.116 0.70 9 6 0.00 deflated_sharpe 0.12 < 0.90; n_trades 9 < 12
ma_pullback 0.001 -0.84 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.003 -0.58 24 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.123 0.74 2 6 0.60 deflated_sharpe 0.12 < 0.90; n_trades 2 < 12; param change-rate 0.60 > 0.50
macd 0.000 -1.36 22 6 0.00 deflated_sharpe 0.00 < 0.90
NU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.011 -0.18 30 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.014 -0.12 3 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.135 0.79 12 6 0.00 deflated_sharpe 0.14 < 0.90
PTC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.197 0.86 2 6 0.00 deflated_sharpe 0.20 < 0.90; n_trades 2 < 12
base_breakout 0.066 0.45 1 6 0.00 deflated_sharpe 0.07 < 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 -0.79 7 6 0.40 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 -0.35 27 6 0.80 deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.133 0.69 2 6 0.20 deflated_sharpe 0.13 < 0.90; n_trades 2 < 12
macd 0.006 -0.41 19 6 0.40 deflated_sharpe 0.01 < 0.90
CF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.045 0.30 8 6 0.40 deflated_sharpe 0.05 < 0.90; n_trades 8 < 12
base_breakout 0.056 0.37 2 6 0.20 deflated_sharpe 0.06 < 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 0.058 0.40 29 6 0.00 deflated_sharpe 0.06 < 0.90
bollinger 0.032 0.17 4 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
ma_pullback 0.021 0.03 4 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
ridge_momentum 0.228 1.13 25 6 1.00 deflated_sharpe 0.23 < 0.90; param change-rate 1.00 > 0.50
sma_cross 0.072 0.49 6 6 0.40 deflated_sharpe 0.07 < 0.90; n_trades 6 < 12
macd 0.098 0.62 17 6 0.00 deflated_sharpe 0.10 < 0.90
RGLD long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.094 0.62 4 6 0.20 deflated_sharpe 0.09 < 0.90; n_trades 4 < 12
base_breakout 0.035 0.20 1 6 0.00 deflated_sharpe 0.03 < 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 0.014 -0.10 31 6 0.00 deflated_sharpe 0.01 < 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 0.080 0.54 22 6 0.40 deflated_sharpe 0.08 < 0.90
sma_cross 0.141 0.82 4 6 0.20 deflated_sharpe 0.14 < 0.90; n_trades 4 < 12
macd 0.390 1.54 16 6 0.20 deflated_sharpe 0.39 < 0.90
EVR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.535 1.57 4 6 0.20 deflated_sharpe 0.53 < 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 0.40 deflated_sharpe 0.00 < 0.90
bollinger 0.024 0.06 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 0.079 0.52 23 6 0.40 deflated_sharpe 0.08 < 0.90
sma_cross 0.365 1.32 3 6 0.00 deflated_sharpe 0.36 < 0.90; n_trades 3 < 12
macd 0.041 0.27 20 6 0.00 deflated_sharpe 0.04 < 0.90
AFL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.033 0.18 33 6 0.00 deflated_sharpe 0.03 < 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 -0.89 17 6 0.20 deflated_sharpe 0.00 < 0.90
FICO long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.015 -0.10 4 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout 0.089 0.57 1 6 0.00 deflated_sharpe 0.09 < 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 0.011 -0.20 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 -0.96 34 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.008 -0.27 4 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.000 -1.10 19 6 0.40 deflated_sharpe 0.00 < 0.90
RDDT long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
INCY long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.016 -0.08 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 0.028 0.12 36 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 0.068 0.46 12 6 0.80 deflated_sharpe 0.07 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.184 0.93 3 6 0.20 deflated_sharpe 0.18 < 0.90; n_trades 3 < 12
macd 0.181 0.93 10 6 0.20 deflated_sharpe 0.18 < 0.90; n_trades 10 < 12
KNSL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.81 7 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 7 < 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 0.006 -0.36 20 7 0.33 deflated_sharpe 0.01 < 0.90
sma_cross 0.000 -1.36 6 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.000 -1.26 26 7 0.50 deflated_sharpe 0.00 < 0.90
ADSK long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.026 0.09 2 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
