Trading Models — Tournament 2026-07-27

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① Find tickers

1003 universe → 40 L / 40 S past FA gate

78 tested · 1 passed nightly FDR · 0 watchlist

② Find strategy

80 candidates → 0 survivors

③ Create trade

0 tickets

① Find tickers — FA slates

Long slate — top FA

#	ticker	sector	FA
1	AU	Materials	0.92
2	SNDK	Information Technology	0.88
3	EXE	Energy	0.85
4	ALB	Materials	0.81
5	MU	Information Technology	0.81
6	NBIX	Health Care	0.80
7	AR	Energy	0.80
8	NVDA	Information Technology	0.79
9	FSLR	Information Technology	0.79
10	FIS	Financials	0.79
11	OVV	Energy	0.78
12	NU	Financials	0.77
13	CF	Materials	0.76
14	EVR	Financials	0.76
15	RGLD	Materials	0.76
16	PTC	Information Technology	0.76
17	WDC	Information Technology	0.75
18	AFL	Financials	0.74
19	TER	Information Technology	0.74
20	FICO	Information Technology	0.73
21	RDDT	Communication Services	0.72
22	KNSL	Financials	0.71
23	INCY	Health Care	0.71
24	MRP	Consumer Discretionary	0.71
25	EOG	Energy	0.70
26	ZION	Financials	0.70
27	ADSK	Information Technology	0.70
28	FNF	Financials	0.69
29	NTRS	Financials	0.69
30	HRB	Consumer Discretionary	0.68
31	ROP	Industrials	0.67
32	EWBC	Financials	0.66
33	EG	Financials	0.66
34	WEX	Financials	0.66
35	WAL	Financials	0.66
36	GMED	Health Care	0.66
37	TW	Financials	0.66
38	BKNG	Consumer Discretionary	0.66
39	TPL	Energy	0.66
40	ALL	Financials	0.65

Short slate — bottom FA

#	ticker	sector	FA
1	WLK	Materials	0.18
2	BHF	Financials	0.18
3	UAA	Consumer Discretionary	0.19
4	CG	Financials	0.20
5	MKL	Financials	0.21
6	COIN	Financials	0.21
7	LPX	Materials	0.21
8	TPG	Financials	0.22
9	UHAL	Industrials	0.23
10	UA	Consumer Discretionary	0.23
11	UHAL-B	Industrials	0.23
12	WHR	Consumer Discretionary	0.24
13	MOH	Health Care	0.25
14	MTN	Consumer Discretionary	0.25
15	VIK	Consumer Discretionary	0.26
16	DE	Industrials	0.26
17	RARE	Health Care	0.26
18	FND	Consumer Discretionary	0.27
19	OLN	Materials	0.27
20	DJT	Communication Services	0.27
21	ENPH	Information Technology	0.28
22	CNH	Industrials	0.28
23	SOLV	Health Care	0.28
24	MDU	Utilities	0.30
25	CPNG	Consumer Discretionary	0.30
26	MGM	Consumer Discretionary	0.30
27	HR	Real Estate	0.30
28	PPC	Consumer Staples	0.30
29	IDA	Utilities	0.30
30	KMX	Consumer Discretionary	0.32
31	CARR	Industrials	0.32
32	XYZ	Financials	0.32
33	OGE	Utilities	0.32
34	PENN	Consumer Discretionary	0.32
35	CNP	Utilities	0.34
36	LYV	Communication Services	0.34
37	HD	Consumer Discretionary	0.34
38	RHI	Industrials	0.34
39	LBTYK	Communication Services	0.34
40	PSX	Energy	0.34

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	0.258	1.19	3	6	0.20	deflated_sharpe 0.26 < 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	0.055	0.38	27	6	0.00	deflated_sharpe 0.06 < 0.90
bollinger	0.504	1.44	3	6	0.00	deflated_sharpe 0.50 < 0.90; n_trades 3 < 12
ma_pullback	0.017	-0.05	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
ridge_momentum	0.440	1.61	23	6	0.40	deflated_sharpe 0.44 < 0.90
sma_cross	0.406	1.52	2	6	0.20	deflated_sharpe 0.41 < 0.90; n_trades 2 < 12
macd	0.262	1.19	19	6	0.00	deflated_sharpe 0.26 < 0.90

