Trading Models — Tournament 2026-08-03

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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	0.88
2	SNDK	Information Technology	0.87
3	ALB	Materials	0.81
4	AA	Materials	0.81
5	MU	Information Technology	0.81
6	NVDA	Information Technology	0.80
7	CINF	Financials	0.79
8	NU	Financials	0.78
9	FIS	Financials	0.78
10	OVV	Energy	0.78
11	INCY	Health Care	0.77
12	RGLD	Materials	0.77
13	CF	Materials	0.77
14	DINO	Energy	0.75
15	AFL	Financials	0.74
16	FICO	Information Technology	0.74
17	NLY	Financials	0.74
18	KNSL	Financials	0.72
19	LYB	Materials	0.72
20	MRP	Consumer Discretionary	0.71
21	ADSK	Information Technology	0.71
22	AMG	Financials	0.70
23	EOG	Energy	0.70
24	FNF	Financials	0.70
25	NBIX	Health Care	0.70
26	NTRS	Financials	0.69
27	EWBC	Financials	0.67
28	RDDT	Communication Services	0.67
29	HRB	Consumer Discretionary	0.67
30	MPWR	Information Technology	0.67
31	JPM	Financials	0.66
32	OHI	Real Estate	0.66
33	ABBV	Health Care	0.65
34	GMED	Health Care	0.65
35	LNC	Financials	0.65
36	PLTR	Information Technology	0.65
37	C	Financials	0.65
38	HBAN	Financials	0.65
39	ALL	Financials	0.65
40	BKNG	Consumer Discretionary	0.65

Short slate — bottom FA

#	ticker	sector	FA
1	BHF	Financials	0.18
2	IONS	Health Care	0.19
3	CG	Financials	0.19
4	LPX	Materials	0.20
5	CMS	Utilities	0.24
6	MOH	Health Care	0.25
7	APO	Financials	0.25
8	DE	Industrials	0.26
9	MTN	Consumer Discretionary	0.26
10	DJT	Communication Services	0.26
11	RARE	Health Care	0.26
12	SOLV	Health Care	0.27
13	CPNG	Consumer Discretionary	0.27
14	H	Consumer Discretionary	0.28
15	BIO	Health Care	0.28
16	MDU	Utilities	0.29
17	KMX	Consumer Discretionary	0.29
18	PENN	Consumer Discretionary	0.30
19	BA	Industrials	0.30
20	APD	Materials	0.31
21	COIN	Financials	0.31
22	AEE	Utilities	0.31
23	PSX	Energy	0.31
24	HD	Consumer Discretionary	0.32
25	FANG	Energy	0.32
26	PR	Energy	0.32
27	F	Consumer Discretionary	0.32
28	ACHC	Health Care	0.33
29	CNH	Industrials	0.33
30	RHI	Industrials	0.33
31	EL	Consumer Staples	0.33
32	CLF	Materials	0.34
33	IDA	Utilities	0.34
34	PFGC	Consumer Staples	0.34
35	CLX	Consumer Staples	0.34
36	COLD	Real Estate	0.34
37	LBTYK	Communication Services	0.35
38	IRDM	Communication Services	0.35
39	CPT	Real Estate	0.35
40	RH	Consumer Discretionary	0.35

② Find strategy — walk-forward tournament

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

78 ticker(s) with no survivor — show verdicts

AU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.283	1.24	5	6	0.20	deflated_sharpe 0.28 < 0.90; n_trades 5 < 12
base_breakout	0.341	1.40	3	6	0.20	deflated_sharpe 0.34 < 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	0.044	0.29	27	6	0.00	deflated_sharpe 0.04 < 0.90
bollinger	0.504	1.44	3	6	0.00	deflated_sharpe 0.50 < 0.90; n_trades 3 < 12
ma_pullback	0.065	0.44	3	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
ridge_momentum	0.721	2.14	22	6	0.80	deflated_sharpe 0.72 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.314	1.31	2	6	0.20	deflated_sharpe 0.31 < 0.90; n_trades 2 < 12
macd	0.179	0.95	20	6	0.00	deflated_sharpe 0.18 < 0.90

ALB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.157	0.87	4	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 4 < 12
base_breakout	0.000	-1.90	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	0.713	2.06	22	6	0.00	deflated_sharpe 0.71 < 0.90
bollinger	0.038	0.23	6	6	0.20	deflated_sharpe 0.04 < 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	0.040	0.25	29	6	0.40	deflated_sharpe 0.04 < 0.90
sma_cross	0.503	1.69	1	6	0.20	deflated_sharpe 0.50 < 0.90; n_trades 1 < 12
macd	0.045	0.30	20	6	0.20	deflated_sharpe 0.05 < 0.90

