Trading Models — Tournament 2026-08-04

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① Find tickers

1003 universe → 40 L / 40 S past FA gate

79 tested · 1 passed nightly FDR · 1 watchlist

② Find strategy

80 candidates → 0 survivors

③ Create trade

0 tickets

① Find tickers — FA slates

Long slate — top FA

#	ticker	sector	FA
1	MU	Information Technology	0.91
2	AU	Materials	0.88
3	SNDK	Information Technology	0.87
4	ALB	Materials	0.81
5	AA	Materials	0.81
6	NVDA	Information Technology	0.80
7	CINF	Financials	0.79
8	EOG	Energy	0.78
9	NU	Financials	0.78
10	OVV	Energy	0.77
11	CF	Materials	0.77
12	RGLD	Materials	0.76
13	INCY	Health Care	0.76
14	DINO	Energy	0.75
15	FICO	Information Technology	0.74
16	AFL	Financials	0.73
17	NLY	Financials	0.72
18	KNSL	Financials	0.72
19	LYB	Materials	0.71
20	FIS	Financials	0.71
21	AMG	Financials	0.71
22	ADSK	Information Technology	0.71
23	FNF	Financials	0.70
24	NBIX	Health Care	0.70
25	NTRS	Financials	0.69
26	RDDT	Communication Services	0.67
27	SRPT	Health Care	0.67
28	MPWR	Information Technology	0.67
29	HRB	Consumer Discretionary	0.67
30	EWBC	Financials	0.66
31	OHI	Real Estate	0.66
32	JPM	Financials	0.66
33	LNC	Financials	0.66
34	CSGP	Real Estate	0.65
35	ALL	Financials	0.65
36	JLL	Real Estate	0.65
37	C	Financials	0.65
38	HBAN	Financials	0.65
39	GMED	Health Care	0.65
40	ADI	Information Technology	0.64

Short slate — bottom FA

#	ticker	sector	FA
1	BHF	Financials	0.18
2	IONS	Health Care	0.18
3	CG	Financials	0.19
4	LPX	Materials	0.20
5	CPNG	Consumer Discretionary	0.23
6	CMS	Utilities	0.24
7	APO	Financials	0.25
8	HOG	Consumer Discretionary	0.25
9	MOH	Health Care	0.26
10	DE	Industrials	0.26
11	MTN	Consumer Discretionary	0.26
12	RARE	Health Care	0.26
13	SOLV	Health Care	0.26
14	OLN	Materials	0.26
15	DJT	Communication Services	0.26
16	EL	Consumer Staples	0.28
17	H	Consumer Discretionary	0.28
18	MDU	Utilities	0.29
19	HD	Consumer Discretionary	0.30
20	CLX	Consumer Staples	0.30
21	BA	Industrials	0.31
22	AEE	Utilities	0.31
23	PENN	Consumer Discretionary	0.31
24	KMX	Consumer Discretionary	0.31
25	COIN	Financials	0.31
26	APD	Materials	0.31
27	PSX	Energy	0.32
28	F	Consumer Discretionary	0.33
29	PR	Energy	0.33
30	ACHC	Health Care	0.33
31	CNH	Industrials	0.33
32	RH	Consumer Discretionary	0.34
33	LNG	Energy	0.34
34	IDA	Utilities	0.34
35	CLF	Materials	0.34
36	COLD	Real Estate	0.35
37	CPT	Real Estate	0.35
38	RHI	Industrials	0.35
39	LBTYK	Communication Services	0.35
40	PPLI	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.

79 ticker(s) with no survivor — show verdicts

MU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.670	1.99	2	6	0.00	deflated_sharpe 0.67 < 0.90; n_trades 2 < 12
base_breakout	0.102	0.65	3	6	0.40	deflated_sharpe 0.10 < 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	0.215	1.02	26	6	0.00	deflated_sharpe 0.22 < 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	0.012	-0.17	27	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.548	1.77	5	6	0.00	deflated_sharpe 0.55 < 0.90; n_trades 5 < 12
macd	0.178	0.94	19	6	0.00	deflated_sharpe 0.18 < 0.90

