TRADING MODELS
/ tournaments
/ 2026-08-10
/ options planner
/ sentiment
2026-08-13 2026-08-12 2026-08-11 2026-08-10 2026-08-07 2026-08-06 2026-08-05 2026-08-04 2026-08-03 2026-07-31 2026-07-30 2026-07-29 2026-07-28 2026-07-27 2026-07-24 2026-07-23 2026-07-22 2026-07-21 2026-07-20 2026-07-17 2026-07-16 2026-07-15 2026-07-14 2026-07-13 2026-07-10 2026-07-09 2026-07-08 2026-07-07 2026-07-06 2026-07-03 2026-07-02 2026-07-01 2026-06-30 2026-06-29 2026-06-26 2026-06-25 2026-06-24 2026-06-23 2026-06-22 2026-06-19 2026-06-18 2026-06-17 2026-06-16 2026-06-15 2026-06-12 2026-06-11 2026-06-10 2026-06-09
① Find tickers
1003 universe → 40 L / 40 S past FA gate
78 tested · 1 passed nightly FDR · 0 watchlist
② Find strategy
80 candidates → 0 survivors
③ Create trade
0 tickets

① Find tickers — FA slates

Long slate — top FA
#tickersectorFA
1SNDK Information Technology0.91
2CHRD Energy0.89
3BHF Financials0.88
4AU Materials0.86
5FANG Energy0.82
6EOG Energy0.82
7MU Information Technology0.78
8OXY Energy0.78
9NU Financials0.78
10NVDA Information Technology0.76
11AMG Financials0.76
12CVX Energy0.76
13CINF Financials0.75
14AA Materials0.75
15ALB Materials0.75
16DINO Energy0.75
17DVN Energy0.74
18APO Financials0.74
19PR Energy0.74
20HLNE Financials0.74
21COP Energy0.73
22ALL Financials0.72
23MTDR Energy0.72
24OVV Energy0.72
25TER Information Technology0.71
26CF Materials0.71
27APP Information Technology0.71
28INCY Health Care0.70
29FICO Information Technology0.69
30NLY Financials0.69
31BEPC Utilities0.68
32RGA Financials0.68
33LYB Materials0.67
34KNSL Financials0.67
35NBIX Health Care0.67
36TDC Information Technology0.65
37FIS Financials0.65
38PNC Financials0.65
39NTRS Financials0.65
40JPM Financials0.65
Short slate — bottom FA
#tickersectorFA
1FDXF Industrials0.13
2IONS Health Care0.18
3EQH Financials0.18
4CPNG Consumer Discretionary0.19
5LLYVA Communication Services0.21
6DKNG Consumer Discretionary0.22
7MOS Materials0.23
8PEG Utilities0.23
9CMS Utilities0.24
10MOH Health Care0.25
11MTN Consumer Discretionary0.26
12DE Industrials0.26
13H Consumer Discretionary0.28
14TGT Consumer Staples0.28
15CLX Consumer Staples0.28
16LPX Materials0.29
17THO Consumer Discretionary0.29
18CEG Utilities0.30
19KMB Consumer Staples0.30
20KMX Consumer Discretionary0.30
21COIN Financials0.31
22HD Consumer Discretionary0.31
23BA Industrials0.31
24APD Materials0.31
25AEE Utilities0.32
26IFF Materials0.32
27EL Consumer Staples0.32
28F Consumer Discretionary0.33
29ACHC Health Care0.33
30CPT Real Estate0.33
31RH Consumer Discretionary0.33
32CLF Materials0.34
33IRDM Communication Services0.34
34PNW Utilities0.34
35NI Utilities0.34
36PFGC Consumer Staples0.34
37CARR Industrials0.35
38RHI Industrials0.35
39IDA Utilities0.35
40LBTYK 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.