AA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.053	0.33	7	7	0.00	deflated_sharpe 0.05 < 0.90; n_trades 7 < 12
base_breakout	0.000	-1.48	3	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead	0.000	-1.01	1	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.000	-0.98	28	7	0.33	deflated_sharpe 0.00 < 0.90
bollinger	0.099	0.57	5	7	0.00	deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
ma_pullback	0.369	1.20	3	7	0.00	deflated_sharpe 0.37 < 0.90; n_trades 3 < 12
ridge_momentum	0.002	-0.60	61	7	0.33	deflated_sharpe 0.00 < 0.90
sma_cross	0.190	0.89	3	7	0.00	deflated_sharpe 0.19 < 0.90; n_trades 3 < 12
macd	0.001	-0.77	25	7	0.33	deflated_sharpe 0.00 < 0.90

MU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.700	2.06	2	6	0.00	deflated_sharpe 0.70 < 0.90; n_trades 2 < 12
base_breakout	0.141	0.80	3	6	0.40	deflated_sharpe 0.14 < 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	0.204	0.99	27	6	0.00	deflated_sharpe 0.20 < 0.90
bollinger	0.638	1.68	5	6	0.20	deflated_sharpe 0.64 < 0.90; n_trades 5 < 12
ma_pullback	0.834	2.28	2	6	0.00	deflated_sharpe 0.83 < 0.90; n_trades 2 < 12
ridge_momentum	0.001	-0.86	34	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.578	1.84	5	6	0.00	deflated_sharpe 0.58 < 0.90; n_trades 5 < 12
macd	0.198	1.00	19	6	0.00	deflated_sharpe 0.20 < 0.90

NVDA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.050	0.31	8	7	0.00	deflated_sharpe 0.05 < 0.90; n_trades 8 < 12
base_breakout	0.003	-0.48	5	7	0.00	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	0.172	0.84	43	7	0.50	deflated_sharpe 0.17 < 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	0.018	-0.03	52	7	0.17	deflated_sharpe 0.02 < 0.90
sma_cross	0.049	0.31	7	7	0.33	deflated_sharpe 0.05 < 0.90; n_trades 7 < 12
macd	0.001	-0.74	21	7	0.00	deflated_sharpe 0.00 < 0.90

CINF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.004	-0.46	7	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout	0.005	-0.38	2	7	0.33	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	0.025	0.07	46	7	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.046	0.28	5	7	0.33	deflated_sharpe 0.05 < 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	0.531	1.69	40	7	0.33	deflated_sharpe 0.53 < 0.90
sma_cross	0.012	-0.15	8	7	0.00	deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
macd	0.052	0.33	21	7	0.00	deflated_sharpe 0.05 < 0.90

NU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.16	9	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
base_breakout	0.001	-0.90	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead	0.995	1.76	1	6	0.20	n_trades 1 < 12
rsi2	0.004	-0.44	22	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.032	0.16	2	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
ma_pullback	0.008	-0.30	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum	0.020	0.00	30	6	0.20	deflated_sharpe 0.02 < 0.90
sma_cross	0.008	-0.27	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.115	0.71	12	6	0.00	deflated_sharpe 0.11 < 0.90

FIS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.72	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.000	-1.24	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	0.013	-0.14	10	6	0.20	deflated_sharpe 0.01 < 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	0.017	-0.04	26	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.010	-0.23	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.000	-1.17	19	6	0.40	deflated_sharpe 0.00 < 0.90

OVV long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.046	0.30	4	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
base_breakout	0.000	-1.46	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	0.039	0.24	17	6	0.20	deflated_sharpe 0.04 < 0.90
bollinger	0.139	0.77	4	6	0.20	deflated_sharpe 0.14 < 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	0.058	0.40	40	6	0.40	deflated_sharpe 0.06 < 0.90
sma_cross	0.007	-0.33	7	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
macd	0.098	0.64	17	6	0.20	deflated_sharpe 0.10 < 0.90

INCY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.011	-0.19	6	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
base_breakout	0.001	-0.74	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.763	1.58	2	6	0.00	deflated_sharpe 0.76 < 0.90; n_trades 2 < 12
rsi2	0.028	0.13	37	6	0.40	deflated_sharpe 0.03 < 0.90
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	0.058	0.40	20	6	1.00	deflated_sharpe 0.06 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.184	0.93	3	6	0.20	deflated_sharpe 0.18 < 0.90; n_trades 3 < 12
macd	0.198	0.98	12	6	0.00	deflated_sharpe 0.20 < 0.90

