TRADING MODELS
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/ 2026-07-28
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① Find tickers
1003 universe → 40 L / 40 S past FA gate
78 tested · 1 passed nightly FDR · 1 watchlist
② Find strategy
80 candidates → 0 survivors
③ Create trade
0 tickets

① Find tickers — FA slates

Long slate — top FA
#tickersectorFA
1AU Materials0.92
2SNDK Information Technology0.88
3EXE Energy0.85
4ALB Materials0.82
5MU Information Technology0.81
6AR Energy0.81
7NBIX Health Care0.80
8NVDA Information Technology0.79
9FSLR Information Technology0.79
10FIS Financials0.79
11OVV Energy0.79
12RGLD Materials0.78
13CINF Financials0.77
14NU Financials0.77
15EVR Financials0.77
16CF Materials0.77
17PTC Information Technology0.76
18AFL Financials0.74
19FICO Information Technology0.73
20RDDT Communication Services0.72
21KNSL Financials0.72
22MRP Consumer Discretionary0.71
23BLK Financials0.71
24INCY Health Care0.71
25EOG Energy0.70
26NTRS Financials0.70
27ADSK Information Technology0.70
28FNF Financials0.70
29HRB Consumer Discretionary0.68
30EWBC Financials0.67
31ROP Industrials0.67
32GMED Health Care0.67
33EG Financials0.67
34JPM Financials0.66
35PLTR Information Technology0.66
36CRM Information Technology0.66
37C Financials0.65
38BKNG Consumer Discretionary0.65
39ALL Financials0.65
40FAF Financials0.64
Short slate — bottom FA
#tickersectorFA
1BHF Financials0.18
2CG Financials0.20
3LPX Materials0.20
4COIN Financials0.21
5MKL Financials0.21
6DE Industrials0.24
7MOH Health Care0.24
8MTN Consumer Discretionary0.25
9FND Consumer Discretionary0.25
10CNH Industrials0.26
11DJT Communication Services0.26
12OLN Materials0.26
13APO Financials0.26
14RARE Health Care0.26
15CPNG Consumer Discretionary0.28
16ENPH Information Technology0.28
17PPC Consumer Staples0.28
18MGM Consumer Discretionary0.29
19IDA Utilities0.29
20MDU Utilities0.29
21HR Real Estate0.29
22KMX Consumer Discretionary0.30
23PENN Consumer Discretionary0.30
24BA Industrials0.30
25PSX Energy0.31
26OGE Utilities0.31
27HD Consumer Discretionary0.31
28CARR Industrials0.32
29LYV Communication Services0.32
30LBTYK Communication Services0.33
31CNP Utilities0.33
32EL Consumer Staples0.33
33RHI Industrials0.33
34LBTYA Communication Services0.33
35CLF Materials0.34
36CORT Health Care0.34
37CLX Consumer Staples0.34
38PAG Consumer Discretionary0.35
39PFGC Consumer Staples0.35
40COLD Real Estate0.35

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 0.266 1.21 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 0.055 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 0.020 -0.00 3 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
ridge_momentum 0.415 1.53 21 6 0.40 deflated_sharpe 0.41 < 0.90
sma_cross 0.353 1.40 2 6 0.20 deflated_sharpe 0.35 < 0.90; n_trades 2 < 12
macd 0.205 1.03 19 6 0.00 deflated_sharpe 0.20 < 0.90
EXE long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.007 -0.34 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 -0.59 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 0.002 -0.68 10 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
sma_cross 0.052 0.36 5 6 0.00 deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
macd 0.031 0.16 14 6 0.00 deflated_sharpe 0.03 < 0.90
ALB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.097 0.63 5 6 0.20 deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
base_breakout 0.000 -1.58 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 0.665 1.98 21 6 0.00 deflated_sharpe 0.66 < 0.90
bollinger 0.025 0.08 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 0.106 0.65 32 6 0.20 deflated_sharpe 0.11 < 0.90
sma_cross 0.485 1.65 1 6 0.20 deflated_sharpe 0.48 < 0.90; n_trades 1 < 12
macd 0.056 0.38 19 6 0.20 deflated_sharpe 0.06 < 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 0.129 0.76 3 6 0.40 deflated_sharpe 0.13 < 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 0.139 0.79 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 0.001 -0.78 30 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 0.115 0.71 20 6 0.00 deflated_sharpe 0.11 < 0.90
AR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.019 -0.02 22 6 0.00 deflated_sharpe 0.02 < 0.90
bollinger 0.168 0.89 11 6 0.00 deflated_sharpe 0.17 < 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 0.094 0.62 30 6 0.20 deflated_sharpe 0.09 < 0.90