78 ticker(s) with no survivor — show verdicts
CHRD long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.102 0.61 2 7 0.00 deflated_sharpe 0.10 < 0.90; n_trades 2 < 12
base_breakout 0.010 -0.21 1 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.002 -0.63 16 7 0.17 deflated_sharpe 0.00 < 0.90
bollinger 0.005 -0.39 6 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
ma_pullback 0.460 0.75 1 7 0.00 deflated_sharpe 0.46 < 0.90; n_trades 1 < 12
ridge_momentum 0.027 0.09 35 7 0.67 deflated_sharpe 0.03 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.064 0.41 3 7 0.17 deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
macd 0.043 0.26 18 7 0.17 deflated_sharpe 0.04 < 0.90
BHF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.132 0.63 5 6 0.00 deflated_sharpe 0.13 < 0.90; n_trades 5 < 12
base_breakout 0.001 -0.80 1 6 0.20 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 0.041 0.27 34 6 0.40 deflated_sharpe 0.04 < 0.90
bollinger 0.067 0.45 8 6 0.60 deflated_sharpe 0.07 < 0.90; n_trades 8 < 12; param change-rate 0.60 > 0.50
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.030 0.14 21 6 0.20 deflated_sharpe 0.03 < 0.90
sma_cross 0.000 -1.09 5 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd 0.087 0.51 16 6 0.40 deflated_sharpe 0.09 < 0.90
AU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.219 1.08 5 6 0.20 deflated_sharpe 0.22 < 0.90; n_trades 5 < 12
base_breakout 0.300 1.30 3 6 0.20 deflated_sharpe 0.30 < 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 0.028 0.12 27 6 0.00 deflated_sharpe 0.03 < 0.90
bollinger 0.418 1.32 3 6 0.00 deflated_sharpe 0.42 < 0.90; n_trades 3 < 12
ma_pullback 0.070 0.46 2 6 0.20 deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
ridge_momentum 0.524 1.71 16 6 0.60 deflated_sharpe 0.52 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.302 1.28 3 6 0.20 deflated_sharpe 0.30 < 0.90; n_trades 3 < 12
macd 0.202 1.02 19 6 0.00 deflated_sharpe 0.20 < 0.90
FANG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.056 0.39 3 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
base_breakout 0.001 -0.76 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 0.049 0.33 13 6 0.00 deflated_sharpe 0.05 < 0.90
bollinger 0.065 0.42 2 6 0.20 deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ma_pullback 0.157 0.82 1 6 0.00 deflated_sharpe 0.16 < 0.90; n_trades 1 < 12
ridge_momentum 0.098 0.62 31 6 0.40 deflated_sharpe 0.10 < 0.90
sma_cross 0.127 0.75 5 6 0.20 deflated_sharpe 0.13 < 0.90; n_trades 5 < 12
macd 0.070 0.49 16 6 0.20 deflated_sharpe 0.07 < 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 0.003 -0.51 13 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 0.232 0.89 0 6 0.00 deflated_sharpe 0.23 < 0.90; n_trades 0 < 12
ridge_momentum 0.166 0.89 12 6 0.20 deflated_sharpe 0.17 < 0.90
sma_cross 0.035 0.20 5 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd 0.186 0.97 16 6 0.00 deflated_sharpe 0.19 < 0.90
MU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.752 2.19 2 6 0.00 deflated_sharpe 0.75 < 0.90; n_trades 2 < 12
base_breakout 0.223 1.05 3 6 0.40 deflated_sharpe 0.22 < 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 0.60 deflated_sharpe 0.64 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
ma_pullback 0.834 2.28 2 6 0.00 deflated_sharpe 0.83 < 0.90; n_trades 2 < 12
ridge_momentum 0.024 0.07 30 6 0.20 deflated_sharpe 0.02 < 0.90
sma_cross 0.423 1.55 7 6 0.20 deflated_sharpe 0.42 < 0.90; n_trades 7 < 12
macd 0.248 1.14 19 6 0.00 deflated_sharpe 0.25 < 0.90
OXY long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.054 0.34 3 7 0.00 deflated_sharpe 0.05 < 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 0.051 0.30 3 7 0.50 deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
rsi2 0.013 -0.13 18 7 0.17 deflated_sharpe 0.01 < 0.90
bollinger 0.017 -0.04 5 7 0.50 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
ma_pullback 0.000 -0.77 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.232 0.98 23 7 0.50 deflated_sharpe 0.23 < 0.90
sma_cross 0.085 0.52 6 7 0.00 deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
macd 0.008 -0.26 21 7 0.33 deflated_sharpe 0.01 < 0.90
NU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.12 9 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