RGLD long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.079	0.54	4	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 4 < 12
base_breakout	0.001	-0.72	1	6	0.00	deflated_sharpe 0.00 < 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	0.009	-0.25	32	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.015	-0.08	5	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
ma_pullback	0.003	-0.53	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum	0.162	0.90	19	6	0.20	deflated_sharpe 0.16 < 0.90
sma_cross	0.078	0.53	5	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
macd	0.242	1.16	17	6	0.60	deflated_sharpe 0.24 < 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	0.048	0.32	3	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.074	0.51	30	6	0.00	deflated_sharpe 0.07 < 0.90
bollinger	0.158	0.88	7	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 7 < 12
ma_pullback	0.021	0.03	4	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
ridge_momentum	0.297	1.32	22	6	0.20	deflated_sharpe 0.30 < 0.90
sma_cross	0.136	0.78	6	6	0.40	deflated_sharpe 0.14 < 0.90; n_trades 6 < 12
macd	0.106	0.65	16	6	0.00	deflated_sharpe 0.11 < 0.90

DINO long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.199	1.04	3	6	0.00	deflated_sharpe 0.20 < 0.90; n_trades 3 < 12
base_breakout	0.016	-0.08	3	6	0.20	deflated_sharpe 0.02 < 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	0.148	0.82	26	6	0.00	deflated_sharpe 0.15 < 0.90
bollinger	0.011	-0.18	6	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
ma_pullback	0.007	-0.31	2	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum	0.332	1.28	26	6	0.60	deflated_sharpe 0.33 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.233	1.11	2	6	0.40	deflated_sharpe 0.23 < 0.90; n_trades 2 < 12
macd	0.237	1.16	13	6	0.40	deflated_sharpe 0.24 < 0.90

AFL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.67	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.001	-1.02	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	0.015	-0.10	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	0.027	0.11	37	6	0.80	deflated_sharpe 0.03 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.002	-0.61	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.002	-0.68	16	6	0.00	deflated_sharpe 0.00 < 0.90

FICO long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.013	-0.13	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout	0.082	0.53	1	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 1 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	-1.25	14	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
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	0.000	-1.02	38	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.008	-0.30	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.000	-1.09	20	6	0.00	deflated_sharpe 0.00 < 0.90

NLY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.301	1.17	8	7	0.00	deflated_sharpe 0.30 < 0.90; n_trades 8 < 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	-1.18	38	7	0.33	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	0.134	0.74	25	7	0.50	deflated_sharpe 0.13 < 0.90
sma_cross	0.065	0.42	8	7	0.17	deflated_sharpe 0.07 < 0.90; n_trades 8 < 12
macd	0.509	1.59	18	7	0.00	deflated_sharpe 0.51 < 0.90

KNSL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.81	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.005	-0.40	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	0.001	-0.71	19	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.037	0.22	8	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 8 < 12
ma_pullback	0.000	-0.83	1	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.004	-0.45	20	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.41	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.000	-1.33	20	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50

LYB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.096	0.62	2	6	0.00	deflated_sharpe 0.10 < 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	0.674	1.46	10	6	0.00	deflated_sharpe 0.67 < 0.90; n_trades 10 < 12
bollinger	0.002	-0.68	6	6	0.80	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.80 > 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	-1.24	44	6	1.00	deflated_sharpe 0.00 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.083	0.55	3	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 3 < 12
macd	0.023	0.06	15	6	0.00	deflated_sharpe 0.02 < 0.90

ADSK long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.015	-0.08	2	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
base_breakout	0.029	0.13	1	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
pead	0.001	-0.76	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.013	-0.13	30	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.025	0.08	8	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 8 < 12
ma_pullback	0.004	-0.47	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.030	0.15	16	6	0.20	deflated_sharpe 0.03 < 0.90
sma_cross	0.009	-0.26	6	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.000	-1.11	18	6	0.40	deflated_sharpe 0.00 < 0.90

AMG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.212	1.01	4	7	0.17	deflated_sharpe 0.21 < 0.90; n_trades 4 < 12
base_breakout	0.397	1.30	1	7	0.00	deflated_sharpe 0.40 < 0.90; n_trades 1 < 12
pead	0.001	-0.64	2	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.722	1.95	44	7	0.00	deflated_sharpe 0.72 < 0.90
bollinger	0.614	1.42	8	7	0.17	deflated_sharpe 0.61 < 0.90; n_trades 8 < 12
ma_pullback	0.000	-0.84	2	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.212	0.93	34	7	0.33	deflated_sharpe 0.21 < 0.90
sma_cross	0.401	1.42	3	7	0.00	deflated_sharpe 0.40 < 0.90; n_trades 3 < 12
macd	0.002	-0.63	29	7	0.33	deflated_sharpe 0.00 < 0.90

EOG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.025	0.09	8	6	0.20	deflated_sharpe 0.03 < 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	0.002	-0.69	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	0.161	0.86	15	6	0.60	deflated_sharpe 0.16 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.010	-0.21	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

FNF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.03	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.001	-0.92	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.070	0.44	1	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
rsi2	0.019	-0.01	23	6	0.00	deflated_sharpe 0.02 < 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	0.126	0.76	41	6	0.00	deflated_sharpe 0.13 < 0.90
sma_cross	0.000	-1.14	8	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd	0.011	-0.18	18	6	0.20	deflated_sharpe 0.01 < 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	0.001	-0.68	3	6	0.20	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	0.014	-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	0.007	-0.31	31	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.018	-0.04	4	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.010	-0.23	20	6	0.00	deflated_sharpe 0.01 < 0.90