AU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.276	1.22	5	6	0.20	deflated_sharpe 0.28 < 0.90; n_trades 5 < 12
base_breakout	0.323	1.36	3	6	0.20	deflated_sharpe 0.32 < 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	0.032	0.17	27	6	0.00	deflated_sharpe 0.03 < 0.90
bollinger	0.504	1.44	3	6	0.00	deflated_sharpe 0.50 < 0.90; n_trades 3 < 12
ma_pullback	0.049	0.33	3	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
ridge_momentum	0.692	2.07	20	6	0.80	deflated_sharpe 0.69 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.287	1.25	2	6	0.20	deflated_sharpe 0.29 < 0.90; n_trades 2 < 12
macd	0.176	0.94	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	0.127	0.76	4	6	0.00	deflated_sharpe 0.13 < 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	23	6	0.00	deflated_sharpe 0.71 < 0.90
bollinger	0.034	0.19	6	6	0.20	deflated_sharpe 0.03 < 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	0.047	0.31	32	6	0.40	deflated_sharpe 0.05 < 0.90
sma_cross	0.457	1.59	1	6	0.20	deflated_sharpe 0.46 < 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	0.049	0.31	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	0.001	-0.80	60	7	0.50	deflated_sharpe 0.00 < 0.90
sma_cross	0.183	0.87	3	7	0.00	deflated_sharpe 0.18 < 0.90; n_trades 3 < 12
macd	0.001	-0.91	23	7	0.33	deflated_sharpe 0.00 < 0.90

NVDA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.053	0.33	8	7	0.00	deflated_sharpe 0.05 < 0.90; n_trades 8 < 12
base_breakout	0.004	-0.45	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	0.140	0.74	43	7	0.50	deflated_sharpe 0.14 < 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	0.016	-0.06	51	7	0.33	deflated_sharpe 0.02 < 0.90
sma_cross	0.059	0.38	7	7	0.33	deflated_sharpe 0.06 < 0.90; n_trades 7 < 12
macd	0.001	-0.72	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	0.002	-0.72	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.004	-0.48	2	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.030	0.15	40	6	0.00	deflated_sharpe 0.03 < 0.90
bollinger	0.035	0.20	4	6	0.40	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
ma_pullback	0.116	0.68	1	6	0.00	deflated_sharpe 0.12 < 0.90; n_trades 1 < 12
ridge_momentum	0.245	1.17	33	6	0.40	deflated_sharpe 0.25 < 0.90
sma_cross	0.007	-0.31	6	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.035	0.21	18	6	0.00	deflated_sharpe 0.04 < 0.90

EOG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.026	0.09	7	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 7 < 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	-0.70	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	0.278	1.18	13	6	0.60	deflated_sharpe 0.28 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.012	-0.15	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 0.15 < 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	0.005	-0.42	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum	0.031	0.16	30	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.007	-0.30	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.103	0.66	13	6	0.00	deflated_sharpe 0.10 < 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	5	6	0.20	deflated_sharpe 0.14 < 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	0.054	0.37	39	6	0.40	deflated_sharpe 0.05 < 0.90
sma_cross	0.008	-0.27	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

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	0.158	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	0.242	1.17	24	6	0.20	deflated_sharpe 0.24 < 0.90
sma_cross	0.123	0.73	6	6	0.40	deflated_sharpe 0.12 < 0.90; n_trades 6 < 12
macd	0.067	0.46	17	6	0.40	deflated_sharpe 0.07 < 0.90

RGLD long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.082	0.56	4	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 4 < 12
base_breakout	0.002	-0.64	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	0.006	-0.39	32	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.021	0.02	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	0.176	0.94	18	6	0.60	deflated_sharpe 0.18 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.080	0.54	5	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
macd	0.248	1.18	17	6	0.60	deflated_sharpe 0.25 < 0.90; param change-rate 0.60 > 0.50

INCY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.030	0.14	5	6	0.60	deflated_sharpe 0.03 < 0.90; n_trades 5 < 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	0.036	0.21	37	6	0.40	deflated_sharpe 0.04 < 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	0.028	0.13	23	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.187	0.94	3	6	0.20	deflated_sharpe 0.19 < 0.90; n_trades 3 < 12
macd	0.198	0.98	12	6	0.00	deflated_sharpe 0.20 < 0.90