base_breakout 0.001 -0.93 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 0.001 -0.79 4 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum 0.004 -0.45 30 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.005 -0.41 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.075 0.51 13 6 0.00 deflated_sharpe 0.08 < 0.90
NVDA long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.056 0.36 8 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 8 < 12
base_breakout 0.004 -0.42 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 0.138 0.73 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 0.033 0.16 55 7 0.33 deflated_sharpe 0.03 < 0.90
sma_cross 0.029 0.13 6 7 0.50 deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
macd 0.001 -0.76 20 7 0.50 deflated_sharpe 0.00 < 0.90
AMG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.245 1.17 2 6 0.00 deflated_sharpe 0.24 < 0.90; n_trades 2 < 12
base_breakout 0.396 1.40 1 6 0.00 deflated_sharpe 0.40 < 0.90; n_trades 1 < 12
pead 0.001 -0.69 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2 0.840 2.25 38 6 0.00 deflated_sharpe 0.84 < 0.90
bollinger 0.442 1.28 7 6 0.20 deflated_sharpe 0.44 < 0.90; n_trades 7 < 12
ma_pullback 0.000 -1.12 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.054 0.37 20 6 0.80 deflated_sharpe 0.05 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.225 1.10 2 6 0.00 deflated_sharpe 0.22 < 0.90; n_trades 2 < 12
macd 0.003 -0.57 23 6 0.40 deflated_sharpe 0.00 < 0.90
CVX long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.171 0.94 5 6 0.00 deflated_sharpe 0.17 < 0.90; n_trades 5 < 12
base_breakout 0.027 0.11 2 6 0.00 deflated_sharpe 0.03 < 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 0.242 1.18 35 6 0.00 deflated_sharpe 0.24 < 0.90
bollinger 0.029 0.13 4 6 0.40 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
ma_pullback 0.000 -0.84 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.238 1.14 26 6 0.60 deflated_sharpe 0.24 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.040 0.26 4 6 0.40 deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
macd 0.137 0.80 17 6 0.00 deflated_sharpe 0.14 < 0.90
CINF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.84 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.012 -0.16 2 6 0.20 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 0.028 0.12 38 6 0.40 deflated_sharpe 0.03 < 0.90
bollinger 0.139 0.77 4 6 0.00 deflated_sharpe 0.14 < 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 0.404 1.53 33 6 0.40 deflated_sharpe 0.40 < 0.90
sma_cross 0.004 -0.50 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.024 0.07 19 6 0.00 deflated_sharpe 0.02 < 0.90
AA long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.075 0.50 6 6 0.00 deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
base_breakout 0.000 -1.60 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.000 -1.09 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.010 -0.21 26 6 0.20 deflated_sharpe 0.01 < 0.90
bollinger 0.098 0.61 5 6 0.00 deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
ma_pullback 0.626 1.69 2 6 0.00 deflated_sharpe 0.63 < 0.90; n_trades 2 < 12
ridge_momentum 0.030 0.14 42 6 0.80 deflated_sharpe 0.03 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.413 1.48 1 6 0.00 deflated_sharpe 0.41 < 0.90; n_trades 1 < 12
macd 0.002 -0.72 20 6 0.40 deflated_sharpe 0.00 < 0.90
ALB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.131 0.78 4 6 0.00 deflated_sharpe 0.13 < 0.90; n_trades 4 < 12
base_breakout 0.000 -1.58 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.713 2.06 23 6 0.00 deflated_sharpe 0.71 < 0.90
bollinger 0.031 0.16 5 6 0.20 deflated_sharpe 0.03 < 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 0.036 0.21 33 6 0.60 deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.419 1.52 1 6 0.60 deflated_sharpe 0.42 < 0.90; n_trades 1 < 12; param change-rate 0.60 > 0.50
macd 0.080 0.53 18 6 0.00 deflated_sharpe 0.08 < 0.90
DINO long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.354 1.45 3 6 0.00 deflated_sharpe 0.35 < 0.90; n_trades 3 < 12