sma_cross 0.014 -0.12 5 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.108 0.68 20 6 0.20 deflated_sharpe 0.11 < 0.90
NBIX long no survivor 29 parameter sets tried
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 0.018 -0.03 41 6 0.00 deflated_sharpe 0.02 < 0.90
sma_cross 0.016 -0.07 4 6 0.40 deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd 0.010 -0.23 19 6 0.00 deflated_sharpe 0.01 < 0.90
NVDA long 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 0.001 -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 0.233 1.00 43 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 0.021 0.02 55 7 0.83 deflated_sharpe 0.02 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.068 0.43 6 7 0.00 deflated_sharpe 0.07 < 0.90; n_trades 6 < 12
macd 0.002 -0.55 20 7 0.00 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 0.226 1.00 21 6 0.00 deflated_sharpe 0.23 < 0.90
bollinger 0.120 0.71 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 -0.54 22 6 0.20 deflated_sharpe 0.00 < 0.90
sma_cross 0.148 0.84 1 6 0.40 deflated_sharpe 0.15 < 0.90; n_trades 1 < 12
macd 0.000 -1.55 26 6 0.40 deflated_sharpe 0.00 < 0.90
FIS long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.75 4 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout 0.000 -1.27 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 0.007 -0.31 34 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.009 -0.25 3 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.000 -0.98 18 6 0.00 deflated_sharpe 0.00 < 0.90
OVV long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.141 0.75 37 7 0.50 deflated_sharpe 0.14 < 0.90
sma_cross 0.005 -0.37 8 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
macd 0.123 0.69 20 7 0.17 deflated_sharpe 0.12 < 0.90
RGLD long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.094 0.62 4 6 0.00 deflated_sharpe 0.09 < 0.90; n_trades 4 < 12
base_breakout 0.007 -0.31 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 0.013 -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 0.163 0.90 27 6 0.20 deflated_sharpe 0.16 < 0.90
sma_cross 0.090 0.60 4 6 0.20 deflated_sharpe 0.09 < 0.90; n_trades 4 < 12
macd 0.301 1.32 16 6 0.20 deflated_sharpe 0.30 < 0.90
CINF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.52 7 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout 0.015 -0.09 2 7 0.17 deflated_sharpe 0.01 < 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 0.017 -0.05 45 7 0.00 deflated_sharpe 0.02 < 0.90
bollinger 0.076 0.47 5 7 0.33 deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
ma_pullback 0.117 0.63 1 7 0.00 deflated_sharpe 0.12 < 0.90; n_trades 1 < 12
ridge_momentum 0.380 1.39 38 7 0.50 deflated_sharpe 0.38 < 0.90
sma_cross 0.008 -0.25 8 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
macd 0.045 0.27 21 7 0.00 deflated_sharpe 0.04 < 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 0.013 -0.13 4 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum 0.023 0.05 27 6 0.20 deflated_sharpe 0.02 < 0.90
sma_cross 0.010 -0.21 3 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.152 0.85 12 6 0.00 deflated_sharpe 0.15 < 0.90
EVR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.385 1.31 4 6 0.20 deflated_sharpe 0.39 < 0.90; n_trades 4 < 12
base_breakout 0.038 0.22 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 0.065 0.44 20 6 0.60 deflated_sharpe 0.06 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.256 1.08 3 6 0.00 deflated_sharpe 0.26 < 0.90; n_trades 3 < 12
macd 0.016 -0.06 20 6 0.20 deflated_sharpe 0.02 < 0.90
CF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.041 0.26 7 6 0.40 deflated_sharpe 0.04 < 0.90; n_trades 7 < 12
base_breakout 0.044 0.29 3 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.066 0.46 30 6 0.00 deflated_sharpe 0.07 < 0.90
bollinger 0.120 0.73 6 6 0.00 deflated_sharpe 0.12 < 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 0.202 1.04 23 6 0.60 deflated_sharpe 0.20 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.088 0.57 6 6 0.40 deflated_sharpe 0.09 < 0.90; n_trades 6 < 12
macd 0.106 0.65 16 6 0.00 deflated_sharpe 0.11 < 0.90
PTC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.167 0.78 2 6 0.00 deflated_sharpe 0.17 < 0.90; n_trades 2 < 12
base_breakout 0.036 0.21 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 -0.61 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 0.010 -0.24 28 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.056 0.36 3 6 0.20 deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