DINO long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.214	1.08	3	6	0.00	deflated_sharpe 0.21 < 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	0.014	-0.12	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	0.362	1.36	27	6	0.20	deflated_sharpe 0.36 < 0.90
sma_cross	0.246	1.14	2	6	0.40	deflated_sharpe 0.25 < 0.90; n_trades 2 < 12
macd	0.213	1.09	14	6	0.60	deflated_sharpe 0.21 < 0.90; param change-rate 0.60 > 0.50

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	0.081	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	0.001	-0.89	39	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.008	-0.30	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.000	-1.08	20	6	0.20	deflated_sharpe 0.00 < 0.90

AFL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.69	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.001	-0.91	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.014	-0.10	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	0.034	0.19	47	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.003	-0.57	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.002	-0.62	16	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	0.077	0.48	3	7	0.50	deflated_sharpe 0.08 < 0.90; n_trades 3 < 12
pead	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	-1.16	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	0.151	0.80	27	7	0.67	deflated_sharpe 0.15 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.178	0.87	8	7	0.00	deflated_sharpe 0.18 < 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	-0.73	19	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.069	0.47	9	6	0.40	deflated_sharpe 0.07 < 0.90; n_trades 9 < 12
ma_pullback	0.000	-0.83	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.004	-0.45	20	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
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	21	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	0.673	1.46	11	6	0.00	deflated_sharpe 0.67 < 0.90; n_trades 11 < 12
bollinger	0.003	-0.59	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	-1.40	45	6	1.00	deflated_sharpe 0.00 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.085	0.57	3	6	0.20	deflated_sharpe 0.09 < 0.90; n_trades 3 < 12
macd	0.023	0.06	15	6	0.00	deflated_sharpe 0.02 < 0.90

FIS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.76	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.000	-1.29	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	-0.68	15	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.008	-0.29	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	0.010	-0.23	30	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.009	-0.26	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.000	-1.20	19	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	0.199	0.97	4	7	0.17	deflated_sharpe 0.20 < 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	0.746	2.00	44	7	0.00	deflated_sharpe 0.75 < 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	-0.75	2	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.191	0.88	33	7	0.33	deflated_sharpe 0.19 < 0.90
sma_cross	0.386	1.38	3	7	0.00	deflated_sharpe 0.39 < 0.90; n_trades 3 < 12
macd	0.002	-0.62	29	7	0.33	deflated_sharpe 0.00 < 0.90

ADSK long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.014	-0.11	2	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
base_breakout	0.026	0.10	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	0.012	-0.16	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	0.031	0.16	17	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.008	-0.28	6	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.000	-1.05	17	6	0.00	deflated_sharpe 0.00 < 0.90

FNF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-0.98	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 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	-0.02	23	6	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.056	0.38	7	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 7 < 12
ma_pullback	0.002	-0.52	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.192	0.98	41	6	0.40	deflated_sharpe 0.19 < 0.90
sma_cross	0.000	-1.14	8	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd	0.023	0.05	17	6	0.40	deflated_sharpe 0.02 < 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	0.009	-0.23	33	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.018	-0.04	4	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.010	-0.21	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	0.692	1.83	6	6	0.00	deflated_sharpe 0.69 < 0.90; n_trades 6 < 12
base_breakout	0.159	0.80	3	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 3 < 12
pead	0.326	0.85	1	6	0.00	deflated_sharpe 0.33 < 0.90; n_trades 1 < 12
rsi2	0.051	0.34	40	6	0.00	deflated_sharpe 0.05 < 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	0.262	1.13	30	6	0.60	deflated_sharpe 0.26 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.246	1.09	3	6	0.20	deflated_sharpe 0.25 < 0.90; n_trades 3 < 12
macd	0.389	1.42	18	6	0.40	deflated_sharpe 0.39 < 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

SRPT long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.34	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.169	0.75	2	6	0.00	deflated_sharpe 0.17 < 0.90; n_trades 2 < 12
bollinger	0.132	0.74	6	6	0.00	deflated_sharpe 0.13 < 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	-0.73	31	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.09	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.002	-0.62	19	6	0.40	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	0.194	0.90	37	7	0.00	deflated_sharpe 0.19 < 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	0.082	0.50	83	7	0.67	deflated_sharpe 0.08 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.127	0.70	5	7	0.17	deflated_sharpe 0.13 < 0.90; n_trades 5 < 12
macd	0.163	0.81	16	7	0.17	deflated_sharpe 0.16 < 0.90