base_breakout 0.050 0.37 1 6 0.00 deflated_sharpe 0.05 < 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 0.025 0.08 7 6 0.20 deflated_sharpe 0.03 < 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 0.035 0.20 16 6 0.40 deflated_sharpe 0.04 < 0.90
sma_cross 0.014 -0.12 6 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.000 -1.00 18 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
BLK long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.023 0.05 5 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
base_breakout 0.089 0.59 3 6 0.00 deflated_sharpe 0.09 < 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 0.049 0.33 36 6 0.60 deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
bollinger 0.116 0.65 2 6 0.20 deflated_sharpe 0.12 < 0.90; n_trades 2 < 12
ma_pullback 0.005 -0.36 2 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum 0.198 1.00 20 6 0.40 deflated_sharpe 0.20 < 0.90
sma_cross 0.040 0.25 5 6 0.40 deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd 0.007 -0.32 18 6 0.00 deflated_sharpe 0.01 < 0.90
FNF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.87 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 0.013 -0.13 25 6 0.40 deflated_sharpe 0.01 < 0.90
bollinger 0.036 0.21 10 6 0.40 deflated_sharpe 0.04 < 0.90; n_trades 10 < 12
ma_pullback 0.002 -0.52 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.059 0.41 44 6 0.20 deflated_sharpe 0.06 < 0.90
sma_cross 0.001 -0.88 8 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd 0.003 -0.54 19 6 0.20 deflated_sharpe 0.00 < 0.90
EOG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.014 -0.11 8 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
base_breakout 0.001 -0.77 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.057 0.37 1 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
rsi2 0.000 -0.96 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 0.065 0.45 20 6 0.40 deflated_sharpe 0.07 < 0.90
sma_cross 0.005 -0.44 6 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.114 0.70 17 6 0.00 deflated_sharpe 0.11 < 0.90
NTRS long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.825 1.99 7 7 0.00 deflated_sharpe 0.83 < 0.90; n_trades 7 < 12
base_breakout 0.512 1.42 3 7 0.00 deflated_sharpe 0.51 < 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 0.326 1.18 37 7 0.67 deflated_sharpe 0.33 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.572 1.61 4 7 0.00 deflated_sharpe 0.57 < 0.90; n_trades 4 < 12
macd 0.396 1.34 22 7 0.33 deflated_sharpe 0.40 < 0.90
HRB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.84 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 -0.76 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 0.007 -0.31 39 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.004 -0.48 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
SRPT long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.03 4 6 0.20 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 0.769 1.08 1 6 0.00 deflated_sharpe 0.77 < 0.90; n_trades 1 < 12
bollinger 0.140 0.76 7 6 0.00 deflated_sharpe 0.14 < 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 0.001 -0.82 24 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -1.05 4 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.001 -0.79 20 6 1.00 deflated_sharpe 0.00 < 0.90; param change-rate 1.00 > 0.50
EWBC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.072 0.48 4 6 0.40 deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
base_breakout 0.031 0.16 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 0.217 1.11 23 6 1.00 deflated_sharpe 0.22 < 0.90; param change-rate 1.00 > 0.50
sma_cross 0.123 0.73 5 6 0.20 deflated_sharpe 0.12 < 0.90; n_trades 5 < 12
macd 0.207 1.09 13 6 0.20 deflated_sharpe 0.21 < 0.90
ROP long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 -0.73 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 0.015 -0.09 15 6 0.40 deflated_sharpe 0.02 < 0.90
sma_cross 0.001 -0.72 4 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.002 -0.69 15 6 0.40 deflated_sharpe 0.00 < 0.90
BKNG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.184 0.94 3 6 0.00 deflated_sharpe 0.18 < 0.90; n_trades 3 < 12
base_breakout 0.003 -0.54 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 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 0.000 -0.93 4 6 0.80 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.80 > 0.50
ma_pullback 0.012 -0.15 1 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum 0.148 0.82 25 6 1.00 deflated_sharpe 0.15 < 0.90; param change-rate 1.00 > 0.50