base_breakout 0.020 -0.00 4 6 0.20 deflated_sharpe 0.02 < 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 0.148 0.82 26 6 0.00 deflated_sharpe 0.15 < 0.90
bollinger 0.021 0.02 6 6 0.60 deflated_sharpe 0.02 < 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 0.771 2.20 29 6 0.60 deflated_sharpe 0.77 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.366 1.44 2 6 0.40 deflated_sharpe 0.37 < 0.90; n_trades 2 < 12
macd 0.364 1.50 13 6 0.40 deflated_sharpe 0.36 < 0.90
DVN long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.008 -0.28 5 7 0.00 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 0.000 -0.76 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.067 0.42 24 7 0.00 deflated_sharpe 0.07 < 0.90
bollinger 0.012 -0.16 4 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback 0.001 -0.59 4 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum 0.010 -0.21 28 7 0.67 deflated_sharpe 0.01 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.011 -0.16 5 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.020 0.01 19 7 0.17 deflated_sharpe 0.02 < 0.90
APO long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.059 0.41 7 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 7 < 12
base_breakout 0.000 -1.50 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.040 0.25 2 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
rsi2 0.002 -0.69 17 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.013 -0.14 4 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback 0.002 -0.61 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.041 0.26 30 6 0.40 deflated_sharpe 0.04 < 0.90
sma_cross 0.034 0.20 4 6 0.60 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
macd 0.067 0.46 14 6 0.40 deflated_sharpe 0.07 < 0.90
PR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.064 0.44 4 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
base_breakout 0.195 0.99 3 6 0.40 deflated_sharpe 0.20 < 0.90; n_trades 3 < 12
pead 0.003 -0.60 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2 0.061 0.41 20 6 0.00 deflated_sharpe 0.06 < 0.90
bollinger 0.055 0.37 5 6 0.00 deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
ma_pullback 0.723 2.02 1 6 0.00 deflated_sharpe 0.72 < 0.90; n_trades 1 < 12
ridge_momentum 0.073 0.49 49 6 0.60 deflated_sharpe 0.07 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.171 0.91 4 6 0.20 deflated_sharpe 0.17 < 0.90; n_trades 4 < 12
macd 0.329 1.40 13 6 0.00 deflated_sharpe 0.33 < 0.90
HLNE long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.009 -0.24 5 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
base_breakout 0.001 -0.79 2 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.000 -0.88 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2 0.000 -1.76 11 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 11 < 12
bollinger 0.004 -0.48 11 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 11 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.001 -0.83 30 7 0.67 deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.009 -0.22 8 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
macd 0.011 -0.17 18 7 0.17 deflated_sharpe 0.01 < 0.90
COP long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.007 -0.29 5 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
base_breakout 0.055 0.36 3 7 0.17 deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
pead 0.070 0.43 1 7 0.00 deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
rsi2 0.003 -0.55 18 7 0.17 deflated_sharpe 0.00 < 0.90
bollinger 0.130 0.69 6 7 0.00 deflated_sharpe 0.13 < 0.90; n_trades 6 < 12
ma_pullback 0.000 -0.82 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.103 0.60 35 7 0.83 deflated_sharpe 0.10 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.024 0.06 5 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd 0.003 -0.53 23 7 0.50 deflated_sharpe 0.00 < 0.90
ALL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.67 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.009 -0.26 1 6 0.00 deflated_sharpe 0.01 < 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 0.146 0.89 40 6 0.00 deflated_sharpe 0.15 < 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 0.190 1.00 36 6 0.40 deflated_sharpe 0.19 < 0.90