macd 0.004 -0.49 20 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
AFL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.82 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.000 -1.18 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 0.014 -0.12 33 6 0.20 deflated_sharpe 0.01 < 0.90
sma_cross 0.001 -0.72 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.001 -0.75 17 6 0.20 deflated_sharpe 0.00 < 0.90
FICO long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.012 -0.17 4 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout 0.059 0.40 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 -0.90 38 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.007 -0.33 4 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.000 -1.14 17 6 0.20 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
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 0.29 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 0.005 -0.40 19 7 0.33 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.40 6 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.000 -1.22 25 7 0.17 deflated_sharpe 0.00 < 0.90
BLK long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.009 -0.26 5 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
base_breakout 0.088 0.58 3 6 0.20 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 0.064 0.44 36 6 0.20 deflated_sharpe 0.06 < 0.90
bollinger 0.407 1.26 4 6 0.20 deflated_sharpe 0.41 < 0.90; n_trades 4 < 12
ma_pullback 0.005 -0.36 2 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum 0.122 0.74 27 6 0.40 deflated_sharpe 0.12 < 0.90
sma_cross 0.019 -0.01 5 6 0.40 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd 0.002 -0.63 19 6 0.20 deflated_sharpe 0.00 < 0.90
INCY long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.017 -0.05 7 6 0.60 deflated_sharpe 0.02 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
base_breakout 0.001 -0.74 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.763 1.58 2 6 0.00 deflated_sharpe 0.76 < 0.90; n_trades 2 < 12
rsi2 0.029 0.13 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 0.033 0.19 21 6 0.20 deflated_sharpe 0.03 < 0.90
sma_cross 0.179 0.92 3 6 0.20 deflated_sharpe 0.18 < 0.90; n_trades 3 < 12
macd 0.183 0.94 10 6 0.20 deflated_sharpe 0.18 < 0.90; n_trades 10 < 12
EOG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.021 0.02 8 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 8 < 12
base_breakout 0.005 -0.43 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.057 0.37 1 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
rsi2 0.001 -0.81 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 0.043 0.28 19 6 0.60 deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.008 -0.29 6 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.145 0.83 16 6 0.00 deflated_sharpe 0.14 < 0.90
NTRS long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.701 1.75 7 7 0.00 deflated_sharpe 0.70 < 0.90; n_trades 7 < 12
base_breakout 0.333 1.14 3 7 0.00 deflated_sharpe 0.33 < 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 0.059 0.38 47 7 0.00 deflated_sharpe 0.06 < 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 0.410 1.33 40 7 0.50 deflated_sharpe 0.41 < 0.90
sma_cross 0.406 1.32 4 7 0.00 deflated_sharpe 0.41 < 0.90; n_trades 4 < 12
macd 0.330 1.19 23 7 0.33 deflated_sharpe 0.33 < 0.90
ADSK long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.013 -0.14 2 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
base_breakout 0.023 0.05 1 6 0.20 deflated_sharpe 0.02 < 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 0.047 0.31 17 6 0.40 deflated_sharpe 0.05 < 0.90
sma_cross 0.007 -0.30 6 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.000 -0.96 17 6 0.00 deflated_sharpe 0.00 < 0.90
FNF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.23 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 0.125 0.73 8 6 0.60 deflated_sharpe 0.13 < 0.90; n_trades 8 < 12; param change-rate 0.60 > 0.50
ma_pullback 0.002 -0.52 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.055 0.38 44 6 0.60 deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -1.13 8 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd 0.005 -0.39 19 6 0.20 deflated_sharpe 0.01 < 0.90