sma_cross 0.090 0.58 5 6 0.00 deflated_sharpe 0.09 < 0.90; n_trades 5 < 12
macd 0.100 0.62 15 6 0.00 deflated_sharpe 0.10 < 0.90
GMED long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.069 0.46 6 6 0.20 deflated_sharpe 0.07 < 0.90; n_trades 6 < 12
base_breakout 0.117 0.64 2 6 0.20 deflated_sharpe 0.12 < 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 0.001 -0.68 28 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.232 0.81 3 6 0.20 deflated_sharpe 0.23 < 0.90; n_trades 3 < 12
macd 0.026 0.09 12 6 0.20 deflated_sharpe 0.03 < 0.90
CRM long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.042 0.26 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 0.001 -0.99 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 0.014 -0.12 37 6 0.40 deflated_sharpe 0.01 < 0.90
sma_cross 0.002 -0.74 4 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.006 -0.38 18 6 0.00 deflated_sharpe 0.01 < 0.90
EG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.20 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
base_breakout 0.000 -1.45 2 6 0.40 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 0.127 0.76 17 6 0.20 deflated_sharpe 0.13 < 0.90
sma_cross 0.000 -1.35 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.002 -0.71 20 6 0.00 deflated_sharpe 0.00 < 0.90
JPM long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.256 1.06 7 6 0.00 deflated_sharpe 0.26 < 0.90; n_trades 7 < 12
base_breakout 0.019 -0.02 4 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
pead 0.005 -0.39 1 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.011 -0.19 38 6 0.20 deflated_sharpe 0.01 < 0.90
bollinger 0.211 0.93 3 6 0.20 deflated_sharpe 0.21 < 0.90; n_trades 3 < 12
ma_pullback 0.004 -0.41 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.186 0.97 13 6 0.60 deflated_sharpe 0.19 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.156 0.83 4 6 0.60 deflated_sharpe 0.16 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
macd 0.228 1.14 13 6 0.20 deflated_sharpe 0.23 < 0.90
C long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.376 1.43 7 6 0.40 deflated_sharpe 0.38 < 0.90; n_trades 7 < 12
base_breakout 0.181 0.94 5 6 0.20 deflated_sharpe 0.18 < 0.90; n_trades 5 < 12
pead 0.031 0.16 1 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
rsi2 0.195 0.98 39 6 0.00 deflated_sharpe 0.20 < 0.90
bollinger 0.260 1.05 4 6 0.00 deflated_sharpe 0.26 < 0.90; n_trades 4 < 12
ma_pullback 0.002 -0.69 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum 0.276 1.29 28 6 0.60 deflated_sharpe 0.28 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.451 1.59 2 6 0.00 deflated_sharpe 0.45 < 0.90; n_trades 2 < 12
macd 0.332 1.43 20 6 0.00 deflated_sharpe 0.33 < 0.90
PLTR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.199 0.96 10 6 0.00 deflated_sharpe 0.20 < 0.90; n_trades 10 < 12
base_breakout 0.155 0.80 5 6 0.40 deflated_sharpe 0.16 < 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 0.028 0.13 3 6 0.00 deflated_sharpe 0.03 < 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 0.174 0.89 25 6 0.20 deflated_sharpe 0.17 < 0.90
sma_cross 0.418 1.45 3 6 0.20 deflated_sharpe 0.42 < 0.90; n_trades 3 < 12
macd 0.461 1.51 17 6 0.40 deflated_sharpe 0.46 < 0.90
ALL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.77 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 0.104 0.69 40 6 0.00 deflated_sharpe 0.10 < 0.90
bollinger 0.393 1.48 10 6 0.20 deflated_sharpe 0.39 < 0.90; n_trades 10 < 12
ma_pullback 0.017 -0.06 1 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
ridge_momentum 0.175 0.94 39 6 0.60 deflated_sharpe 0.17 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.008 -0.30 5 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.043 0.28 18 6 0.20 deflated_sharpe 0.04 < 0.90
CART long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.024 0.07 5 5 0.00 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
base_breakout 0.005 -0.44 1 5 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.566 1.61 2 5 0.25 deflated_sharpe 0.57 < 0.90; n_trades 2 < 12
rsi2 0.004 -0.49 16 5 0.50 deflated_sharpe 0.00 < 0.90
bollinger 0.099 0.67 7 5 0.00 deflated_sharpe 0.10 < 0.90; n_trades 7 < 12
ma_pullback 0.056 0.42 2 5 0.00 deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ridge_momentum 0.030 0.16 12 5 0.75 deflated_sharpe 0.03 < 0.90; param change-rate 0.75 > 0.50
sma_cross 0.014 -0.12 3 5 0.50 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.019 -0.02 13 5 0.25 deflated_sharpe 0.02 < 0.90