EXE long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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	0.003	-0.56	32	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.124	0.71	1	6	0.00	deflated_sharpe 0.12 < 0.90; n_trades 1 < 12
ma_pullback	0.009	-0.23	2	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum	0.004	-0.51	12	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.054	0.37	5	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
macd	0.020	0.00	16	6	0.40	deflated_sharpe 0.02 < 0.90

ALB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.090	0.59	5	6	0.20	deflated_sharpe 0.09 < 0.90; n_trades 5 < 12
base_breakout	0.000	-1.57	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	0.024	0.07	5	6	0.20	deflated_sharpe 0.02 < 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	0.108	0.66	34	6	0.60	deflated_sharpe 0.11 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.471	1.62	1	6	0.20	deflated_sharpe 0.47 < 0.90; n_trades 1 < 12
macd	0.052	0.35	19	6	0.20	deflated_sharpe 0.05 < 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	0.163	0.88	3	6	0.40	deflated_sharpe 0.16 < 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	0.142	0.80	26	6	0.00	deflated_sharpe 0.14 < 0.90
bollinger	0.641	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	0.002	-0.68	33	6	0.40	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	0.133	0.78	20	6	0.00	deflated_sharpe 0.13 < 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	0.018	-0.04	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	0.025	0.08	37	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.012	-0.16	5	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.013	-0.15	19	6	0.00	deflated_sharpe 0.01 < 0.90

AR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.018	-0.04	6	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 6 < 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	0.016	-0.07	22	6	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.152	0.84	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	0.073	0.50	31	6	0.60	deflated_sharpe 0.07 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.013	-0.14	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

NVDA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.074	0.46	8	7	0.00	deflated_sharpe 0.07 < 0.90; n_trades 8 < 12
base_breakout	0.008	-0.26	5	7	0.00	deflated_sharpe 0.01 < 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	0.233	1.00	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	0.017	-0.04	54	7	0.50	deflated_sharpe 0.02 < 0.90
sma_cross	0.084	0.51	6	7	0.00	deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
macd	0.003	-0.52	20	7	0.00	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	0.251	1.06	21	6	0.00	deflated_sharpe 0.25 < 0.90
bollinger	0.130	0.75	9	6	0.00	deflated_sharpe 0.13 < 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	0.001	-0.88	19	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.132	0.78	2	6	0.60	deflated_sharpe 0.13 < 0.90; n_trades 2 < 12; param change-rate 0.60 > 0.50
macd	0.000	-1.40	23	6	0.00	deflated_sharpe 0.00 < 0.90

FIS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.69	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.000	-1.19	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	0.001	-0.89	23	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.004	-0.47	4	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
macd	0.000	-0.96	16	6	0.40	deflated_sharpe 0.00 < 0.90

OVV long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.019	-0.01	5	7	0.00	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
base_breakout	0.000	-1.35	2	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.052	0.33	23	7	0.50	deflated_sharpe 0.05 < 0.90
bollinger	0.157	0.77	6	7	0.17	deflated_sharpe 0.16 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.060	0.38	33	7	0.67	deflated_sharpe 0.06 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.005	-0.39	8	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd	0.036	0.20	20	7	0.17	deflated_sharpe 0.04 < 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	0.013	-0.13	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum	0.017	-0.04	25	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.010	-0.21	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.154	0.86	12	6	0.00	deflated_sharpe 0.15 < 0.90

CF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.041	0.26	7	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 7 < 12
base_breakout	0.048	0.32	3	6	0.20	deflated_sharpe 0.05 < 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	0.073	0.50	30	6	0.00	deflated_sharpe 0.07 < 0.90
bollinger	0.081	0.55	6	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
ma_pullback	0.021	0.03	4	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
ridge_momentum	0.224	1.11	23	6	0.20	deflated_sharpe 0.22 < 0.90
sma_cross	0.074	0.50	6	6	0.40	deflated_sharpe 0.07 < 0.90; n_trades 6 < 12
macd	0.106	0.65	16	6	0.00	deflated_sharpe 0.11 < 0.90