sma_cross 0.008 -0.27 5 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.057 0.39 18 6 0.00 deflated_sharpe 0.06 < 0.90
MTDR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.061 0.39 7 7 0.17 deflated_sharpe 0.06 < 0.90; n_trades 7 < 12
base_breakout 0.000 -0.89 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 0.026 0.08 16 7 0.00 deflated_sharpe 0.03 < 0.90
bollinger 0.074 0.46 6 7 0.17 deflated_sharpe 0.07 < 0.90; n_trades 6 < 12
ma_pullback 0.014 -0.11 1 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum 0.030 0.14 50 7 0.00 deflated_sharpe 0.03 < 0.90
sma_cross 0.038 0.22 5 7 0.33 deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd 0.036 0.20 17 7 0.67 deflated_sharpe 0.04 < 0.90; param change-rate 0.67 > 0.50
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 0.038 0.23 18 6 0.60 deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
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 0.009 -0.24 37 6 0.80 deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.014 -0.11 6 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.152 0.87 19 6 0.20 deflated_sharpe 0.15 < 0.90
TER long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.111 0.70 8 6 0.20 deflated_sharpe 0.11 < 0.90; n_trades 8 < 12
base_breakout 0.005 -0.41 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.042 0.27 3 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
rsi2 0.111 0.68 21 6 0.20 deflated_sharpe 0.11 < 0.90
bollinger 0.012 -0.17 7 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
ma_pullback 0.042 0.28 1 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
ridge_momentum 0.102 0.65 71 6 0.40 deflated_sharpe 0.10 < 0.90
sma_cross 0.578 1.78 1 6 0.00 deflated_sharpe 0.58 < 0.90; n_trades 1 < 12
macd 0.233 1.05 19 6 0.00 deflated_sharpe 0.23 < 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 0.050 0.34 2 6 0.20 deflated_sharpe 0.05 < 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 0.168 0.91 30 6 0.20 deflated_sharpe 0.17 < 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 0.305 1.33 26 6 0.20 deflated_sharpe 0.30 < 0.90
sma_cross 0.112 0.69 6 6 0.40 deflated_sharpe 0.11 < 0.90; n_trades 6 < 12
macd 0.106 0.65 16 6 0.00 deflated_sharpe 0.11 < 0.90
APP long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.255 0.98 6 6 0.40 deflated_sharpe 0.26 < 0.90; n_trades 6 < 12
base_breakout 0.017 -0.05 3 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
pead 0.048 0.33 4 6 0.00 deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
rsi2 0.001 -0.86 25 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.014 -0.11 4 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback 0.035 0.19 2 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
ridge_momentum 0.159 0.88 51 6 0.40 deflated_sharpe 0.16 < 0.90
sma_cross 0.373 1.24 4 6 0.00 deflated_sharpe 0.37 < 0.90; n_trades 4 < 12
macd 0.608 1.89 12 6 0.00 deflated_sharpe 0.61 < 0.90
INCY long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.056 0.38 4 6 0.20 deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
base_breakout 0.001 -0.74 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.763 1.58 2 6 0.00 deflated_sharpe 0.76 < 0.90; n_trades 2 < 12
rsi2 0.029 0.13 36 6 0.60 deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
bollinger 0.176 0.92 7 6 0.00 deflated_sharpe 0.18 < 0.90; n_trades 7 < 12
ma_pullback 0.000 -1.59 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.045 0.30 15 6 0.40 deflated_sharpe 0.05 < 0.90
sma_cross 0.115 0.70 3 6 0.20 deflated_sharpe 0.12 < 0.90; n_trades 3 < 12
macd 0.150 0.83 11 6 0.20 deflated_sharpe 0.15 < 0.90; n_trades 11 < 12
FICO long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.014 -0.11 4 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout 0.091 0.58 1 6 0.00 deflated_sharpe 0.09 < 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 0.002 -0.67 13 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.013 -0.13 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 0.001 -0.82 32 6 1.00 deflated_sharpe 0.00 < 0.90; param change-rate 1.00 > 0.50
sma_cross 0.008 -0.28 4 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.000 -1.06 20 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
NLY long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.262 1.17 6 6 0.00 deflated_sharpe 0.26 < 0.90; n_trades 6 < 12