HRB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.59	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	-0.74	8	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
bollinger	0.003	-0.51	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ma_pullback	0.001	-0.62	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.015	-0.08	43	6	0.80	deflated_sharpe 0.02 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.004	-0.47	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

EWBC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.047	0.31	4	6	0.40	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
base_breakout	0.081	0.53	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	-0.74	34	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.141	0.80	3	6	0.00	deflated_sharpe 0.14 < 0.90; n_trades 3 < 12
ma_pullback	0.000	-1.37	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.155	0.90	20	6	0.20	deflated_sharpe 0.16 < 0.90
sma_cross	0.063	0.43	4	6	0.60	deflated_sharpe 0.06 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
macd	0.283	1.29	11	6	0.20	deflated_sharpe 0.28 < 0.90; n_trades 11 < 12

OHI long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.264	1.06	5	7	0.17	deflated_sharpe 0.26 < 0.90; n_trades 5 < 12
base_breakout	0.204	0.93	2	7	0.00	deflated_sharpe 0.20 < 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	0.090	0.53	36	7	0.17	deflated_sharpe 0.09 < 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	0.394	1.34	41	7	0.17	deflated_sharpe 0.39 < 0.90
sma_cross	0.087	0.53	8	7	0.50	deflated_sharpe 0.09 < 0.90; n_trades 8 < 12
macd	0.035	0.19	18	7	0.17	deflated_sharpe 0.04 < 0.90

JPM long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.236	1.01	7	6	0.00	deflated_sharpe 0.24 < 0.90; n_trades 7 < 12
base_breakout	0.005	-0.40	5	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
pead	0.000	0.00	0	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.013	-0.14	40	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	0.348	1.34	8	6	0.40	deflated_sharpe 0.35 < 0.90; n_trades 8 < 12
sma_cross	0.167	0.87	5	6	0.40	deflated_sharpe 0.17 < 0.90; n_trades 5 < 12
macd	0.203	1.06	14	6	0.20	deflated_sharpe 0.20 < 0.90

LNC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.059	0.38	9	7	0.00	deflated_sharpe 0.06 < 0.90; n_trades 9 < 12
base_breakout	0.080	0.46	2	7	0.00	deflated_sharpe 0.08 < 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	0.129	0.68	38	7	0.00	deflated_sharpe 0.13 < 0.90
bollinger	0.036	0.20	11	7	0.17	deflated_sharpe 0.04 < 0.90; n_trades 11 < 12
ma_pullback	0.000	-1.33	2	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.394	1.32	21	7	0.50	deflated_sharpe 0.39 < 0.90
sma_cross	0.151	0.75	5	7	0.00	deflated_sharpe 0.15 < 0.90; n_trades 5 < 12
macd	0.032	0.15	18	7	0.00	deflated_sharpe 0.03 < 0.90

CSGP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.79	6	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.001	-0.67	2	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.063	0.40	2	7	0.17	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
rsi2	0.005	-0.40	18	7	0.33	deflated_sharpe 0.00 < 0.90
bollinger	0.161	0.80	14	7	0.17	deflated_sharpe 0.16 < 0.90
ma_pullback	0.000	-0.76	1	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.000	-1.10	46	7	0.33	deflated_sharpe 0.00 < 0.90
sma_cross	0.007	-0.30	4	7	0.17	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.000	-2.19	24	7	0.00	deflated_sharpe 0.00 < 0.90

ALL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.94	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.003	-0.50	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	0.111	0.73	40	6	0.00	deflated_sharpe 0.11 < 0.90
bollinger	0.260	1.17	8	6	0.40	deflated_sharpe 0.26 < 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	0.112	0.71	36	6	0.80	deflated_sharpe 0.11 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.005	-0.42	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.029	0.13	20	6	0.20	deflated_sharpe 0.03 < 0.90