NTRS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.753	1.95	6	6	0.00	deflated_sharpe 0.75 < 0.90; n_trades 6 < 12
base_breakout	0.219	0.96	3	6	0.00	deflated_sharpe 0.22 < 0.90; n_trades 3 < 12
pead	0.426	0.93	1	6	0.00	deflated_sharpe 0.43 < 0.90; n_trades 1 < 12
rsi2	0.060	0.41	40	6	0.00	deflated_sharpe 0.06 < 0.90
bollinger	0.164	0.84	6	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 6 < 12
ma_pullback	0.020	0.01	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
ridge_momentum	0.333	1.28	30	6	0.40	deflated_sharpe 0.33 < 0.90
sma_cross	0.167	0.88	3	6	0.60	deflated_sharpe 0.17 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
macd	0.446	1.54	18	6	0.40	deflated_sharpe 0.45 < 0.90

EWBC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.046	0.30	4	6	0.40	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
base_breakout	0.082	0.54	3	6	0.00	deflated_sharpe 0.08 < 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	0.001	-0.75	35	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.141	0.80	3	6	0.00	deflated_sharpe 0.14 < 0.90; n_trades 3 < 12
ma_pullback	0.000	-1.37	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.164	0.93	20	6	0.20	deflated_sharpe 0.16 < 0.90
sma_cross	0.026	0.09	5	6	0.40	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd	0.245	1.18	11	6	0.00	deflated_sharpe 0.25 < 0.90; n_trades 11 < 12

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

HRB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.62	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	-0.78	8	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
bollinger	0.011	-0.20	7	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
ma_pullback	0.001	-0.62	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.023	0.05	44	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.002	-0.61	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.002	-0.64	16	6	0.00	deflated_sharpe 0.00 < 0.90

MPWR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.046	0.28	4	7	0.00	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
base_breakout	0.032	0.16	2	7	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
pead	0.009	-0.26	4	7	0.50	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
rsi2	0.241	1.02	37	7	0.00	deflated_sharpe 0.24 < 0.90
bollinger	0.066	0.41	7	7	0.17	deflated_sharpe 0.07 < 0.90; n_trades 7 < 12
ma_pullback	0.000	-0.92	3	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.115	0.64	81	7	0.33	deflated_sharpe 0.11 < 0.90
sma_cross	0.135	0.73	5	7	0.17	deflated_sharpe 0.14 < 0.90; n_trades 5 < 12
macd	0.103	0.61	17	7	0.17	deflated_sharpe 0.10 < 0.90

JPM long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.224	0.98	7	6	0.00	deflated_sharpe 0.22 < 0.90; n_trades 7 < 12
base_breakout	0.006	-0.35	5	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
pead	0.000	-0.84	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.013	-0.14	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	0.349	1.34	8	6	0.40	deflated_sharpe 0.35 < 0.90; n_trades 8 < 12
sma_cross	0.166	0.87	5	6	0.40	deflated_sharpe 0.17 < 0.90; n_trades 5 < 12
macd	0.194	1.03	14	6	0.20	deflated_sharpe 0.19 < 0.90

OHI long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.305	1.15	5	7	0.17	deflated_sharpe 0.30 < 0.90; n_trades 5 < 12
base_breakout	0.244	1.04	2	7	0.00	deflated_sharpe 0.24 < 0.90; n_trades 2 < 12
pead	0.519	1.43	2	7	0.00	deflated_sharpe 0.52 < 0.90; n_trades 2 < 12
rsi2	0.101	0.57	37	7	0.17	deflated_sharpe 0.10 < 0.90
bollinger	0.406	1.15	10	7	0.00	deflated_sharpe 0.41 < 0.90; n_trades 10 < 12
ma_pullback	0.000	-0.94	3	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.374	1.30	37	7	0.67	deflated_sharpe 0.37 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.131	0.70	7	7	0.33	deflated_sharpe 0.13 < 0.90; n_trades 7 < 12
macd	0.042	0.25	18	7	0.17	deflated_sharpe 0.04 < 0.90

ABBV long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.032	0.16	9	7	0.00	deflated_sharpe 0.03 < 0.90; n_trades 9 < 12
base_breakout	0.457	1.35	2	7	0.00	deflated_sharpe 0.46 < 0.90; n_trades 2 < 12
pead	0.000	-0.75	2	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.003	-0.46	40	7	0.33	deflated_sharpe 0.00 < 0.90
bollinger	0.043	0.26	7	7	0.67	deflated_sharpe 0.04 < 0.90; n_trades 7 < 12; param change-rate 0.67 > 0.50
ma_pullback	0.010	-0.21	2	7	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum	0.120	0.69	23	7	0.17	deflated_sharpe 0.12 < 0.90
sma_cross	0.014	-0.11	7	7	0.17	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
macd	0.004	-0.41	22	7	0.17	deflated_sharpe 0.00 < 0.90