base_breakout 0.067 0.46 3 6 0.60 deflated_sharpe 0.07 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 -1.08 31 6 0.20 deflated_sharpe 0.00 < 0.90
bollinger 0.060 0.42 3 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
ma_pullback 0.000 -1.29 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.165 0.93 13 6 0.60 deflated_sharpe 0.17 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.045 0.30 7 6 0.20 deflated_sharpe 0.05 < 0.90; n_trades 7 < 12
macd 0.374 1.43 17 6 0.00 deflated_sharpe 0.37 < 0.90
BEPC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.020 0.00 7 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
base_breakout 0.066 0.42 2 7 0.00 deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
pead 0.118 0.67 2 7 0.17 deflated_sharpe 0.12 < 0.90; n_trades 2 < 12
rsi2 0.069 0.45 37 7 0.00 deflated_sharpe 0.07 < 0.90
bollinger 0.135 0.70 4 7 0.17 deflated_sharpe 0.14 < 0.90; n_trades 4 < 12
ma_pullback 0.001 -0.73 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.162 0.83 29 7 0.00 deflated_sharpe 0.16 < 0.90
sma_cross 0.012 -0.16 8 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
macd 0.051 0.32 18 7 0.67 deflated_sharpe 0.05 < 0.90; param change-rate 0.67 > 0.50
RGA long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.016 -0.08 2 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
base_breakout 0.000 -0.95 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.009 -0.25 1 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.018 -0.03 17 6 0.00 deflated_sharpe 0.02 < 0.90
bollinger 0.184 0.95 11 6 0.20 deflated_sharpe 0.18 < 0.90; n_trades 11 < 12
ma_pullback 0.071 0.48 1 6 0.00 deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
ridge_momentum 0.316 1.24 10 6 0.60 deflated_sharpe 0.32 < 0.90; n_trades 10 < 12; param change-rate 0.60 > 0.50
sma_cross 0.002 -0.64 6 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.105 0.65 20 6 0.00 deflated_sharpe 0.11 < 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 -0.60 5 6 0.80 deflated_sharpe 0.00 < 0.90; n_trades 5 < 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 0.003 -0.57 48 6 1.00 deflated_sharpe 0.00 < 0.90; param change-rate 1.00 > 0.50
sma_cross 0.112 0.70 3 6 0.20 deflated_sharpe 0.11 < 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 0.005 -0.43 18 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.020 0.01 8 6 0.40 deflated_sharpe 0.02 < 0.90; n_trades 8 < 12
ma_pullback 0.000 -0.83 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.002 -0.61 18 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.42 7 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd 0.000 -1.33 21 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
NBIX long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.019 -0.02 6 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout 0.000 -0.90 4 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
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 0.006 -0.35 33 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.011 -0.18 5 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.005 -0.44 20 6 0.00 deflated_sharpe 0.00 < 0.90
TDC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.18 10 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.001 -0.62 1 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.001 -0.86 17 7 0.17 deflated_sharpe 0.00 < 0.90
bollinger 0.241 0.91 5 7 0.17 deflated_sharpe 0.24 < 0.90; n_trades 5 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.030 0.13 26 7 0.50 deflated_sharpe 0.03 < 0.90
sma_cross 0.001 -0.87 7 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd 0.001 -0.85 20 7 0.17 deflated_sharpe 0.00 < 0.90
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 -1.30 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 -0.69 14 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.002 -0.65 10 6 0.20 deflated_sharpe 0.00 < 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 0.003 -0.54 18 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.009 -0.26 3 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.000 -1.05 18 6 0.00 deflated_sharpe 0.00 < 0.90