JLL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.069	0.44	4	7	0.00	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
base_breakout	0.000	-0.78	3	7	0.50	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead	0.003	-0.54	1	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.010	-0.20	37	7	0.33	deflated_sharpe 0.01 < 0.90
bollinger	0.022	0.04	5	7	0.67	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12; param change-rate 0.67 > 0.50
ma_pullback	0.000	-1.05	3	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.096	0.57	20	7	0.17	deflated_sharpe 0.10 < 0.90
sma_cross	0.007	-0.30	4	7	0.17	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.041	0.24	20	7	0.33	deflated_sharpe 0.04 < 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	0.124	0.69	6	7	0.17	deflated_sharpe 0.12 < 0.90; n_trades 6 < 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	0.189	0.84	5	7	0.00	deflated_sharpe 0.19 < 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	0.215	1.00	33	7	0.67	deflated_sharpe 0.21 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.394	1.36	2	7	0.00	deflated_sharpe 0.39 < 0.90; n_trades 2 < 12
macd	0.361	1.37	21	7	0.17	deflated_sharpe 0.36 < 0.90

HBAN long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.050	0.32	6	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 6 < 12
base_breakout	0.054	0.35	3	6	0.00	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	0.037	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	0.051	0.34	3	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
ridge_momentum	0.142	0.83	16	6	0.60	deflated_sharpe 0.14 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.033	0.18	5	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd	0.057	0.40	19	6	0.20	deflated_sharpe 0.06 < 0.90

GMED long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.074	0.48	6	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 6 < 12
base_breakout	0.063	0.40	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	0.012	-0.17	23	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.076	0.51	8	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 8 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.001	-0.82	31	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.138	0.63	3	6	0.20	deflated_sharpe 0.14 < 0.90; n_trades 3 < 12
macd	0.041	0.27	12	6	0.20	deflated_sharpe 0.04 < 0.90

ADI long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.116	0.65	8	7	0.17	deflated_sharpe 0.12 < 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	0.004	-0.45	3	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.015	-0.09	40	7	0.50	deflated_sharpe 0.01 < 0.90
bollinger	0.181	0.76	6	7	0.00	deflated_sharpe 0.18 < 0.90; n_trades 6 < 12
ma_pullback	0.192	0.91	5	7	0.00	deflated_sharpe 0.19 < 0.90; n_trades 5 < 12
ridge_momentum	0.136	0.70	50	7	0.33	deflated_sharpe 0.14 < 0.90
sma_cross	0.074	0.46	3	7	0.00	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
macd	0.215	0.94	26	7	0.17	deflated_sharpe 0.21 < 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	0.013	-0.13	7	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.013	-0.14	7	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
sma_cross	0.000	-0.98	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.000	-0.94	17	6	0.40	deflated_sharpe 0.00 < 0.90

IONS short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.037	0.20	4	7	0.17	deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
base_breakout	0.007	-0.29	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	0.028	0.12	16	7	0.00	deflated_sharpe 0.03 < 0.90
bollinger	0.035	0.18	8	7	0.33	deflated_sharpe 0.03 < 0.90; n_trades 8 < 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	-1.53	39	7	0.83	deflated_sharpe 0.00 < 0.90; param change-rate 0.83 > 0.50
sma_cross	0.003	-0.55	4	7	0.33	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.000	-0.84	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	0.011	-0.18	41	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	0.002	-0.70	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	0.174	0.92	32	6	0.00	deflated_sharpe 0.17 < 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	0.076	0.52	29	6	0.80	deflated_sharpe 0.08 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.017	-0.06	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.010	-0.22	18	6	0.20	deflated_sharpe 0.01 < 0.90

CPNG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.077	0.51	6	6	0.00	deflated_sharpe 0.08 < 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	0.003	-0.59	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	0.020	0.01	15	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.038	0.24	5	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd	0.009	-0.24	19	6	0.00	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	-1.28	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	0.371	1.20	29	7	0.83	deflated_sharpe 0.37 < 0.90; param change-rate 0.83 > 0.50
sma_cross	0.001	-0.70	6	7	0.33	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.002	-0.64	24	7	0.67	deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50

APO short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.07	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	0.061	0.42	29	6	0.40	deflated_sharpe 0.06 < 0.90
bollinger	0.029	0.14	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	0.004	-0.47	36	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.013	-0.13	6	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.040	0.25	14	6	0.00	deflated_sharpe 0.04 < 0.90

