Trading Models — Tournament 2026-07-29

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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	0.84
4	ALB	Materials	0.82
5	MU	Information Technology	0.81
6	NBIX	Health Care	0.80
7	FSLR	Information Technology	0.79
8	NVDA	Information Technology	0.79
9	FIS	Financials	0.79
10	EVR	Financials	0.78
11	OVV	Energy	0.78
12	INCY	Health Care	0.78
13	NU	Financials	0.78
14	CINF	Financials	0.77
15	RGLD	Materials	0.77
16	WDC	Information Technology	0.76
17	PTC	Information Technology	0.76
18	CF	Materials	0.76
19	AFL	Financials	0.74
20	TER	Information Technology	0.74
21	NLY	Financials	0.73
22	RDDT	Communication Services	0.72
23	EOG	Energy	0.71
24	KNSL	Financials	0.71
25	MRP	Consumer Discretionary	0.71
26	ZION	Financials	0.70
27	NTRS	Financials	0.69
28	VIRT	Financials	0.69
29	FNF	Financials	0.69
30	ADSK	Information Technology	0.69
31	AR	Energy	0.69
32	HRB	Consumer Discretionary	0.68
33	WAL	Financials	0.67
34	EWBC	Financials	0.67
35	EG	Financials	0.67
36	C	Financials	0.66
37	ROP	Industrials	0.66
38	TW	Financials	0.66
39	JPM	Financials	0.66
40	GMED	Health Care	0.66

Short slate — bottom FA

#	ticker	sector	FA
1	BHF	Financials	0.18
2	WLK	Materials	0.18
3	UAA	Consumer Discretionary	0.19
4	CG	Financials	0.21
5	LPX	Materials	0.21
6	COIN	Financials	0.21
7	TPG	Financials	0.22
8	UA	Consumer Discretionary	0.23
9	CMS	Utilities	0.23
10	UHAL	Industrials	0.23
11	WHR	Consumer Discretionary	0.24
12	UHAL-B	Industrials	0.24
13	MTN	Consumer Discretionary	0.25
14	DE	Industrials	0.26
15	MOH	Health Care	0.26
16	VIK	Consumer Discretionary	0.26
17	RARE	Health Care	0.27
18	OLN	Materials	0.27
19	FND	Consumer Discretionary	0.27
20	DJT	Communication Services	0.27
21	SOLV	Health Care	0.28
22	ENPH	Information Technology	0.28
23	CNH	Industrials	0.28
24	HR	Real Estate	0.29
25	CPNG	Consumer Discretionary	0.29
26	MDU	Utilities	0.30
27	PPC	Consumer Staples	0.30
28	IDA	Utilities	0.31
29	KMX	Consumer Discretionary	0.31
30	XYZ	Financials	0.32
31	BA	Industrials	0.32
32	OGE	Utilities	0.33
33	LYV	Communication Services	0.33
34	PENN	Consumer Discretionary	0.33
35	HD	Consumer Discretionary	0.33
36	RHI	Industrials	0.34
37	CNP	Utilities	0.34
38	PSX	Energy	0.34
39	MGM	Consumer Discretionary	0.34
40	LBTYK	Communication Services	0.35

② Find strategy — walk-forward tournament

0 survivors — the bar held. Every strategy/ticker pair failed the out-of-sample survival criteria (deflated-Sharpe probability ≥ 0.90 corrected for the whole menu tried, ≥ 12 trades, stable parameters). No trades is the designed outcome most nights, not a failure. The verdicts below are the evidence of work.

78 ticker(s) with no survivor — show verdicts

AU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.295	1.27	4	6	0.20	deflated_sharpe 0.29 < 0.90; n_trades 4 < 12
base_breakout	0.266	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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

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	0.129	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

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	0.019	-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

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	0.226	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

NVDA long 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	0.001	-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

FIS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

EVR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

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	0.141	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

INCY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

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	0.023	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

CINF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

RGLD long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

WDC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.959	2.96	0	6	0.00	n_trades 0 < 12
base_breakout	0.074	0.49	2	6	0.20	deflated_sharpe 0.07 < 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	0.789	2.23	27	6	0.80	deflated_sharpe 0.79 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.838	2.40	4	6	0.00	deflated_sharpe 0.84 < 0.90; n_trades 4 < 12
macd	0.491	1.63	17	6	0.20	deflated_sharpe 0.49 < 0.90

PTC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

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	0.044	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

AFL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

TER long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.431	1.44	6	6	0.20	deflated_sharpe 0.43 < 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	-0.45	7	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
ma_pullback	0.983	1.57	0	6	0.00	n_trades 0 < 12
ridge_momentum	0.114	0.68	59	6	0.60	deflated_sharpe 0.11 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.768	2.06	1	6	0.20	deflated_sharpe 0.77 < 0.90; n_trades 1 < 12
macd	0.240	1.07	18	6	0.00	deflated_sharpe 0.24 < 0.90

NLY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.301	1.17	7	7	0.00	deflated_sharpe 0.30 < 0.90; n_trades 7 < 12
base_breakout	0.041	0.25	2	7	0.50	deflated_sharpe 0.04 < 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	0.000	-1.23	36	7	0.17	deflated_sharpe 0.00 < 0.90
bollinger	0.054	0.35	4	7	0.00	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-1.19	1	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.107	0.63	25	7	0.67	deflated_sharpe 0.11 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.037	0.21	8	7	0.17	deflated_sharpe 0.04 < 0.90; n_trades 8 < 12
macd	0.438	1.45	19	7	0.00	deflated_sharpe 0.44 < 0.90

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

EOG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

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	0.046	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