HBAN long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.112 0.60 7 7 0.17 deflated_sharpe 0.11 < 0.90; n_trades 7 < 12
base_breakout 0.047 0.28 4 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.046 0.27 34 7 0.00 deflated_sharpe 0.05 < 0.90
bollinger 0.059 0.37 7 7 0.17 deflated_sharpe 0.06 < 0.90; n_trades 7 < 12
ma_pullback 0.102 0.58 3 7 0.00 deflated_sharpe 0.10 < 0.90; n_trades 3 < 12
ridge_momentum 0.205 0.96 23 7 0.67 deflated_sharpe 0.20 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.063 0.39 6 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
macd 0.203 0.99 20 7 0.17 deflated_sharpe 0.20 < 0.90
BHF short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.006 -0.34 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 0.098 0.58 8 6 0.20 deflated_sharpe 0.10 < 0.90; n_trades 8 < 12
bollinger 0.006 -0.33 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 0.022 0.04 6 6 0.60 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
sma_cross 0.000 -0.99 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
strategyDSRSharpetradeswindows param driftverdict
donchian 0.019 -0.01 5 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 -1.13 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.040 0.24 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 0.007 -0.33 42 6 0.20 deflated_sharpe 0.01 < 0.90
sma_cross 0.047 0.31 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
MKL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.72 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 0.309 1.03 4 6 0.00 deflated_sharpe 0.31 < 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 0.021 0.02 12 6 0.00 deflated_sharpe 0.02 < 0.90
sma_cross 0.003 -0.52 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.001 -0.93 21 6 0.40 deflated_sharpe 0.00 < 0.90
LPX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.002 -0.66 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 0.198 0.99 32 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 0.068 0.47 27 6 0.40 deflated_sharpe 0.07 < 0.90
sma_cross 0.020 0.01 3 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd 0.019 -0.02 17 6 0.20 deflated_sharpe 0.02 < 0.90
COIN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.004 -0.47 20 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.000 -0.95 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.001 -0.91 32 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.002 -0.71 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.052 0.36 12 6 0.00 deflated_sharpe 0.05 < 0.90
MOH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.005 -0.44 7 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 7 < 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 0.047 0.30 35 6 0.40 deflated_sharpe 0.05 < 0.90
bollinger 0.036 0.21 7 6 0.20 deflated_sharpe 0.04 < 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 0.034 0.19 40 6 0.40 deflated_sharpe 0.03 < 0.90
sma_cross 0.026 0.10 3 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd 0.189 0.89 17 6 0.20 deflated_sharpe 0.19 < 0.90
MTN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.92 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 0.219 1.13 6 6 0.20 deflated_sharpe 0.22 < 0.90; n_trades 6 < 12
ma_pullback 0.029 0.14 3 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
ridge_momentum 0.297 1.26 36 6 0.00 deflated_sharpe 0.30 < 0.90
sma_cross 0.007 -0.31 4 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.008 -0.29 21 6 0.20 deflated_sharpe 0.01 < 0.90
DE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.004 -0.45 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 0.002 -0.67 17 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.46 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.001 -0.86 18 6 0.20 deflated_sharpe 0.00 < 0.90
OLN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.010 -0.22 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 0.063 0.44 64 6 0.20 deflated_sharpe 0.06 < 0.90
sma_cross 0.041 0.26 3 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
macd 0.010 -0.22 17 6 0.20 deflated_sharpe 0.01 < 0.90
FND short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.056 0.36 8 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 8 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.149 0.79 45 7 0.17 deflated_sharpe 0.15 < 0.90
bollinger 0.811 1.22 1 7 0.00 deflated_sharpe 0.81 < 0.90; n_trades 1 < 12