EVR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.419	1.37	4	6	0.20	deflated_sharpe 0.42 < 0.90; n_trades 4 < 12
base_breakout	0.041	0.25	3	6	0.20	deflated_sharpe 0.04 < 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	0.019	-0.02	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	0.044	0.29	18	6	0.60	deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.279	1.14	3	6	0.00	deflated_sharpe 0.28 < 0.90; n_trades 3 < 12
macd	0.019	-0.01	20	6	0.20	deflated_sharpe 0.02 < 0.90

RGLD long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.099	0.65	4	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 4 < 12
base_breakout	0.010	-0.21	1	6	0.00	deflated_sharpe 0.01 < 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	0.016	-0.07	32	6	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.015	-0.10	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	0.229	1.10	29	6	0.20	deflated_sharpe 0.23 < 0.90
sma_cross	0.115	0.72	4	6	0.20	deflated_sharpe 0.12 < 0.90; n_trades 4 < 12
macd	0.364	1.48	16	6	0.20	deflated_sharpe 0.36 < 0.90

PTC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.177	0.81	2	6	0.00	deflated_sharpe 0.18 < 0.90; n_trades 2 < 12
base_breakout	0.044	0.29	1	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
pead	0.000	-0.82	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.057	0.42	19	6	0.00	deflated_sharpe 0.06 < 0.90
bollinger	0.003	-0.60	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	0.012	-0.16	28	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.059	0.39	3	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
macd	0.005	-0.47	20	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50

WDC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.955	2.93	0	6	0.00	n_trades 0 < 12
base_breakout	0.039	0.24	2	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
pead	0.032	0.17	4	6	0.40	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
rsi2	0.236	1.06	25	6	0.00	deflated_sharpe 0.24 < 0.90
bollinger	0.024	0.06	3	6	0.20	deflated_sharpe 0.02 < 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	0.482	1.64	27	6	0.60	deflated_sharpe 0.48 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.839	2.41	4	6	0.00	deflated_sharpe 0.84 < 0.90; n_trades 4 < 12
macd	0.507	1.63	18	6	0.20	deflated_sharpe 0.51 < 0.90

AFL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.75	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.000	-1.06	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	0.024	0.07	32	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.002	-0.66	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.001	-0.82	17	6	0.20	deflated_sharpe 0.00 < 0.90

TER long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.419	1.42	6	6	0.20	deflated_sharpe 0.42 < 0.90; n_trades 6 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.042	0.27	3	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
rsi2	0.022	0.04	22	6	0.40	deflated_sharpe 0.02 < 0.90
bollinger	0.005	-0.41	7	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
ma_pullback	0.968	1.50	0	6	0.00	n_trades 0 < 12
ridge_momentum	0.078	0.52	58	6	0.60	deflated_sharpe 0.08 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.722	1.96	2	6	0.40	deflated_sharpe 0.72 < 0.90; n_trades 2 < 12
macd	0.165	0.87	18	6	0.40	deflated_sharpe 0.16 < 0.90

FICO long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.012	-0.16	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout	0.061	0.41	1	6	0.00	deflated_sharpe 0.06 < 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	0.014	-0.11	9	6	0.20	deflated_sharpe 0.01 < 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	0.001	-0.80	39	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.007	-0.32	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.000	-1.17	18	6	0.60	deflated_sharpe 0.00 < 0.90; 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

KNSL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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	0.048	0.30	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	24	7	0.50	deflated_sharpe 0.01 < 0.90
sma_cross	0.000	-1.32	6	7	0.33	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.000	-1.38	24	7	0.83	deflated_sharpe 0.00 < 0.90; param change-rate 0.83 > 0.50

INCY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.010	-0.22	7	6	0.60	deflated_sharpe 0.01 < 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	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	0.061	0.42	27	6	0.20	deflated_sharpe 0.06 < 0.90
sma_cross	0.174	0.90	3	6	0.20	deflated_sharpe 0.17 < 0.90; n_trades 3 < 12
macd	0.190	0.96	10	6	0.20	deflated_sharpe 0.19 < 0.90; n_trades 10 < 12