ZION long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.142	0.69	11	7	0.00	deflated_sharpe 0.14 < 0.90; n_trades 11 < 12
base_breakout	0.161	0.72	4	7	0.00	deflated_sharpe 0.16 < 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	0.007	-0.29	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	0.263	1.15	27	7	0.33	deflated_sharpe 0.26 < 0.90
sma_cross	0.099	0.58	5	7	0.50	deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
macd	0.206	1.00	16	7	0.00	deflated_sharpe 0.21 < 0.90

NTRS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

VIRT long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.033	0.18	6	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
base_breakout	0.006	-0.39	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.034	0.19	24	6	0.00	deflated_sharpe 0.03 < 0.90
bollinger	0.000	-1.18	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.000	-1.48	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.126	0.76	48	6	0.40	deflated_sharpe 0.13 < 0.90
sma_cross	0.192	0.97	4	6	0.20	deflated_sharpe 0.19 < 0.90; n_trades 4 < 12
macd	0.060	0.41	20	6	0.60	deflated_sharpe 0.06 < 0.90; param change-rate 0.60 > 0.50

FNF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

ADSK long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

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	0.019	-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

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	-0.81	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

WAL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-0.99	6	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.001	-0.77	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	0.57	30	7	0.17	deflated_sharpe 0.10 < 0.90
bollinger	0.015	-0.08	7	7	0.33	deflated_sharpe 0.02 < 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	0.065	0.42	17	7	0.67	deflated_sharpe 0.07 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.003	-0.49	4	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.011	-0.18	22	7	0.00	deflated_sharpe 0.01 < 0.90

EWBC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

EG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

C long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.253	1.06	9	7	0.33	deflated_sharpe 0.25 < 0.90; n_trades 9 < 12
base_breakout	0.117	0.66	4	7	0.17	deflated_sharpe 0.12 < 0.90; n_trades 4 < 12
pead	0.031	0.15	1	7	0.17	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
rsi2	0.191	0.89	46	7	0.17	deflated_sharpe 0.19 < 0.90
bollinger	0.292	1.04	5	7	0.00	deflated_sharpe 0.29 < 0.90; n_trades 5 < 12
ma_pullback	0.087	0.51	6	7	0.00	deflated_sharpe 0.09 < 0.90; n_trades 6 < 12
ridge_momentum	0.415	1.48	34	7	0.33	deflated_sharpe 0.42 < 0.90
sma_cross	0.410	1.39	2	7	0.00	deflated_sharpe 0.41 < 0.90; n_trades 2 < 12
macd	0.416	1.50	22	7	0.00	deflated_sharpe 0.42 < 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	0.005	-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

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	0.004	-0.48	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	0.061	0.42	17	6	0.40	deflated_sharpe 0.06 < 0.90
sma_cross	0.007	-0.32	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.002	-0.62	18	6	0.00	deflated_sharpe 0.00 < 0.90

JPM long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.227	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

GMED long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

BHF short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

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	0.224	1.05	36	6	0.60	deflated_sharpe 0.22 < 0.90; param change-rate 0.60 > 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	0.005	-0.39	25	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.135	0.78	2	6	0.40	deflated_sharpe 0.13 < 0.90; n_trades 2 < 12
macd	0.000	-1.33	24	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50

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	0.010	-0.23	4	6	0.20	deflated_sharpe 0.01 < 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	0.029	0.13	26	6	0.20	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	0.039	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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

TPG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.052	0.36	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	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.029	0.14	16	6	0.20	deflated_sharpe 0.03 < 0.90
bollinger	0.128	0.72	3	6	0.00	deflated_sharpe 0.13 < 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	0.004	-0.45	29	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.077	0.52	3	6	0.60	deflated_sharpe 0.08 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
macd	0.009	-0.23	18	6	0.00	deflated_sharpe 0.01 < 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	0.037	0.23	28	6	0.60	deflated_sharpe 0.04 < 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

CMS short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-0.95	3	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout	0.000	-1.37	2	7	0.50	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	0.809	1.30	6	7	0.00	deflated_sharpe 0.81 < 0.90; n_trades 6 < 12
bollinger	0.003	-0.48	2	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ma_pullback	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.119	0.64	32	7	0.67	deflated_sharpe 0.12 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.001	-0.71	7	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd	0.004	-0.45	24	7	0.00	deflated_sharpe 0.00 < 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	-0.79	25	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.064	0.44	4	6	0.20	deflated_sharpe 0.06 < 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	0.045	0.28	20	6	0.80	deflated_sharpe 0.04 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.029	0.14	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd	0.195	0.93	16	6	0.00	deflated_sharpe 0.19 < 0.90

WHR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.171	0.91	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	-1.08	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	0.033	0.18	23	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.016	-0.07	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.095	0.61	14	6	0.40	deflated_sharpe 0.10 < 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	0.029	0.13	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	36	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	0.118	0.66	38	6	0.60	deflated_sharpe 0.12 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.011	-0.18	4	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
macd	0.060	0.40	17	6	0.00	deflated_sharpe 0.06 < 0.90

MTN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

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	0.002	-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

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	0.040	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

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

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	0.037	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

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	0.046	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

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	0.057	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

DJT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

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

ENPH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

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	-0.55	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

HR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

CPNG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

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	0.002	-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

PPC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

IDA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

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	0.01	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

XYZ short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.004	-0.49	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.066	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	0.002	-0.66	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.030	0.14	22	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.004	-0.52	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.004	-0.46	16	6	0.40	deflated_sharpe 0.00 < 0.90

BA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

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	0.044	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

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	-0.68	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

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	0.023	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

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	0.003	-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

RHI short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

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	-1.09	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

PSX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

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	0.733	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

LBTYK short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

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