HOG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.164	0.90	2	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 2 < 12
base_breakout	0.099	0.63	1	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 1 < 12
pead	0.038	0.24	2	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
rsi2	0.174	0.93	38	6	0.20	deflated_sharpe 0.17 < 0.90
bollinger	0.000	-0.97	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.040	0.26	3	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
ridge_momentum	0.040	0.26	48	6	0.60	deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.086	0.58	5	6	0.00	deflated_sharpe 0.09 < 0.90; n_trades 5 < 12
macd	0.008	-0.27	18	6	0.00	deflated_sharpe 0.01 < 0.90

MOH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.009	-0.27	9	6	0.40	deflated_sharpe 0.01 < 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	0.025	0.08	7	6	0.20	deflated_sharpe 0.02 < 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	0.092	0.56	46	6	0.20	deflated_sharpe 0.09 < 0.90
sma_cross	0.025	0.08	2	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
macd	0.451	1.31	15	6	0.00	deflated_sharpe 0.45 < 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	0.001	-0.92	26	6	0.40	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	0.002	-0.70	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	0.001	-0.85	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.001	-0.81	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	0.282	1.22	33	6	0.40	deflated_sharpe 0.28 < 0.90
sma_cross	0.025	0.09	2	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
macd	0.009	-0.24	18	6	0.00	deflated_sharpe 0.01 < 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	0.128	0.61	39	6	0.60	deflated_sharpe 0.13 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.008	-0.28	6	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.022	0.04	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

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	0.519	1.64	23	6	0.00	deflated_sharpe 0.52 < 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	0.111	0.71	65	6	0.40	deflated_sharpe 0.11 < 0.90
sma_cross	0.036	0.21	4	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
macd	0.009	-0.26	18	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	0.014	-0.10	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	0.231	1.07	36	6	0.40	deflated_sharpe 0.23 < 0.90
bollinger	0.206	0.93	4	6	0.60	deflated_sharpe 0.21 < 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	0.335	1.38	35	6	0.60	deflated_sharpe 0.34 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.159	0.96	0	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 0 < 12
macd	0.052	0.36	14	6	0.20	deflated_sharpe 0.05 < 0.90

EL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.006	-0.38	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	-1.33	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	0.001	-0.77	20	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.014	-0.12	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.037	0.22	16	6	0.40	deflated_sharpe 0.04 < 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	-0.75	50	7	0.67	deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.004	-0.45	6	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.002	-0.55	17	7	0.00	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	-1.03	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	0.005	-0.42	18	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.000	-1.11	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.000	-1.44	22	6	0.40	deflated_sharpe 0.00 < 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	-0.14	14	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.009	-0.26	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.083	0.56	16	6	0.40	deflated_sharpe 0.08 < 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	0.058	0.40	2	6	0.20	deflated_sharpe 0.06 < 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	0.175	0.90	32	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	0.086	0.55	18	6	0.80	deflated_sharpe 0.09 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.099	0.62	4	6	0.40	deflated_sharpe 0.10 < 0.90; n_trades 4 < 12
macd	0.197	0.97	14	6	0.20	deflated_sharpe 0.20 < 0.90

BA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.90	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.000	0.00	0	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	-1.20	1	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.000	-1.39	13	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.470	0.81	1	6	0.00	deflated_sharpe 0.47 < 0.90; n_trades 1 < 12
ma_pullback	0.031	0.15	1	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
ridge_momentum	0.001	-0.94	24	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.33	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.100	0.65	13	6	0.00	deflated_sharpe 0.10 < 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	0.074	0.46	43	7	0.33	deflated_sharpe 0.07 < 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	-1.38	20	7	0.00	deflated_sharpe 0.00 < 0.90

PENN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.011	-0.18	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.053	0.36	1	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
rsi2	0.511	1.69	32	6	0.00	deflated_sharpe 0.51 < 0.90
bollinger	0.221	1.05	7	6	0.00	deflated_sharpe 0.22 < 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	0.005	-0.45	27	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.003	-0.53	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

KMX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.040	0.24	7	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 7 < 12
base_breakout	0.020	0.01	2	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
pead	0.002	-0.70	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	21	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.011	-0.18	6	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.191	0.89	12	6	0.00	deflated_sharpe 0.19 < 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	0.000	-1.00	2	6	0.00	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	0.000	-1.12	32	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