EOG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.022	0.03	8	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 8 < 12
base_breakout	0.003	-0.55	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead	0.057	0.37	1	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
rsi2	0.001	-0.78	14	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	0.044	0.29	16	6	0.60	deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.006	-0.37	6	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.105	0.67	14	6	0.60	deflated_sharpe 0.11 < 0.90; param change-rate 0.60 > 0.50

ZION long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.141	0.69	10	7	0.00	deflated_sharpe 0.14 < 0.90; n_trades 10 < 12
base_breakout	0.143	0.67	4	7	0.00	deflated_sharpe 0.14 < 0.90; n_trades 4 < 12
pead	0.006	-0.33	1	7	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.006	-0.35	34	7	0.17	deflated_sharpe 0.01 < 0.90
bollinger	0.051	0.33	8	7	0.00	deflated_sharpe 0.05 < 0.90; n_trades 8 < 12
ma_pullback	0.145	0.70	1	7	0.00	deflated_sharpe 0.15 < 0.90; n_trades 1 < 12
ridge_momentum	0.227	1.04	20	7	0.67	deflated_sharpe 0.23 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.091	0.55	5	7	0.50	deflated_sharpe 0.09 < 0.90; n_trades 5 < 12
macd	0.205	1.00	16	7	0.00	deflated_sharpe 0.21 < 0.90

ADSK long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.014	-0.10	2	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
base_breakout	0.027	0.11	1	6	0.20	deflated_sharpe 0.03 < 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	8	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 8 < 12
ma_pullback	0.004	-0.47	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.052	0.35	19	6	0.20	deflated_sharpe 0.05 < 0.90
sma_cross	0.008	-0.27	6	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.000	-1.02	18	6	0.40	deflated_sharpe 0.00 < 0.90

FNF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.15	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	-1.30	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead	0.070	0.44	1	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
rsi2	0.009	-0.25	24	6	0.40	deflated_sharpe 0.01 < 0.90
bollinger	0.143	0.80	9	6	0.60	deflated_sharpe 0.14 < 0.90; n_trades 9 < 12; param change-rate 0.60 > 0.50
ma_pullback	0.002	-0.52	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.039	0.24	41	6	0.60	deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.06	8	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd	0.006	-0.38	19	6	0.20	deflated_sharpe 0.01 < 0.90

NTRS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.799	1.93	7	7	0.00	deflated_sharpe 0.80 < 0.90; n_trades 7 < 12
base_breakout	0.469	1.36	3	7	0.00	deflated_sharpe 0.47 < 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	0.085	0.52	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	0.298	1.12	38	7	0.67	deflated_sharpe 0.30 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.496	1.48	4	7	0.00	deflated_sharpe 0.50 < 0.90; n_trades 4 < 12
macd	0.298	1.14	23	7	0.33	deflated_sharpe 0.30 < 0.90

HRB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.80	3	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 3 < 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	0.001	-0.73	9	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
bollinger	0.006	-0.35	2	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ma_pullback	0.001	-0.62	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.006	-0.37	39	6	1.00	deflated_sharpe 0.01 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.004	-0.47	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.003	-0.57	15	6	0.00	deflated_sharpe 0.00 < 0.90

ROP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.76	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 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	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	-0.63	12	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.001	-0.82	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.004	-0.46	14	6	0.40	deflated_sharpe 0.00 < 0.90

EWBC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.063	0.43	4	6	0.40	deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
base_breakout	0.040	0.25	3	6	0.00	deflated_sharpe 0.04 < 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	-0.42	35	6	0.20	deflated_sharpe 0.01 < 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	0.141	0.84	18	6	1.00	deflated_sharpe 0.14 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.068	0.46	4	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
macd	0.211	1.10	14	6	0.60	deflated_sharpe 0.21 < 0.90; param change-rate 0.60 > 0.50

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	0.014	-0.12	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	0.000	-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	0.056	0.39	15	6	0.80	deflated_sharpe 0.06 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.28	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.003	-0.54	19	6	0.00	deflated_sharpe 0.00 < 0.90