ma_pullback 0.000 -0.80 3 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.039 0.23 38 7 0.83 deflated_sharpe 0.04 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.070 0.44 4 7 0.17 deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
macd 0.001 -0.69 23 7 0.67 deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
DJT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.009 -0.23 4 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout 0.007 -0.30 3 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.025 0.08 36 6 0.40 deflated_sharpe 0.03 < 0.90
bollinger 0.017 -0.06 5 6 0.20 deflated_sharpe 0.02 < 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 0.026 0.10 31 6 0.80 deflated_sharpe 0.03 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.069 0.50 1 6 0.00 deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
macd 0.063 0.44 15 6 0.40 deflated_sharpe 0.06 < 0.90
RARE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.029 0.13 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 0.356 0.99 38 6 0.40 deflated_sharpe 0.36 < 0.90
sma_cross 0.011 -0.20 5 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.020 0.01 17 6 0.00 deflated_sharpe 0.02 < 0.90
APO short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.17 5 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.086 0.58 29 6 0.40 deflated_sharpe 0.09 < 0.90
bollinger 0.046 0.30 3 6 0.20 deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
ma_pullback 0.000 -1.27 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.099 0.62 39 6 0.40 deflated_sharpe 0.10 < 0.90
sma_cross 0.029 0.14 4 6 0.40 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd 0.038 0.24 14 6 0.00 deflated_sharpe 0.04 < 0.90
CNH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.017 -0.05 39 6 0.20 deflated_sharpe 0.02 < 0.90
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
ENPH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.045 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 0.808 1.91 39 6 0.20 deflated_sharpe 0.81 < 0.90
bollinger 0.186 0.93 3 6 0.20 deflated_sharpe 0.19 < 0.90; n_trades 3 < 12
ma_pullback 0.014 -0.11 4 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum 0.106 0.71 33 6 0.60 deflated_sharpe 0.11 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.221 1.02 2 6 0.00 deflated_sharpe 0.22 < 0.90; n_trades 2 < 12
macd 0.004 -0.48 15 6 0.00 deflated_sharpe 0.00 < 0.90
CPNG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.054 0.37 7 6 0.40 deflated_sharpe 0.05 < 0.90; n_trades 7 < 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 0.010 -0.22 16 6 0.20 deflated_sharpe 0.01 < 0.90
bollinger 0.001 -0.79 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 0.018 -0.03 19 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
LVS short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.004 -0.44 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout 0.000 -0.71 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 0.012 -0.16 23 7 0.17 deflated_sharpe 0.01 < 0.90
bollinger 0.006 -0.35 2 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ma_pullback 0.082 0.51 1 7 0.00 deflated_sharpe 0.08 < 0.90; n_trades 1 < 12
ridge_momentum 0.037 0.21 26 7 0.50 deflated_sharpe 0.04 < 0.90
sma_cross 0.019 -0.01 5 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd 0.051 0.32 17 7 0.17 deflated_sharpe 0.05 < 0.90
SOLV short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.93 5 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.003 -0.78 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 0.003 -0.95 6 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
bollinger 0.000 0.00 0 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ma_pullback 0.000 0.00 0 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.005 -0.80 3 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
sma_cross 0.038 0.41 1 2 0.00 deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
macd 0.009 -0.41 6 2 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
CLF short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.005 -0.37 30 7 0.33 deflated_sharpe 0.01 < 0.90
bollinger 0.047 0.28 3 7 0.33 deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
ma_pullback 0.000 -1.21 3 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.055 0.35 69 7 0.50 deflated_sharpe 0.06 < 0.90
sma_cross 0.001 -0.76 6 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.056 0.36 17 7 0.33 deflated_sharpe 0.06 < 0.90