GMED long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.081	0.52	6	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
base_breakout	0.071	0.44	2	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
pead	0.071	0.46	3	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
rsi2	0.014	-0.12	24	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.076	0.51	8	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 8 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.001	-0.84	31	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.176	0.71	3	6	0.20	deflated_sharpe 0.18 < 0.90; n_trades 3 < 12
macd	0.027	0.11	15	6	0.40	deflated_sharpe 0.03 < 0.90

LNC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.073	0.46	9	7	0.00	deflated_sharpe 0.07 < 0.90; n_trades 9 < 12
base_breakout	0.073	0.43	2	7	0.00	deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
pead	0.003	-0.45	3	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.122	0.66	37	7	0.00	deflated_sharpe 0.12 < 0.90
bollinger	0.031	0.14	12	7	0.33	deflated_sharpe 0.03 < 0.90
ma_pullback	0.000	-1.33	2	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.406	1.34	20	7	0.17	deflated_sharpe 0.41 < 0.90
sma_cross	0.171	0.81	5	7	0.00	deflated_sharpe 0.17 < 0.90; n_trades 5 < 12
macd	0.034	0.18	18	7	0.00	deflated_sharpe 0.03 < 0.90

PLTR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.206	0.98	10	6	0.00	deflated_sharpe 0.21 < 0.90; n_trades 10 < 12
base_breakout	0.170	0.85	5	6	0.40	deflated_sharpe 0.17 < 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	0.269	1.04	33	6	0.00	deflated_sharpe 0.27 < 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	0.361	1.34	28	6	0.80	deflated_sharpe 0.36 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.428	1.47	3	6	0.20	deflated_sharpe 0.43 < 0.90; n_trades 3 < 12
macd	0.466	1.52	16	6	0.40	deflated_sharpe 0.47 < 0.90

C long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.297	1.16	8	7	0.33	deflated_sharpe 0.30 < 0.90; n_trades 8 < 12
base_breakout	0.114	0.65	4	7	0.17	deflated_sharpe 0.11 < 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	0.224	0.98	46	7	0.17	deflated_sharpe 0.22 < 0.90
bollinger	0.295	1.05	5	7	0.00	deflated_sharpe 0.30 < 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	0.228	1.04	35	7	0.50	deflated_sharpe 0.23 < 0.90
sma_cross	0.443	1.45	2	7	0.00	deflated_sharpe 0.44 < 0.90; n_trades 2 < 12
macd	0.407	1.48	21	7	0.17	deflated_sharpe 0.41 < 0.90

HBAN long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.050	0.33	6	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 6 < 12
base_breakout	0.059	0.38	3	6	0.00	deflated_sharpe 0.06 < 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	0.037	0.21	32	6	0.00	deflated_sharpe 0.04 < 0.90
bollinger	0.059	0.40	7	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 7 < 12
ma_pullback	0.063	0.42	3	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
ridge_momentum	0.122	0.75	18	6	0.40	deflated_sharpe 0.12 < 0.90
sma_cross	0.035	0.20	5	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd	0.061	0.44	19	6	0.20	deflated_sharpe 0.06 < 0.90

ALL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.96	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.002	-0.64	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	0.118	0.76	40	6	0.00	deflated_sharpe 0.12 < 0.90
bollinger	0.232	1.09	8	6	0.40	deflated_sharpe 0.23 < 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	0.127	0.77	35	6	0.60	deflated_sharpe 0.13 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.005	-0.43	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.024	0.06	20	6	0.40	deflated_sharpe 0.02 < 0.90

BKNG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.034	0.19	6	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 6 < 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	-0.84	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	0.061	0.42	20	6	0.40	deflated_sharpe 0.06 < 0.90
sma_cross	0.050	0.33	5	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
macd	0.053	0.36	16	6	0.40	deflated_sharpe 0.05 < 0.90

BHF short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.004	-0.46	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	0.391	1.15	7	6	0.20	deflated_sharpe 0.39 < 0.90; n_trades 7 < 12
bollinger	0.012	-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	0.014	-0.11	8	6	0.80	deflated_sharpe 0.01 < 0.90; n_trades 8 < 12; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.01	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.000	-1.02	17	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50