WEX long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-0.81	7	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout	0.001	-0.53	2	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.002	-0.56	1	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.001	-0.61	17	7	0.17	deflated_sharpe 0.00 < 0.90
bollinger	0.061	0.37	8	7	0.33	deflated_sharpe 0.06 < 0.90; n_trades 8 < 12
ma_pullback	0.000	-1.24	3	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.019	-0.01	37	7	0.50	deflated_sharpe 0.02 < 0.90
sma_cross	0.001	-0.74	7	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd	0.009	-0.23	18	7	0.33	deflated_sharpe 0.01 < 0.90

WAL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-0.97	6	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.000	-1.06	4	7	0.50	deflated_sharpe 0.00 < 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	0.101	0.58	29	7	0.17	deflated_sharpe 0.10 < 0.90
bollinger	0.009	-0.22	7	7	0.50	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
ma_pullback	0.010	-0.20	1	7	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum	0.071	0.46	23	7	0.50	deflated_sharpe 0.07 < 0.90
sma_cross	0.003	-0.55	4	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.011	-0.17	21	7	0.00	deflated_sharpe 0.01 < 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	0.070	0.44	2	6	0.20	deflated_sharpe 0.07 < 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	0.015	-0.10	24	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	-0.82	31	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.194	0.74	3	6	0.20	deflated_sharpe 0.19 < 0.90; n_trades 3 < 12
macd	0.030	0.15	15	6	0.40	deflated_sharpe 0.03 < 0.90

TW long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.006	-0.35	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout	0.008	-0.28	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead	0.058	0.40	2	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
rsi2	0.181	0.95	28	6	0.00	deflated_sharpe 0.18 < 0.90
bollinger	0.002	-0.69	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	0.050	0.34	18	6	0.80	deflated_sharpe 0.05 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.011	-0.18	3	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
macd	0.002	-0.62	18	6	0.00	deflated_sharpe 0.00 < 0.90

BKNG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.197	0.97	3	6	0.00	deflated_sharpe 0.20 < 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	30	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	0.183	0.94	28	6	0.20	deflated_sharpe 0.18 < 0.90
sma_cross	0.118	0.70	5	6	0.00	deflated_sharpe 0.12 < 0.90; n_trades 5 < 12
macd	0.154	0.83	16	6	0.00	deflated_sharpe 0.15 < 0.90

TPL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.021	0.02	4	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout	0.142	0.79	1	6	0.00	deflated_sharpe 0.14 < 0.90; n_trades 1 < 12
pead	0.003	-0.57	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.005	-0.41	18	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.034	0.20	8	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 8 < 12
ma_pullback	0.045	0.30	6	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 6 < 12
ridge_momentum	0.000	-1.95	21	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.026	0.10	6	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
macd	0.021	0.02	21	6	0.00	deflated_sharpe 0.02 < 0.90

ALL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.95	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.002	-0.63	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	0.395	1.48	9	6	0.20	deflated_sharpe 0.39 < 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	0.140	0.82	34	6	0.20	deflated_sharpe 0.14 < 0.90
sma_cross	0.005	-0.42	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.037	0.23	18	6	0.20	deflated_sharpe 0.04 < 0.90

WLK short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.121	0.73	3	6	0.00	deflated_sharpe 0.12 < 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	0.002	-0.54	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.231	1.07	34	6	0.80	deflated_sharpe 0.23 < 0.90; param change-rate 0.80 > 0.50
bollinger	0.078	0.53	10	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 10 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.007	-0.31	24	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.100	0.64	2	6	0.40	deflated_sharpe 0.10 < 0.90; n_trades 2 < 12
macd	0.000	-1.13	22	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50

BHF short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.66	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.391	1.15	7	6	0.20	deflated_sharpe 0.39 < 0.90; n_trades 7 < 12
bollinger	0.010	-0.20	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	0.007	-0.30	5	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
sma_cross	0.000	-0.98	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

UAA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.110	0.66	2	6	0.00	deflated_sharpe 0.11 < 0.90; n_trades 2 < 12
base_breakout	0.004	-0.44	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.019	-0.01	2	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
rsi2	0.010	-0.21	23	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.019	-0.01	4	6	0.20	deflated_sharpe 0.02 < 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	0.026	0.10	27	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.022	0.04	2	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
macd	0.002	-0.69	17	6	0.00	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	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	0.036	0.20	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	0.013	-0.13	41	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.045	0.29	3	6	0.00	deflated_sharpe 0.04 < 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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.65	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	0.334	1.12	4	6	0.00	deflated_sharpe 0.33 < 0.90; n_trades 4 < 12
bollinger	0.010	-0.22	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	0.053	0.38	17	6	0.40	deflated_sharpe 0.05 < 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	-0.90	21	6	0.40	deflated_sharpe 0.00 < 0.90

