TRADING MODELS
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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
#tickersectorFA
1SNDK Information Technology0.87
2AU Materials0.87
3FANG Energy0.86
4MU Information Technology0.81
5AA Materials0.80
6CINF Financials0.79
7NVDA Information Technology0.79
8EOG Energy0.78
9NU Financials0.78
10ALB Materials0.77
11OVV Energy0.77
12CF Materials0.77
13RGLD Materials0.76
14INCY Health Care0.75
15DINO Energy0.75
16AFL Financials0.74
17FICO Information Technology0.73
18NLY Financials0.73
19ALL Financials0.72
20LYB Materials0.72
21KNSL Financials0.71
22FIS Financials0.71
23AMG Financials0.71
24NBIX Health Care0.70
25ADSK Information Technology0.70
26FNF Financials0.70
27PNC Financials0.70
28MPWR Information Technology0.68
29NTRS Financials0.68
30RDDT Communication Services0.68
31EWBC Financials0.66
32OHI Real Estate0.66
33HRB Consumer Discretionary0.66
34LNC Financials0.66
35ABBV Health Care0.65
36JPM Financials0.65
37GMED Health Care0.65
38C Financials0.65
39HBAN Financials0.65
40JLL Real Estate0.64
Short slate — bottom FA
#tickersectorFA
1IONS Health Care0.18
2BHF Financials0.18
3CG Financials0.19
4CPNG Consumer Discretionary0.22
5CMS Utilities0.23
6DE Industrials0.25
7APO Financials0.25
8MOH Health Care0.25
9DJT Communication Services0.26
10MTN Consumer Discretionary0.26
11H Consumer Discretionary0.27
12MDU Utilities0.28
13LPX Materials0.28
14KMX Consumer Discretionary0.29
15PENN Consumer Discretionary0.29
16BA Industrials0.30
17HD Consumer Discretionary0.30
18CLX Consumer Staples0.30
19AEE Utilities0.30
20COIN Financials0.31
21ACHC Health Care0.31
22APD Materials0.31
23PR Energy0.31
24EL Consumer Staples0.32
25F Consumer Discretionary0.32
26COLD Real Estate0.33
27RH Consumer Discretionary0.33
28PNW Utilities0.33
29CLF Materials0.33
30RHI Industrials0.33
31IDA Utilities0.33
32PFGC Consumer Staples0.33
33BRKR Health Care0.34
34EQH Financials0.34
35CPT Real Estate0.34
36IRDM Communication Services0.34
37CARR Industrials0.34
38LNT Utilities0.34
39LBTYK Communication Services0.34
40LBTYA Communication Services0.35