IONS short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.034	0.17	4	7	0.17	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
base_breakout	0.009	-0.23	3	7	0.17	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
pead	0.307	0.82	1	7	0.17	deflated_sharpe 0.31 < 0.90; n_trades 1 < 12
rsi2	0.029	0.12	15	7	0.00	deflated_sharpe 0.03 < 0.90
bollinger	0.037	0.20	9	7	0.33	deflated_sharpe 0.04 < 0.90; n_trades 9 < 12
ma_pullback	0.034	0.18	2	7	0.17	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
ridge_momentum	0.000	-1.37	43	7	0.17	deflated_sharpe 0.00 < 0.90
sma_cross	0.002	-0.59	4	7	0.33	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.000	-0.88	19	7	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	13	6	0.00	deflated_sharpe 0.04 < 0.90
bollinger	0.566	1.32	2	6	0.00	deflated_sharpe 0.57 < 0.90; n_trades 2 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.007	-0.32	42	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.047	0.31	4	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
macd	0.011	-0.18	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	0.001	-0.73	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	0.160	0.87	32	6	0.00	deflated_sharpe 0.16 < 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	0.074	0.51	29	6	1.00	deflated_sharpe 0.07 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.015	-0.08	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.009	-0.25	18	6	0.20	deflated_sharpe 0.01 < 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	-1.34	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	0.252	0.98	26	7	0.67	deflated_sharpe 0.25 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.001	-0.76	6	7	0.67	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.67 > 0.50
macd	0.004	-0.47	23	7	0.00	deflated_sharpe 0.00 < 0.90

MOH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.52	9	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
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	0.016	-0.07	36	6	0.20	deflated_sharpe 0.02 < 0.90
bollinger	0.033	0.18	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	0.147	0.76	47	6	0.60	deflated_sharpe 0.15 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.016	-0.08	2	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
macd	0.233	1.00	15	6	0.00	deflated_sharpe 0.23 < 0.90

APO short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.11	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	0.061	0.42	29	6	0.40	deflated_sharpe 0.06 < 0.90
bollinger	0.030	0.15	3	6	0.20	deflated_sharpe 0.03 < 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	0.007	-0.32	36	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.011	-0.19	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

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	0.000	-0.97	25	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-2.04	6	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
macd	0.001	-0.73	18	6	0.20	deflated_sharpe 0.00 < 0.90

MTN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.72	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.002	-0.58	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	0.007	-0.31	30	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.406	1.61	8	6	0.20	deflated_sharpe 0.41 < 0.90; n_trades 8 < 12
ma_pullback	0.029	0.14	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
ridge_momentum	0.419	1.53	36	6	0.20	deflated_sharpe 0.42 < 0.90
sma_cross	0.036	0.22	2	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
macd	0.008	-0.28	21	6	0.40	deflated_sharpe 0.01 < 0.90

DJT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.010	-0.20	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	0.183	0.94	37	6	0.40	deflated_sharpe 0.18 < 0.90
bollinger	0.190	0.89	4	6	0.60	deflated_sharpe 0.19 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
ma_pullback	0.287	1.12	5	6	0.00	deflated_sharpe 0.29 < 0.90; n_trades 5 < 12
ridge_momentum	0.483	1.71	34	6	0.60	deflated_sharpe 0.48 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.140	0.88	0	6	0.00	deflated_sharpe 0.14 < 0.90; n_trades 0 < 12
macd	0.051	0.35	15	6	0.40	deflated_sharpe 0.05 < 0.90

RARE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.011	-0.18	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout	0.012	-0.15	2	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
pead	0.000	-1.17	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.051	0.33	36	6	0.20	deflated_sharpe 0.05 < 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	0.202	0.75	39	6	0.60	deflated_sharpe 0.20 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.008	-0.27	6	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.025	0.08	16	6	0.00	deflated_sharpe 0.02 < 0.90

SOLV short no survivor 29 parameter sets tried

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

CPNG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.063	0.42	6	6	0.40	deflated_sharpe 0.06 < 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	0.075	0.50	3	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
rsi2	0.021	0.02	18	6	0.20	deflated_sharpe 0.02 < 0.90
bollinger	0.002	-0.63	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback	0.002	-0.61	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.013	-0.15	16	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.038	0.24	5	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd	0.007	-0.30	19	6	0.00	deflated_sharpe 0.01 < 0.90

H short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.007	-0.29	5	7	0.50	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.056	0.32	2	7	0.17	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
rsi2	0.003	-0.47	14	7	0.17	deflated_sharpe 0.00 < 0.90
bollinger	0.207	0.85	4	7	0.00	deflated_sharpe 0.21 < 0.90; n_trades 4 < 12
ma_pullback	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.001	-0.78	50	7	0.33	deflated_sharpe 0.00 < 0.90
sma_cross	0.004	-0.45	6	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.003	-0.53	17	7	0.00	deflated_sharpe 0.00 < 0.90

BIO short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.007	-0.31	3	7	0.00	deflated_sharpe 0.01 < 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	0.187	0.85	4	7	0.17	deflated_sharpe 0.19 < 0.90; n_trades 4 < 12
rsi2	0.037	0.22	24	7	0.00	deflated_sharpe 0.04 < 0.90
bollinger	0.122	0.69	5	7	0.17	deflated_sharpe 0.12 < 0.90; n_trades 5 < 12
ma_pullback	0.005	-0.39	2	7	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum	0.003	-0.50	46	7	0.67	deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.015	-0.09	5	7	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.001	-0.74	20	7	0.17	deflated_sharpe 0.00 < 0.90