PPC short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.051 0.34 4 6 0.20 deflated_sharpe 0.05 < 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 -0.87 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 0.024 0.07 10 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 10 < 12
sma_cross 0.006 -0.35 3 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.174 0.86 12 6 0.00 deflated_sharpe 0.17 < 0.90
MGM short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.017 -0.05 6 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout 0.027 0.10 1 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
pead 0.014 -0.12 1 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.005 -0.41 27 6 0.40 deflated_sharpe 0.00 < 0.90
bollinger 0.715 1.57 6 6 0.20 deflated_sharpe 0.71 < 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 0.055 0.38 23 6 0.40 deflated_sharpe 0.06 < 0.90
sma_cross 0.000 -0.99 5 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.007 -0.30 21 6 0.00 deflated_sharpe 0.01 < 0.90
MDU short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.001 -0.78 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 0.005 -0.44 22 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.001 -0.90 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.000 -1.40 22 6 0.20 deflated_sharpe 0.00 < 0.90
PENN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.493 1.65 32 6 0.00 deflated_sharpe 0.49 < 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 0.014 -0.11 27 6 0.20 deflated_sharpe 0.01 < 0.90
sma_cross 0.003 -0.54 6 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.011 -0.19 16 6 0.00 deflated_sharpe 0.01 < 0.90
IDA short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.63 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 -1.51 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 -1.27 33 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -1.36 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.001 -0.87 14 6 0.00 deflated_sharpe 0.00 < 0.90
HR short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.57 8 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.017 -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 0.019 -0.01 27 6 0.40 deflated_sharpe 0.02 < 0.90
sma_cross 0.000 -1.24 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
strategyDSRSharpetradeswindows param driftverdict
donchian 0.037 0.22 8 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 8 < 12
base_breakout 0.022 0.04 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 -1.10 7 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
ma_pullback 0.058 0.35 6 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
ridge_momentum 0.001 -0.80 22 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.009 -0.26 6 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.126 0.70 11 6 0.00 deflated_sharpe 0.13 < 0.90; n_trades 11 < 12
CARR short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.012 -0.17 19 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.004 -0.46 4 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.065 0.45 16 6 0.20 deflated_sharpe 0.07 < 0.90
PSX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.28 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 0.048 0.32 7 6 0.20 deflated_sharpe 0.05 < 0.90; n_trades 7 < 12
ma_pullback 0.000 -0.89 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.009 -0.24 30 6 0.40 deflated_sharpe 0.01 < 0.90
sma_cross 0.003 -0.58 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.064 0.43 15 6 0.40 deflated_sharpe 0.06 < 0.90
HD short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.002 -0.61 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 0.030 0.15 14 6 0.60 deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.006 -0.37 5 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.075 0.51 16 6 0.40 deflated_sharpe 0.07 < 0.90
OGE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.87 5 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.267 0.85 5 6 0.00 deflated_sharpe 0.27 < 0.90; n_trades 5 < 12
bollinger 0.003 -0.60 8 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.012 -0.16 28 6 0.80 deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.000 -1.07 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.000 -1.26 16 6 0.20 deflated_sharpe 0.00 < 0.90