COIN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.044	0.29	3	6	0.00	deflated_sharpe 0.04 < 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	0.003	-0.54	20	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.001	-0.85	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	0.003	-0.56	42	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.003	-0.53	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.052	0.36	12	6	0.00	deflated_sharpe 0.05 < 0.90

LPX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.63	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	0.80	deflated_sharpe 0.07 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.020	0.00	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.018	-0.04	17	6	0.20	deflated_sharpe 0.02 < 0.90

TPG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.056	0.38	2	6	0.00	deflated_sharpe 0.06 < 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	0.033	0.18	16	6	0.20	deflated_sharpe 0.03 < 0.90
bollinger	0.117	0.68	3	6	0.00	deflated_sharpe 0.12 < 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	0.016	-0.07	30	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.077	0.52	3	6	0.40	deflated_sharpe 0.08 < 0.90; n_trades 3 < 12
macd	0.008	-0.27	18	6	0.00	deflated_sharpe 0.01 < 0.90

UHAL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.005	-0.43	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.024	0.07	2	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
pead	0.005	-0.40	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.001	-0.78	25	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.152	0.85	4	6	0.20	deflated_sharpe 0.15 < 0.90; n_trades 4 < 12
ma_pullback	0.001	-0.74	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum	0.050	0.32	21	6	0.40	deflated_sharpe 0.05 < 0.90
sma_cross	0.030	0.15	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd	0.211	0.97	16	6	0.00	deflated_sharpe 0.21 < 0.90

UA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.135	0.76	2	6	0.00	deflated_sharpe 0.14 < 0.90; n_trades 2 < 12
base_breakout	0.016	-0.08	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.052	0.35	24	6	0.20	deflated_sharpe 0.05 < 0.90
bollinger	0.064	0.42	2	6	0.20	deflated_sharpe 0.06 < 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	0.046	0.32	30	6	0.60	deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.016	-0.07	2	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
macd	0.002	-0.63	20	6	0.20	deflated_sharpe 0.00 < 0.90

UHAL-B short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.006	-0.35	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout	0.026	0.09	4	6	0.20	deflated_sharpe 0.03 < 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	0.083	0.55	35	6	0.20	deflated_sharpe 0.08 < 0.90
bollinger	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ma_pullback	0.000	-1.51	8	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
ridge_momentum	0.132	0.71	39	6	0.20	deflated_sharpe 0.13 < 0.90
sma_cross	0.016	-0.08	3	6	0.60	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
macd	0.066	0.44	17	6	0.00	deflated_sharpe 0.07 < 0.90

WHR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.166	0.90	2	6	0.00	deflated_sharpe 0.17 < 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	0.002	-0.57	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.000	-1.10	25	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.016	-0.07	6	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.042	0.27	24	6	0.80	deflated_sharpe 0.04 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.006	-0.38	3	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
macd	0.094	0.60	14	6	0.40	deflated_sharpe 0.09 < 0.90

MOH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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	0.041	0.25	35	6	0.20	deflated_sharpe 0.04 < 0.90
bollinger	0.031	0.16	7	6	0.20	deflated_sharpe 0.03 < 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	0.094	0.56	43	6	0.60	deflated_sharpe 0.09 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.024	0.07	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.223	0.98	16	6	0.20	deflated_sharpe 0.22 < 0.90

MTN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.02	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	0.005	-0.41	29	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.292	1.34	7	6	0.20	deflated_sharpe 0.29 < 0.90; n_trades 7 < 12
ma_pullback	0.029	0.14	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
ridge_momentum	0.395	1.45	37	6	0.40	deflated_sharpe 0.40 < 0.90
sma_cross	0.021	0.03	2	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
macd	0.011	-0.18	19	6	0.00	deflated_sharpe 0.01 < 0.90