HRB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 -0.81 8 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 8 < 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 0.008 -0.30 38 6 0.40 deflated_sharpe 0.01 < 0.90
sma_cross 0.018 -0.03 3 6 0.40 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd 0.004 -0.51 15 6 0.00 deflated_sharpe 0.00 < 0.90
EWBC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.060 0.40 4 6 0.40 deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
base_breakout 0.051 0.34 3 6 0.00 deflated_sharpe 0.05 < 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 0.115 0.73 21 6 0.20 deflated_sharpe 0.12 < 0.90
sma_cross 0.037 0.22 4 6 0.40 deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
macd 0.217 1.12 13 6 0.20 deflated_sharpe 0.22 < 0.90
ROP long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.005 -0.41 14 6 0.80 deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.000 -0.99 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.004 -0.49 12 6 0.00 deflated_sharpe 0.00 < 0.90
GMED long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.068 0.45 6 6 0.20 deflated_sharpe 0.07 < 0.90; n_trades 6 < 12
base_breakout 0.055 0.35 2 6 0.20 deflated_sharpe 0.06 < 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 0.014 -0.11 8 6 0.60 deflated_sharpe 0.01 < 0.90; n_trades 8 < 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 0.000 -0.89 28 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.161 0.68 3 6 0.20 deflated_sharpe 0.16 < 0.90; n_trades 3 < 12
macd 0.040 0.26 11 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 11 < 12
EG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.23 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
base_breakout 0.012 -0.15 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 0.090 0.59 17 6 0.20 deflated_sharpe 0.09 < 0.90
sma_cross 0.000 -1.30 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.003 -0.55 19 6 0.00 deflated_sharpe 0.00 < 0.90
JPM long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.227 0.99 7 6 0.00 deflated_sharpe 0.23 < 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 0.014 -0.11 39 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 0.274 1.17 10 6 0.40 deflated_sharpe 0.27 < 0.90; n_trades 10 < 12
sma_cross 0.151 0.82 4 6 0.40 deflated_sharpe 0.15 < 0.90; n_trades 4 < 12
macd 0.208 1.08 13 6 0.20 deflated_sharpe 0.21 < 0.90
PLTR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.215 1.00 10 6 0.00 deflated_sharpe 0.22 < 0.90; n_trades 10 < 12
base_breakout 0.161 0.82 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 0.285 1.08 34 6 0.00 deflated_sharpe 0.29 < 0.90
bollinger 0.036 0.21 4 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
ma_pullback 0.112 0.69 2 6 0.00 deflated_sharpe 0.11 < 0.90; n_trades 2 < 12
ridge_momentum 0.152 0.82 25 6 0.60 deflated_sharpe 0.15 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.436 1.48 3 6 0.20 deflated_sharpe 0.44 < 0.90; n_trades 3 < 12
macd 0.495 1.57 16 6 0.40 deflated_sharpe 0.50 < 0.90
CRM long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.037 0.22 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 -1.01 6 6 0.40 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 0.009 -0.24 41 6 0.20 deflated_sharpe 0.01 < 0.90
sma_cross 0.001 -0.78 4 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.007 -0.34 17 6 0.00 deflated_sharpe 0.01 < 0.90
C long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.296 1.26 7 6 0.40 deflated_sharpe 0.30 < 0.90; n_trades 7 < 12
base_breakout 0.147 0.83 3 6 0.20 deflated_sharpe 0.15 < 0.90; n_trades 3 < 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 0.512 1.87 27 6 0.40 deflated_sharpe 0.51 < 0.90
sma_cross 0.451 1.58 2 6 0.00 deflated_sharpe 0.45 < 0.90; n_trades 2 < 12
macd 0.330 1.43 20 6 0.00 deflated_sharpe 0.33 < 0.90
BKNG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.163 0.87 3 6 0.00 deflated_sharpe 0.16 < 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 0.156 0.85 27 6 0.40 deflated_sharpe 0.16 < 0.90
sma_cross 0.100 0.62 5 6 0.00 deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
macd 0.129 0.74 16 6 0.40 deflated_sharpe 0.13 < 0.90
ALL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -2.08 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.002 -0.55 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 0.174 0.93 8 6 0.40 deflated_sharpe 0.17 < 0.90; n_trades 8 < 12