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
AU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
FANG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.012 -0.15 4 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout 0.001 -0.70 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.037 0.21 18 7 0.00 deflated_sharpe 0.04 < 0.90
bollinger 0.065 0.39 2 7 0.17 deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ma_pullback 0.157 0.76 1 7 0.00 deflated_sharpe 0.16 < 0.90; n_trades 1 < 12
ridge_momentum 0.039 0.22 27 7 0.83 deflated_sharpe 0.04 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.014 -0.11 7 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
macd 0.028 0.11 19 7 0.33 deflated_sharpe 0.03 < 0.90
MU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
AA long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
CINF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
NVDA long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
EOG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.16 9 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
base_breakout 0.001 -0.90 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.995 1.76 1 6 0.20 n_trades 1 < 12
rsi2 0.004 -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
ALB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
OVV long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
strategyDSRSharpetradeswindows param driftverdict
donchian 0.041 0.26 7 6 0.40 deflated_sharpe 0.04 < 0.90; n_trades 7 < 12
base_breakout 0.044 0.29 3 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.066 0.46 30 6 0.00 deflated_sharpe 0.07 < 0.90
bollinger 0.158 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
strategyDSRSharpetradeswindows param driftverdict
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
strategyDSRSharpetradeswindows param driftverdict
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
strategyDSRSharpetradeswindows param driftverdict
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
AFL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
FICO long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
NLY long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
ALL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
LYB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
KNSL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
FIS long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
strategyDSRSharpetradeswindows param driftverdict
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
NBIX long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.019 -0.02 6 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout 0.001 -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
ADSK long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
strategyDSRSharpetradeswindows param driftverdict
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
PNC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.404 1.31 3 7 0.00 deflated_sharpe 0.40 < 0.90; n_trades 3 < 12
base_breakout 0.418 1.32 3 7 0.00 deflated_sharpe 0.42 < 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 -1.17 29 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.045 0.27 10 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 10 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.008 -0.26 36 7 0.50 deflated_sharpe 0.01 < 0.90
sma_cross 0.170 0.83 3 7 0.50 deflated_sharpe 0.17 < 0.90; n_trades 3 < 12
macd 0.501 1.66 17 7 0.00 deflated_sharpe 0.50 < 0.90
MPWR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
NTRS long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
strategyDSRSharpetradeswindows param driftverdict
donchian 0.008 -0.48 2 2 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
base_breakout 0.000 -1.73 1 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.017 -0.07 11 2 0.00 deflated_sharpe 0.02 < 0.90; n_trades 11 < 12
bollinger 0.041 0.45 1 2 0.00 deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
ma_pullback 0.000 0.00 0 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.002 -1.17 7 2 1.00 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 1.00 > 0.50
sma_cross 0.001 -1.27 2 2 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd 0.006 -0.67 4 2 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
EWBC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
strategyDSRSharpetradeswindows param driftverdict
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
HRB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
LNC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
ABBV long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.031 0.15 6 7 0.33 deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
ma_pullback 0.010 -0.21 2 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum 0.127 0.72 20 7 0.50 deflated_sharpe 0.13 < 0.90
sma_cross 0.014 -0.11 7 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
macd 0.006 -0.33 22 7 0.50 deflated_sharpe 0.01 < 0.90
JPM long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
GMED long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
C long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.211 0.94 46 7 0.17 deflated_sharpe 0.21 < 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
strategyDSRSharpetradeswindows param driftverdict
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
JLL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
IONS short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
BHF short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
CG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.019 -0.01 5 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 -1.13 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.039 0.23 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
CPNG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
strategyDSRSharpetradeswindows param driftverdict
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
DE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.014 -0.11 1 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.001 -0.77 9 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
bollinger 0.004 -0.45 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.001 -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
APO short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
MOH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
DJT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
MTN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
H short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
strategyDSRSharpetradeswindows param driftverdict
donchian 0.024 0.07 1 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.037 0.22 2 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
rsi2 0.010 -0.21 8 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
bollinger 0.001 -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
LPX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
KMX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
PENN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.011 -0.18 3 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.053 0.36 1 6 0.20 deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
rsi2 0.511 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
BA short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
HD short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
strategyDSRSharpetradeswindows param driftverdict
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
AEE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
COIN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.050 0.34 2 6 0.00 deflated_sharpe 0.05 < 0.90; n_trades 2 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.038 0.23 3 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
rsi2 0.006 -0.35 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
ACHC short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
APD short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
PR short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
EL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
F short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
COLD short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
RH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
PNW short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.35 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout 0.000 -0.95 1 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.029 0.13 6 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
bollinger 0.003 -0.52 3 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.019 -0.01 38 7 0.17 deflated_sharpe 0.02 < 0.90
sma_cross 0.000 -1.40 5 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.002 -0.58 20 7 0.00 deflated_sharpe 0.00 < 0.90
CLF short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
RHI short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
IDA short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
PFGC short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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 0.130 0.75 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 0.005 -0.41 13 6 0.80 deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.004 -0.51 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
BRKR short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.093 0.56 4 7 0.00 deflated_sharpe 0.09 < 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 -0.87 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2 0.001 -0.76 30 7 0.33 deflated_sharpe 0.00 < 0.90
bollinger 0.007 -0.30 7 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
ma_pullback 0.001 -0.71 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.001 -0.71 52 7 0.67 deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.014 -0.10 6 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.007 -0.30 16 7 0.00 deflated_sharpe 0.01 < 0.90
EQH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.77 8 7 0.50 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 0.043 0.24 1 7 0.00 deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
rsi2 0.336 1.14 27 7 0.00 deflated_sharpe 0.34 < 0.90
bollinger 0.064 0.42 3 7 0.17 deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.026 0.09 29 7 0.33 deflated_sharpe 0.03 < 0.90
sma_cross 0.026 0.08 4 7 0.00 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd 0.000 -1.16 27 7 0.17 deflated_sharpe 0.00 < 0.90
CPT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
IRDM short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.004 -0.44 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 -0.73 34 7 0.17 deflated_sharpe 0.00 < 0.90
sma_cross 0.019 -0.01 5 7 0.33 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd 0.002 -0.61 21 7 0.50 deflated_sharpe 0.00 < 0.90
CARR short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.034 0.20 3 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.023 0.06 2 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
rsi2 0.055 0.39 28 6 0.20 deflated_sharpe 0.06 < 0.90
bollinger 0.006 -0.39 3 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ma_pullback 0.061 0.45 1 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
ridge_momentum 0.005 -0.46 17 6 0.00 deflated_sharpe 0.00 < 0.90
sma_cross 0.004 -0.46 4 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.048 0.32 16 6 0.20 deflated_sharpe 0.05 < 0.90
LNT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.67 7 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 7 < 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 0.008 -0.26 10 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 10 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.018 -0.03 33 7 0.33 deflated_sharpe 0.02 < 0.90
sma_cross 0.000 -1.00 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.003 -0.56 21 7 0.67 deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
LBTYK short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
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
LBTYA short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.35 6 6 0.20 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 0.008 -0.26 1 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.018 -0.02 12 6 0.00 deflated_sharpe 0.02 < 0.90
bollinger 0.099 0.63 10 6 0.20 deflated_sharpe 0.10 < 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 0.004 -0.50 33 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -1.11 5 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.005 -0.41 15 6 0.00 deflated_sharpe 0.00 < 0.90

Watchlist — below tournament bar, tracked forward

PNC long setup:base_breakout sub-threshold evidence DSR 0.50 entry 256.33 · stop 247.05 · target 274.88

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