LYV short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 -1.43 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 -1.09 13 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.001 -0.82 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd 0.005 -0.41 22 6 0.00 deflated_sharpe 0.01 < 0.90
CNP short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -2.00 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger 0.000 -1.26 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.000 -1.40 47 6 0.20 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.09 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd 0.001 -0.94 15 6 0.00 deflated_sharpe 0.00 < 0.90
EL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.16 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 0.024 0.07 22 6 0.00 deflated_sharpe 0.02 < 0.90
bollinger 0.001 -0.90 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ma_pullback 0.003 -0.52 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.001 -0.98 15 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.014 -0.11 4 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.061 0.40 16 6 0.80 deflated_sharpe 0.06 < 0.90; param change-rate 0.80 > 0.50
PAG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.11 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 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 0.007 -0.29 9 7 0.17 deflated_sharpe 0.01 < 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 0.016 -0.06 16 7 0.33 deflated_sharpe 0.02 < 0.90
sma_cross 0.000 -1.02 7 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd 0.004 -0.47 19 7 0.17 deflated_sharpe 0.00 < 0.90
CPT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.107 0.65 28 6 0.40 deflated_sharpe 0.11 < 0.90
sma_cross 0.004 -0.49 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.012 -0.15 19 6 0.40 deflated_sharpe 0.01 < 0.90
CLX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.037 0.22 5 6 0.40 deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
base_breakout 0.053 0.36 2 6 0.20 deflated_sharpe 0.05 < 0.90; n_trades 2 < 12
pead 0.003 -0.58 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.146 0.81 31 6 0.20 deflated_sharpe 0.15 < 0.90
bollinger 0.008 -0.30 6 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
ma_pullback 0.048 0.32 1 6 0.00 deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
ridge_momentum 0.050 0.34 13 6 0.80 deflated_sharpe 0.05 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.105 0.65 2 6 0.20 deflated_sharpe 0.10 < 0.90; n_trades 2 < 12
macd 0.158 0.85 14 6 0.20 deflated_sharpe 0.16 < 0.90
PFGC short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.85 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.273 1.08 10 6 0.00 deflated_sharpe 0.27 < 0.90; n_trades 10 < 12
bollinger 0.070 0.47 8 6 0.00 deflated_sharpe 0.07 < 0.90; n_trades 8 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.005 -0.41 14 6 0.80 deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.006 -0.39 2 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
macd 0.009 -0.26 17 6 0.40 deflated_sharpe 0.01 < 0.90
COLD short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.025 0.09 6 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
base_breakout 0.000 -1.56 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 0.500 1.59 43 6 0.00 deflated_sharpe 0.50 < 0.90
bollinger 0.011 -0.19 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 0.157 0.91 19 6 0.60 deflated_sharpe 0.16 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.123 0.75 4 6 0.40 deflated_sharpe 0.12 < 0.90; n_trades 4 < 12
macd 0.108 0.70 16 6 0.20 deflated_sharpe 0.11 < 0.90
CORT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 -0.72 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
bollinger 0.060 0.40 4 6 0.20 deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.130 0.73 22 6 0.40 deflated_sharpe 0.13 < 0.90
sma_cross 0.000 -1.17 3 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.034 0.18 18 6 0.00 deflated_sharpe 0.03 < 0.90
RH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.085 0.54 3 6 0.20 deflated_sharpe 0.09 < 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 0.018 -0.02 27 6 0.00 deflated_sharpe 0.02 < 0.90
bollinger 0.577 1.65 6 6 0.20 deflated_sharpe 0.58 < 0.90; n_trades 6 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.051 0.35 35 6 0.40 deflated_sharpe 0.05 < 0.90
sma_cross 0.028 0.12 4 6 0.40 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd 0.088 0.60 15 6 0.00 deflated_sharpe 0.09 < 0.90

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