VIK short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-2.63	1	2	1.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12; param change-rate 1.00 > 0.50
base_breakout	0.000	0.00	0	2	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	2	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	0.00	0	2	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger	0.012	-0.25	1	2	0.00	deflated_sharpe 0.01 < 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	0.005	-0.75	7	2	1.00	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 1.00 > 0.50
sma_cross	0.000	-2.43	2	2	1.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12; param change-rate 1.00 > 0.50
macd	0.000	-1.95	5	2	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12

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	0.004	-0.45	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.003	-0.55	23	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.55	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.001	-0.88	18	6	0.20	deflated_sharpe 0.00 < 0.90

RARE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.011	-0.18	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout	0.012	-0.15	2	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
pead	0.000	-1.17	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.030	0.14	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	0.370	1.01	37	6	0.40	deflated_sharpe 0.37 < 0.90
sma_cross	0.014	-0.12	5	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.024	0.07	16	6	0.00	deflated_sharpe 0.02 < 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	0.204	0.96	46	7	0.17	deflated_sharpe 0.20 < 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	0.052	0.33	37	7	0.17	deflated_sharpe 0.05 < 0.90
sma_cross	0.070	0.44	4	7	0.17	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
macd	0.010	-0.21	21	7	0.33	deflated_sharpe 0.01 < 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	0.556	1.71	24	6	0.00	deflated_sharpe 0.56 < 0.90
bollinger	0.010	-0.23	5	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
ma_pullback	0.000	-1.31	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum	0.042	0.28	64	6	0.40	deflated_sharpe 0.04 < 0.90
sma_cross	0.029	0.14	4	6	0.40	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.012	-0.16	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	0.009	-0.23	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout	0.010	-0.21	2	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.054	0.37	36	6	0.40	deflated_sharpe 0.05 < 0.90
bollinger	0.053	0.36	6	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 6 < 12
ma_pullback	0.287	1.12	5	6	0.00	deflated_sharpe 0.29 < 0.90; n_trades 5 < 12
ridge_momentum	0.212	1.07	31	6	0.00	deflated_sharpe 0.21 < 0.90
sma_cross	0.096	0.66	1	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 1 < 12
macd	0.063	0.44	15	6	0.40	deflated_sharpe 0.06 < 0.90

ENPH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.039	0.24	3	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
base_breakout	0.008	-0.28	1	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead	0.083	0.58	3	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 3 < 12
rsi2	0.698	1.72	38	6	0.20	deflated_sharpe 0.70 < 0.90
bollinger	0.186	0.93	3	6	0.20	deflated_sharpe 0.19 < 0.90; n_trades 3 < 12
ma_pullback	0.009	-0.25	6	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
ridge_momentum	0.119	0.78	27	6	0.60	deflated_sharpe 0.12 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.177	0.90	2	6	0.00	deflated_sharpe 0.18 < 0.90; n_trades 2 < 12
macd	0.002	-0.62	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	0.018	-0.03	41	6	0.40	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	0.016	-0.08	16	6	0.40	deflated_sharpe 0.02 < 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

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	0.010	-0.21	8	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
bollinger	0.003	-0.67	2	6	0.40	deflated_sharpe 0.00 < 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	0.008	-0.28	19	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.000	-1.21	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.000	-1.32	22	6	0.00	deflated_sharpe 0.00 < 0.90

CPNG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.052	0.35	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	0.008	-0.27	16	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.001	-0.89	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	-0.05	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

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	0.004	-0.47	26	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
bollinger	0.759	1.62	6	6	0.20	deflated_sharpe 0.76 < 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	0.041	0.26	25	6	0.40	deflated_sharpe 0.04 < 0.90
sma_cross	0.001	-0.90	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.008	-0.28	22	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	-1.70	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	0.057	0.39	5	6	0.40	deflated_sharpe 0.06 < 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	0.012	-0.17	23	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.29	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.003	-0.53	19	6	0.00	deflated_sharpe 0.00 < 0.90

PPC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.063	0.42	4	6	0.20	deflated_sharpe 0.06 < 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	0.002	-0.69	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	0.018	-0.03	10	6	0.80	deflated_sharpe 0.02 < 0.90; n_trades 10 < 12; param change-rate 0.80 > 0.50
sma_cross	0.008	-0.29	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.197	0.93	12	6	0.00	deflated_sharpe 0.20 < 0.90