ma_pullback 0.017 -0.06 1 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
ridge_momentum 0.160 0.90 36 6 0.60 deflated_sharpe 0.16 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.004 -0.49 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.042 0.27 18 6 0.20 deflated_sharpe 0.04 < 0.90
FAF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.005 -0.38 9 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 9 < 12
base_breakout 0.000 -1.41 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 0.093 0.56 32 7 0.33 deflated_sharpe 0.09 < 0.90
bollinger 0.354 1.24 8 7 0.33 deflated_sharpe 0.35 < 0.90; n_trades 8 < 12
ma_pullback 0.002 -0.57 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.496 1.51 55 7 0.50 deflated_sharpe 0.50 < 0.90
sma_cross 0.002 -0.66 8 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd 0.075 0.47 17 7 0.33 deflated_sharpe 0.08 < 0.90
BHF short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.002 -0.67 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 0.013 -0.14 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 0.013 -0.12 6 6 0.60 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
sma_cross 0.000 -1.09 4 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.000 -1.01 17 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
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 0.039 0.23 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 0.015 -0.09 43 6 0.40 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
LPX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.004 -0.50 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 0.103 0.66 29 6 0.60 deflated_sharpe 0.10 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.026 0.10 3 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd 0.018 -0.03 17 6 0.20 deflated_sharpe 0.02 < 0.90
COIN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.050 0.34 2 6 0.00 deflated_sharpe 0.05 < 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 0.038 0.23 3 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
rsi2 0.006 -0.34 19 6 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.001 -0.77 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.002 -0.65 41 6 0.00 deflated_sharpe 0.00 < 0.90
sma_cross 0.012 -0.15 6 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.052 0.36 12 6 0.00 deflated_sharpe 0.05 < 0.90
MKL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.002 -0.66 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 0.332 1.11 5 6 0.00 deflated_sharpe 0.33 < 0.90; n_trades 5 < 12
bollinger 0.009 -0.23 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 0.016 -0.07 16 6 0.40 deflated_sharpe 0.02 < 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 -0.88 20 6 0.40 deflated_sharpe 0.00 < 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 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 0.002 -0.66 25 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -1.69 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.001 -0.84 18 6 0.20 deflated_sharpe 0.00 < 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 0.040 0.24 35 6 0.20 deflated_sharpe 0.04 < 0.90
bollinger 0.027 0.10 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 0.118 0.65 37 6 0.80 deflated_sharpe 0.12 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.023 0.06 3 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd 0.245 1.03 15 6 0.20 deflated_sharpe 0.24 < 0.90
MTN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.01 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 -0.40 29 6 0.20 deflated_sharpe 0.01 < 0.90
bollinger 0.297 1.36 7 6 0.20 deflated_sharpe 0.30 < 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 0.401 1.47 36 6 0.40 deflated_sharpe 0.40 < 0.90
sma_cross 0.022 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
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 0.204 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 0.057 0.37 40 7 0.67 deflated_sharpe 0.06 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.070 0.44 4 7 0.17 deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
macd 0.002 -0.63 24 7 0.67 deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
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 -0.55 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 0.011 -0.20 39 6 0.40 deflated_sharpe 0.01 < 0.90