APD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.004	-0.41	6	7	0.33	deflated_sharpe 0.00 < 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	0.103	0.52	23	7	0.17	deflated_sharpe 0.10 < 0.90
bollinger	0.004	-0.48	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	0.076	0.48	28	7	0.33	deflated_sharpe 0.08 < 0.90
sma_cross	0.003	-0.48	4	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.007	-0.28	23	7	0.17	deflated_sharpe 0.01 < 0.90

PSX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.49	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	0.006	-0.38	30	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.002	-0.68	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.042	0.27	15	6	0.20	deflated_sharpe 0.04 < 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	-0.31	55	7	0.67	deflated_sharpe 0.01 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.001	-0.83	5	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.011	-0.19	19	7	0.00	deflated_sharpe 0.01 < 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	-1.82	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	0.005	-0.42	49	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
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	0.009	-0.25	13	6	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	0.096	0.58	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	0.002	-0.66	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	0.002	-0.67	47	7	0.17	deflated_sharpe 0.00 < 0.90
sma_cross	0.015	-0.08	6	7	0.50	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd	0.110	0.61	15	7	0.50	deflated_sharpe 0.11 < 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	0.014	-0.12	35	6	0.20	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	0.027	0.11	16	6	0.40	deflated_sharpe 0.03 < 0.90

RH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.077	0.50	3	6	0.20	deflated_sharpe 0.08 < 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	0.855	2.29	9	6	0.00	deflated_sharpe 0.85 < 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	0.046	0.31	34	6	0.40	deflated_sharpe 0.05 < 0.90
sma_cross	0.025	0.08	4	6	0.40	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.115	0.74	14	6	0.00	deflated_sharpe 0.12 < 0.90

LNG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.70	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	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.013	-0.13	11	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 11 < 12
bollinger	0.000	-1.70	4	6	0.20	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	0.001	-0.99	41	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.005	-0.39	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.001	-0.82	18	6	0.20	deflated_sharpe 0.00 < 0.90

IDA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.005	-0.44	1	6	0.20	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	0.000	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	-0.56	38	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.15	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd	0.001	-0.74	13	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50

CLF short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.63	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	0.005	-0.42	25	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.013	-0.13	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	62	6	0.00	deflated_sharpe 0.02 < 0.90
sma_cross	0.007	-0.34	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

COLD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.023	0.05	6	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout	0.000	-1.01	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 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	0.053	0.36	1	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
ma_pullback	0.000	-0.82	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.071	0.50	14	6	0.00	deflated_sharpe 0.07 < 0.90
sma_cross	0.093	0.61	5	6	0.40	deflated_sharpe 0.09 < 0.90; n_trades 5 < 12
macd	0.123	0.77	16	6	0.20	deflated_sharpe 0.12 < 0.90

CPT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.20	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	0.146	0.80	33	6	0.40	deflated_sharpe 0.15 < 0.90
sma_cross	0.002	-0.65	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.022	0.04	17	6	0.20	deflated_sharpe 0.02 < 0.90

RHI short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.065	0.45	4	6	0.60	deflated_sharpe 0.06 < 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	-0.34	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum	0.082	0.55	34	6	0.60	deflated_sharpe 0.08 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.292	1.29	2	6	0.40	deflated_sharpe 0.29 < 0.90; n_trades 2 < 12
macd	0.038	0.24	15	6	0.00	deflated_sharpe 0.04 < 0.90

LBTYK short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.47	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	0.013	-0.13	24	6	0.20	deflated_sharpe 0.01 < 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	-0.46	15	6	0.00	deflated_sharpe 0.00 < 0.90

PPLI short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.004	-0.49	7	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout	0.001	-0.93	2	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.001	-0.80	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.001	-0.73	29	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.070	0.48	4	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-0.82	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.055	0.36	22	6	0.40	deflated_sharpe 0.05 < 0.90
sma_cross	0.005	-0.45	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.024	0.07	14	6	0.00	deflated_sharpe 0.02 < 0.90

Watchlist — below tournament bar, tracked forward

NVDA long setup:base_breakout sub-threshold evidence DSR 0.63 entry 214.87 · stop 190.95 · target 262.71

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