MDU short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.024	0.07	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.037	0.22	2	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
rsi2	0.010	-0.21	8	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
bollinger	0.001	-1.02	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	0.004	-0.50	16	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.11	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.000	-1.32	22	6	0.00	deflated_sharpe 0.00 < 0.90

KMX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.039	0.24	7	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 7 < 12
base_breakout	0.027	0.11	1	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
pead	0.002	-0.61	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.002	-0.69	31	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.000	-0.97	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	0.003	-0.60	20	6	0.00	deflated_sharpe 0.00 < 0.90
sma_cross	0.011	-0.19	6	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.184	0.87	12	6	0.20	deflated_sharpe 0.18 < 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	0.511	1.69	32	6	0.00	deflated_sharpe 0.51 < 0.90
bollinger	0.237	1.10	7	6	0.00	deflated_sharpe 0.24 < 0.90; n_trades 7 < 12
ma_pullback	0.002	-0.63	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.010	-0.21	28	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.003	-0.54	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.007	-0.33	16	6	0.00	deflated_sharpe 0.01 < 0.90

BA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.10	7	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout	0.000	0.00	0	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	-1.11	1	7	0.33	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.000	-1.34	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	0.002	-0.58	25	7	0.67	deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.000	-1.19	5	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.041	0.24	17	7	0.00	deflated_sharpe 0.04 < 0.90

APD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.005	-0.38	6	7	0.33	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
base_breakout	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.122	0.58	23	7	0.17	deflated_sharpe 0.12 < 0.90
bollinger	0.005	-0.40	7	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
ma_pullback	0.002	-0.63	1	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.059	0.38	22	7	0.33	deflated_sharpe 0.06 < 0.90
sma_cross	0.003	-0.48	4	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.008	-0.26	20	7	0.33	deflated_sharpe 0.01 < 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	-0.35	20	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.001	-0.87	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.001	-0.90	35	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.012	-0.16	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

AEE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.10	3	7	0.00	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	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ma_pullback	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.035	0.18	41	7	0.33	deflated_sharpe 0.03 < 0.90
sma_cross	0.000	-1.83	3	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.000	-1.57	20	7	0.00	deflated_sharpe 0.00 < 0.90

PSX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.43	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	0.009	-0.27	14	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.039	0.24	5	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
ma_pullback	0.000	-0.89	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.012	-0.15	32	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.002	-0.65	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.045	0.30	15	6	0.20	deflated_sharpe 0.05 < 0.90

HD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.044	0.29	6	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 6 < 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	20	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	0.013	-0.12	14	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.008	-0.29	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.070	0.48	16	6	0.40	deflated_sharpe 0.07 < 0.90

FANG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-0.89	4	7	0.33	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	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.020	0.00	25	7	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.083	0.50	7	7	0.00	deflated_sharpe 0.08 < 0.90; n_trades 7 < 12
ma_pullback	0.072	0.43	5	7	0.00	deflated_sharpe 0.07 < 0.90; n_trades 5 < 12
ridge_momentum	0.011	-0.18	28	7	0.33	deflated_sharpe 0.01 < 0.90
sma_cross	0.010	-0.21	4	7	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.001	-0.73	21	7	0.33	deflated_sharpe 0.00 < 0.90

PR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.94	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.008	-0.30	20	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.000	-1.76	6	6	0.40	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	-1.33	53	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.001	-1.01	5	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd	0.010	-0.23	13	6	0.00	deflated_sharpe 0.01 < 0.90

F short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.005	-0.38	5	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	-1.86	2	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.106	0.61	19	7	0.00	deflated_sharpe 0.11 < 0.90
bollinger	0.090	0.55	7	7	0.00	deflated_sharpe 0.09 < 0.90; n_trades 7 < 12
ma_pullback	0.000	-0.91	2	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.007	-0.29	47	7	0.50	deflated_sharpe 0.01 < 0.90
sma_cross	0.001	-0.77	4	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.011	-0.19	19	7	0.00	deflated_sharpe 0.01 < 0.90

ACHC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.100	0.60	4	7	0.00	deflated_sharpe 0.10 < 0.90; n_trades 4 < 12
base_breakout	0.203	0.77	1	7	0.00	deflated_sharpe 0.20 < 0.90; n_trades 1 < 12
pead	0.005	-0.37	4	7	0.17	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
rsi2	0.012	-0.16	34	7	0.17	deflated_sharpe 0.01 < 0.90
bollinger	0.000	-1.05	7	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
ma_pullback	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.001	-0.73	41	7	0.50	deflated_sharpe 0.00 < 0.90
sma_cross	0.015	-0.09	6	7	0.50	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.070	0.43	15	7	0.50	deflated_sharpe 0.07 < 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	0.006	-0.36	16	6	0.00	deflated_sharpe 0.01 < 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	0.008	-0.28	35	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.001	-0.77	4	6	0.80	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.80 > 0.50
macd	0.014	-0.10	17	6	0.40	deflated_sharpe 0.01 < 0.90