sma_cross 0.000 -1.02 4 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
macd 0.017 -0.05 16 6 0.40 deflated_sharpe 0.02 < 0.90
DJT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.011 -0.18 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 0.093 0.60 36 6 0.40 deflated_sharpe 0.09 < 0.90
bollinger 0.082 0.54 6 6 0.00 deflated_sharpe 0.08 < 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 0.143 0.84 33 6 0.00 deflated_sharpe 0.14 < 0.90
sma_cross 0.119 0.78 1 6 0.00 deflated_sharpe 0.12 < 0.90; n_trades 1 < 12
macd 0.052 0.36 14 6 0.20 deflated_sharpe 0.05 < 0.90
OLN short no survivor 29 parameter sets tried
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 0.556 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 0.046 0.32 66 6 0.60 deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.038 0.23 4 6 0.40 deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
macd 0.012 -0.17 17 6 0.20 deflated_sharpe 0.01 < 0.90
APO short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.26 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 0.052 0.36 28 6 0.40 deflated_sharpe 0.05 < 0.90
bollinger 0.016 -0.06 3 6 0.20 deflated_sharpe 0.02 < 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 0.049 0.33 36 6 0.60 deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.013 -0.13 6 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.038 0.24 14 6 0.00 deflated_sharpe 0.04 < 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 0.037 0.22 34 6 0.20 deflated_sharpe 0.04 < 0.90
bollinger 0.276 0.87 5 6 0.00 deflated_sharpe 0.28 < 0.90; n_trades 5 < 12
ma_pullback 0.060 0.41 2 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ridge_momentum 0.432 1.09 39 6 0.40 deflated_sharpe 0.43 < 0.90
sma_cross 0.003 -0.53 6 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.024 0.07 16 6 0.00 deflated_sharpe 0.02 < 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 0.021 0.01 16 6 0.20 deflated_sharpe 0.02 < 0.90
bollinger 0.003 -0.53 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 0.009 -0.26 19 6 0.00 deflated_sharpe 0.01 < 0.90
ENPH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.042 0.27 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 0.706 1.73 38 6 0.20 deflated_sharpe 0.71 < 0.90
bollinger 0.186 0.93 3 6 0.20 deflated_sharpe 0.19 < 0.90; n_trades 3 < 12
ma_pullback 0.013 -0.14 5 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
ridge_momentum 0.086 0.60 25 6 0.20 deflated_sharpe 0.09 < 0.90
sma_cross 0.186 0.93 2 6 0.00 deflated_sharpe 0.19 < 0.90; n_trades 2 < 12
macd 0.002 -0.60 16 6 0.00 deflated_sharpe 0.00 < 0.90
PPC short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.061 0.41 4 6 0.40 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 17 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 0.026 0.10 9 6 0.40 deflated_sharpe 0.03 < 0.90; n_trades 9 < 12
sma_cross 0.008 -0.29 3 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.195 0.92 12 6 0.00 deflated_sharpe 0.19 < 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 0.004 -0.47 26 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
bollinger 0.733 1.59 6 6 0.20 deflated_sharpe 0.73 < 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 0.062 0.43 25 6 0.80 deflated_sharpe 0.06 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.000 -0.95 4 6 0.40 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
IDA short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.31 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 -1.39 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 -1.36 35 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -1.14 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.002 -0.72 13 6 0.40 deflated_sharpe 0.00 < 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 0.010 -0.21 8 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
bollinger 0.002 -0.77 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 0.050 0.33 19 6 0.80 deflated_sharpe 0.05 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.000 -1.32 5 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.000 -1.24 22 6 0.00 deflated_sharpe 0.00 < 0.90
HR short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.68 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 0.076 0.51 5 6 0.40 deflated_sharpe 0.08 < 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 0.018 -0.03 26 6 0.60 deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -1.11 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