IDA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.29	3	6	0.40	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	0.000	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	-1.63	36	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.31	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.002	-0.66	13	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	0.051	0.32	8	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 8 < 12
base_breakout	0.020	-0.00	1	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
pead	0.000	-1.18	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.001	-0.74	31	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.000	-1.13	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	0.000	-1.25	21	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.012	-0.17	6	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.114	0.66	13	6	0.20	deflated_sharpe 0.11 < 0.90

CARR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.034	0.20	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.023	0.06	2	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
rsi2	0.093	0.62	27	6	0.00	deflated_sharpe 0.09 < 0.90
bollinger	0.006	-0.39	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ma_pullback	0.061	0.45	1	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
ridge_momentum	0.012	-0.16	21	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.004	-0.46	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.077	0.52	16	6	0.20	deflated_sharpe 0.08 < 0.90

XYZ short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.008	-0.29	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	0.066	0.47	3	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
rsi2	0.000	-1.44	21	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.004	-0.44	4	6	0.60	deflated_sharpe 0.00 < 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	0.022	0.03	21	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.003	-0.55	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.006	-0.38	16	6	0.00	deflated_sharpe 0.01 < 0.90

OGE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-2.13	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	0.478	1.12	6	6	0.00	deflated_sharpe 0.48 < 0.90; n_trades 6 < 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	0.018	-0.03	29	6	0.80	deflated_sharpe 0.02 < 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	-1.24	18	6	0.40	deflated_sharpe 0.00 < 0.90

PENN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.011	-0.18	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.053	0.36	1	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
rsi2	0.480	1.63	33	6	0.00	deflated_sharpe 0.48 < 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	0.021	0.02	28	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.003	-0.54	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.012	-0.16	16	6	0.00	deflated_sharpe 0.01 < 0.90

CNP short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-2.00	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger	0.000	-1.26	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.000	-1.12	48	6	0.40	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	-0.84	15	6	0.00	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	0.002	-0.69	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.000	-1.04	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	0.006	-0.38	21	6	0.00	deflated_sharpe 0.01 < 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	0.002	-0.68	19	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	0.018	-0.03	17	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.004	-0.50	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.083	0.56	16	6	0.20	deflated_sharpe 0.08 < 0.90

RHI short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.090	0.56	4	7	0.67	deflated_sharpe 0.09 < 0.90; n_trades 4 < 12; param change-rate 0.67 > 0.50
base_breakout	0.037	0.20	1	7	0.33	deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
pead	0.999	2.04	2	7	0.00	n_trades 2 < 12
rsi2	0.108	0.63	36	7	0.50	deflated_sharpe 0.11 < 0.90
bollinger	0.093	0.57	3	7	0.17	deflated_sharpe 0.09 < 0.90; n_trades 3 < 12
ma_pullback	0.023	0.05	4	7	0.17	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
ridge_momentum	0.007	-0.31	41	7	0.50	deflated_sharpe 0.01 < 0.90
sma_cross	0.293	1.19	2	7	0.50	deflated_sharpe 0.29 < 0.90; n_trades 2 < 12
macd	0.007	-0.28	19	7	0.33	deflated_sharpe 0.01 < 0.90

LBTYK short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-0.92	7	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout	0.000	-1.28	1	7	0.00	deflated_sharpe 0.00 < 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	0.019	-0.02	16	7	0.33	deflated_sharpe 0.02 < 0.90
bollinger	0.033	0.17	9	7	0.17	deflated_sharpe 0.03 < 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	0.008	-0.25	36	7	0.33	deflated_sharpe 0.01 < 0.90
sma_cross	0.043	0.26	2	7	0.00	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
macd	0.002	-0.60	18	7	0.00	deflated_sharpe 0.00 < 0.90

PSX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.18	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	0.010	-0.24	15	6	0.20	deflated_sharpe 0.01 < 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	0.005	-0.41	34	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.003	-0.59	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.039	0.24	14	6	0.40	deflated_sharpe 0.04 < 0.90

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