PNC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.475 1.43 3 7 0.00 deflated_sharpe 0.47 < 0.90; n_trades 3 < 12
base_breakout 0.496 1.45 3 7 0.00 deflated_sharpe 0.50 < 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 0.021 0.02 35 7 0.50 deflated_sharpe 0.02 < 0.90
sma_cross 0.163 0.81 3 7 0.17 deflated_sharpe 0.16 < 0.90; n_trades 3 < 12
macd 0.543 1.75 16 7 0.00 deflated_sharpe 0.54 < 0.90
NTRS long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.682 1.81 6 6 0.00 deflated_sharpe 0.68 < 0.90; n_trades 6 < 12
base_breakout 0.086 0.54 3 6 0.20 deflated_sharpe 0.09 < 0.90; n_trades 3 < 12
pead 0.069 0.41 1 6 0.00 deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
rsi2 0.048 0.33 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 0.445 1.51 32 6 0.60 deflated_sharpe 0.45 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.180 0.92 3 6 0.00 deflated_sharpe 0.18 < 0.90; n_trades 3 < 12
macd 0.462 1.62 16 6 0.20 deflated_sharpe 0.46 < 0.90
JPM long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.211 0.95 7 6 0.00 deflated_sharpe 0.21 < 0.90; n_trades 7 < 12
base_breakout 0.008 -0.29 5 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
pead 0.051 0.36 2 6 0.40 deflated_sharpe 0.05 < 0.90; n_trades 2 < 12
rsi2 0.018 -0.04 41 6 0.20 deflated_sharpe 0.02 < 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 0.273 1.17 7 6 0.20 deflated_sharpe 0.27 < 0.90; n_trades 7 < 12
sma_cross 0.143 0.79 3 6 0.40 deflated_sharpe 0.14 < 0.90; n_trades 3 < 12
macd 0.199 1.05 13 6 0.20 deflated_sharpe 0.20 < 0.90
IONS short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.013 -0.15 4 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout 0.003 -0.61 3 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.307 0.89 1 6 0.00 deflated_sharpe 0.31 < 0.90; n_trades 1 < 12
rsi2 0.043 0.28 15 6 0.00 deflated_sharpe 0.04 < 0.90
bollinger 0.007 -0.34 7 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
ma_pullback 0.034 0.19 2 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
ridge_momentum 0.000 -1.23 27 6 0.00 deflated_sharpe 0.00 < 0.90
sma_cross 0.008 -0.29 2 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
macd 0.000 -1.07 17 6 0.00 deflated_sharpe 0.00 < 0.90
EQH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.002 -0.68 7 7 0.50 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 0.043 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 0.075 0.48 4 7 0.17 deflated_sharpe 0.08 < 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 0.061 0.39 31 7 0.33 deflated_sharpe 0.06 < 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 -1.23 28 7 0.17 deflated_sharpe 0.00 < 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 0.004 -0.50 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback 0.002 -0.61 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.014 -0.11 13 6 0.20 deflated_sharpe 0.01 < 0.90
sma_cross 0.038 0.24 5 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd 0.011 -0.18 18 6 0.00 deflated_sharpe 0.01 < 0.90
LLYVA short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -0.99 4 6 0.80 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.80 > 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 0.382 0.96 2 6 0.00 deflated_sharpe 0.38 < 0.90; n_trades 2 < 12
bollinger 0.010 -0.21 1 6 0.00 deflated_sharpe 0.01 < 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 0.068 0.46 36 6 0.40 deflated_sharpe 0.07 < 0.90
sma_cross 0.001 -0.77 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd 0.003 -0.55 20 6 0.40 deflated_sharpe 0.00 < 0.90
DKNG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.008 -0.27 8 7 0.33 deflated_sharpe 0.01 < 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 -0.44 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.084 0.51 41 7 0.17 deflated_sharpe 0.08 < 0.90
bollinger 0.006 -0.34 2 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ma_pullback 0.000 -1.45 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.208 0.96 29 7 0.50 deflated_sharpe 0.21 < 0.90
sma_cross 0.006 -0.33 5 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.046 0.29 19 7 0.17 deflated_sharpe 0.05 < 0.90