KMX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.051 0.32 8 6 0.00 deflated_sharpe 0.05 < 0.90; n_trades 8 < 12
base_breakout 0.020 0.01 1 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
pead 0.001 -0.80 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2 0.003 -0.55 32 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.000 -1.24 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 -1.03 22 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.012 -0.17 6 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.137 0.74 12 6 0.20 deflated_sharpe 0.14 < 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 0.480 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 0.023 0.06 27 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 -0.15 16 6 0.00 deflated_sharpe 0.01 < 0.90
BA short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.03 7 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout 0.022 0.04 1 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
pead 0.000 -1.11 1 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.000 -1.28 15 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.470 0.75 1 7 0.00 deflated_sharpe 0.47 < 0.90; n_trades 1 < 12
ma_pullback 0.031 0.14 1 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
ridge_momentum 0.009 -0.24 26 7 0.17 deflated_sharpe 0.01 < 0.90
sma_cross 0.000 -1.13 5 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.058 0.37 17 7 0.00 deflated_sharpe 0.06 < 0.90
PSX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.30 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 0.031 0.16 6 6 0.40 deflated_sharpe 0.03 < 0.90; n_trades 6 < 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 31 6 0.20 deflated_sharpe 0.01 < 0.90
sma_cross 0.005 -0.42 4 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.034 0.20 14 6 0.40 deflated_sharpe 0.03 < 0.90
OGE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.044 0.29 26 6 0.40 deflated_sharpe 0.04 < 0.90
sma_cross 0.000 -1.07 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.000 -1.09 17 6 0.40 deflated_sharpe 0.00 < 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 0.003 -0.50 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 0.010 -0.23 16 6 0.40 deflated_sharpe 0.01 < 0.90
sma_cross 0.005 -0.42 5 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.100 0.64 16 6 0.40 deflated_sharpe 0.10 < 0.90
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 0.009 -0.26 22 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 0.098 0.62 16 6 0.20 deflated_sharpe 0.10 < 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 0.002 -0.68 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.001 -0.98 13 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.001 -0.82 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd 0.007 -0.33 21 6 0.00 deflated_sharpe 0.01 < 0.90
LBTYK short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.15 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 0.049 0.31 36 7 0.67 deflated_sharpe 0.05 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.036 0.20 3 7 0.17 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
macd 0.002 -0.64 18 7 0.00 deflated_sharpe 0.00 < 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 -1.09 50 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.000 -1.09 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd 0.001 -0.76 15 6 0.00 deflated_sharpe 0.00 < 0.90
EL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.007 -0.35 4 6 0.00 deflated_sharpe 0.01 < 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 0.06 21 6 0.00 deflated_sharpe 0.02 < 0.90
bollinger 0.000 -1.29 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ma_pullback 0.003 -0.52 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.000 -1.21 16 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.018 -0.02 5 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd 0.043 0.27 16 6 0.40 deflated_sharpe 0.04 < 0.90
RHI short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.099 0.60 4 7 0.67 deflated_sharpe 0.10 < 0.90; n_trades 4 < 12; param change-rate 0.67 > 0.50
base_breakout 0.064 0.42 1 7 0.17 deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
pead 0.999 2.04 2 7 0.00 n_trades 2 < 12