RHI short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.073	0.50	4	6	0.60	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
base_breakout	0.064	0.45	1	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
pead	0.999	2.21	2	6	0.00	n_trades 2 < 12
rsi2	0.159	0.88	33	6	0.40	deflated_sharpe 0.16 < 0.90
bollinger	0.073	0.51	2	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
ma_pullback	0.006	-0.33	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum	0.082	0.54	37	6	0.20	deflated_sharpe 0.08 < 0.90
sma_cross	0.292	1.29	2	6	0.40	deflated_sharpe 0.29 < 0.90; n_trades 2 < 12
macd	0.028	0.12	15	6	0.00	deflated_sharpe 0.03 < 0.90

EL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.006	-0.39	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	22	6	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.000	-1.41	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	0.003	-0.58	21	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.017	-0.06	5	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.036	0.20	16	6	0.40	deflated_sharpe 0.04 < 0.90

CLF short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.68	3	6	0.00	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	0.025	0.08	2	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
rsi2	0.004	-0.47	25	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.009	-0.26	3	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ma_pullback	0.000	-1.13	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.023	0.05	63	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.006	-0.39	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.035	0.20	16	6	0.20	deflated_sharpe 0.03 < 0.90

IDA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.61	1	6	0.20	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	0.000	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	-1.34	7	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 7 < 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	0.003	-0.57	34	6	0.00	deflated_sharpe 0.00 < 0.90
sma_cross	0.001	-0.92	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.002	-0.64	13	6	0.00	deflated_sharpe 0.00 < 0.90

PFGC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.67	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.403	1.34	12	6	0.00	deflated_sharpe 0.40 < 0.90
bollinger	0.128	0.74	8	6	0.00	deflated_sharpe 0.13 < 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	0.006	-0.38	10	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 10 < 12
sma_cross	0.004	-0.45	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.006	-0.35	19	6	0.40	deflated_sharpe 0.01 < 0.90

CLX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.140	0.79	5	6	0.20	deflated_sharpe 0.14 < 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	0.176	0.90	31	6	0.20	deflated_sharpe 0.18 < 0.90
bollinger	0.001	-0.79	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	0.055	0.37	16	6	0.40	deflated_sharpe 0.06 < 0.90
sma_cross	0.117	0.70	4	6	0.00	deflated_sharpe 0.12 < 0.90; n_trades 4 < 12
macd	0.180	0.92	14	6	0.20	deflated_sharpe 0.18 < 0.90

COLD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.022	0.03	6	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout	0.000	-1.13	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	0.065	0.42	3	6	0.40	deflated_sharpe 0.07 < 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	0.084	0.58	13	6	0.20	deflated_sharpe 0.08 < 0.90
sma_cross	0.090	0.60	5	6	0.40	deflated_sharpe 0.09 < 0.90; n_trades 5 < 12
macd	0.099	0.65	16	6	0.20	deflated_sharpe 0.10 < 0.90

LBTYK short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.54	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.000	-1.38	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.003	-0.55	13	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.033	0.19	9	6	0.20	deflated_sharpe 0.03 < 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	0.024	0.07	27	6	0.20	deflated_sharpe 0.02 < 0.90
sma_cross	0.016	-0.06	2	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
macd	0.004	-0.47	15	6	0.00	deflated_sharpe 0.00 < 0.90

IRDM short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.51	8	7	0.17	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	0.001	-0.72	2	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.014	-0.12	21	7	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.117	0.65	7	7	0.33	deflated_sharpe 0.12 < 0.90; n_trades 7 < 12
ma_pullback	0.000	-1.18	2	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.001	-0.81	33	7	0.67	deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.017	-0.05	5	7	0.33	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.002	-0.66	21	7	0.33	deflated_sharpe 0.00 < 0.90

CPT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.32	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.020	-0.00	2	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.002	-0.66	20	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.269	0.93	1	6	0.00	deflated_sharpe 0.27 < 0.90; n_trades 1 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.133	0.75	29	6	0.40	deflated_sharpe 0.13 < 0.90
sma_cross	0.003	-0.54	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.019	-0.01	18	6	0.20	deflated_sharpe 0.02 < 0.90

RH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.072	0.48	3	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	-0.84	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.012	-0.15	28	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.602	1.71	6	6	0.20	deflated_sharpe 0.60 < 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	0.161	0.80	30	6	0.20	deflated_sharpe 0.16 < 0.90
sma_cross	0.023	0.06	4	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.121	0.76	14	6	0.00	deflated_sharpe 0.12 < 0.90

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