rsi2 0.106 0.62 36 7 0.50 deflated_sharpe 0.11 < 0.90
bollinger 0.090 0.56 3 7 0.17 deflated_sharpe 0.09 < 0.90; n_trades 3 < 12
ma_pullback 0.015 -0.08 4 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum 0.033 0.17 41 7 0.67 deflated_sharpe 0.03 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.293 1.19 2 7 0.50 deflated_sharpe 0.29 < 0.90; n_trades 2 < 12
macd 0.007 -0.29 19 7 0.33 deflated_sharpe 0.01 < 0.90
LBTYA short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.55 8 7 0.00 deflated_sharpe 0.00 < 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 0.008 -0.24 1 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.024 0.06 13 7 0.00 deflated_sharpe 0.02 < 0.90
bollinger 0.099 0.58 10 7 0.17 deflated_sharpe 0.10 < 0.90; n_trades 10 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.016 -0.07 50 7 0.33 deflated_sharpe 0.02 < 0.90
sma_cross 0.002 -0.64 5 7 0.50 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.001 -0.76 21 7 0.33 deflated_sharpe 0.00 < 0.90
CLF short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.002 -0.66 4 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.025 0.07 2 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
rsi2 0.005 -0.37 31 7 0.33 deflated_sharpe 0.01 < 0.90
bollinger 0.007 -0.32 3 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ma_pullback 0.000 -1.60 3 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.018 -0.03 70 7 0.67 deflated_sharpe 0.02 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.002 -0.59 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.038 0.21 19 7 0.17 deflated_sharpe 0.04 < 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 0.001 -0.82 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
bollinger 0.066 0.44 4 6 0.20 deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.276 1.13 24 6 0.60 deflated_sharpe 0.28 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -1.19 3 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.041 0.24 18 6 0.00 deflated_sharpe 0.04 < 0.90
CLX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.123 0.73 5 6 0.20 deflated_sharpe 0.12 < 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 0.000 -1.13 4 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ma_pullback 0.048 0.32 1 6 0.00 deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
ridge_momentum 0.074 0.49 14 6 0.80 deflated_sharpe 0.07 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.128 0.74 2 6 0.20 deflated_sharpe 0.13 < 0.90; n_trades 2 < 12
macd 0.196 0.96 14 6 0.20 deflated_sharpe 0.20 < 0.90
PAG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.55 3 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.001 -0.86 18 7 0.17 deflated_sharpe 0.00 < 0.90
bollinger 0.014 -0.10 11 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 11 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.015 -0.08 15 7 0.33 deflated_sharpe 0.02 < 0.90
sma_cross 0.001 -0.89 7 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd 0.007 -0.31 17 7 0.17 deflated_sharpe 0.01 < 0.90
PFGC short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.85 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 0.403 1.33 11 6 0.00 deflated_sharpe 0.40 < 0.90; n_trades 11 < 12
bollinger 0.120 0.71 8 6 0.00 deflated_sharpe 0.12 < 0.90; n_trades 8 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.007 -0.33 10 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 10 < 12
sma_cross 0.005 -0.41 3 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.011 -0.18 15 6 0.00 deflated_sharpe 0.01 < 0.90
COLD short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.026 0.10 6 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
base_breakout 0.000 -1.19 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.030 0.15 4 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
rsi2 0.499 1.59 44 6 0.00 deflated_sharpe 0.50 < 0.90
bollinger 0.047 0.30 3 6 0.40 deflated_sharpe 0.05 < 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 0.094 0.64 21 6 0.00 deflated_sharpe 0.09 < 0.90
sma_cross 0.100 0.65 5 6 0.40 deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
macd 0.111 0.71 17 6 0.20 deflated_sharpe 0.11 < 0.90

Watchlist — below tournament bar, tracked forward

C long setup:base_breakout sub-threshold evidence DSR 0.51 entry 135.93 · stop 127.59 · target 152.60

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