MOS short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.004 -0.46 7 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout 0.000 -0.78 1 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.020 0.01 3 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
rsi2 0.069 0.44 38 7 0.17 deflated_sharpe 0.07 < 0.90
bollinger 0.147 0.76 11 7 0.33 deflated_sharpe 0.15 < 0.90; n_trades 11 < 12
ma_pullback 0.003 -0.48 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.009 -0.24 20 7 0.50 deflated_sharpe 0.01 < 0.90
sma_cross 0.002 -0.62 6 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.002 -0.61 21 7 0.17 deflated_sharpe 0.00 < 0.90
PEG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.37 6 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.002 -0.58 3 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead 0.000 -0.77 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2 0.001 -0.90 26 7 0.33 deflated_sharpe 0.00 < 0.90
bollinger 0.056 0.35 1 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.154 0.77 35 7 0.33 deflated_sharpe 0.15 < 0.90
sma_cross 0.001 -0.75 8 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd 0.012 -0.15 18 7 0.17 deflated_sharpe 0.01 < 0.90
CMS short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.26 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
base_breakout 0.000 -1.35 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 0.608 1.15 5 6 0.00 deflated_sharpe 0.61 < 0.90; n_trades 5 < 12
bollinger 0.003 -0.52 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 0.092 0.57 21 6 0.40 deflated_sharpe 0.09 < 0.90
sma_cross 0.001 -0.75 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.001 -0.78 20 6 0.40 deflated_sharpe 0.00 < 0.90
MOH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.008 -0.28 8 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
base_breakout 0.006 -0.35 1 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead 0.000 -1.00 4 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
rsi2 0.015 -0.10 36 6 0.20 deflated_sharpe 0.01 < 0.90
bollinger 0.015 -0.09 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 0.050 0.32 52 6 0.60 deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.020 0.01 3 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd 0.431 1.28 13 6 0.20 deflated_sharpe 0.43 < 0.90
MTN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.76 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.002 -0.64 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 0.010 -0.21 31 6 0.20 deflated_sharpe 0.01 < 0.90
bollinger 0.314 1.38 7 6 0.20 deflated_sharpe 0.31 < 0.90; n_trades 7 < 12
ma_pullback 0.029 0.14 3 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
ridge_momentum 0.360 1.40 38 6 0.00 deflated_sharpe 0.36 < 0.90
sma_cross 0.029 0.13 2 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
macd 0.013 -0.14 17 6 0.00 deflated_sharpe 0.01 < 0.90
DE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.014 -0.11 1 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.001 -0.77 9 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
bollinger 0.004 -0.45 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.003 -0.57 24 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.000 -1.77 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.001 -0.74 17 6 0.20 deflated_sharpe 0.00 < 0.90
H short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.016 -0.07 6 6 0.20 deflated_sharpe 0.02 < 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 0.056 0.34 2 6 0.20 deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
rsi2 0.004 -0.48 14 6 0.20 deflated_sharpe 0.00 < 0.90
bollinger 0.206 0.91 4 6 0.00 deflated_sharpe 0.21 < 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 -0.89 44 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.004 -0.48 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.002 -0.71 19 6 0.20 deflated_sharpe 0.00 < 0.90
TGT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.020 -0.00 7 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
base_breakout 0.002 -0.55 1 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.187 0.71 1 7 0.17 deflated_sharpe 0.19 < 0.90; n_trades 1 < 12
rsi2 0.050 0.31 30 7 0.33 deflated_sharpe 0.05 < 0.90
bollinger 0.206 0.92 9 7 0.17 deflated_sharpe 0.21 < 0.90; n_trades 9 < 12
ma_pullback 0.045 0.27 7 7 0.17 deflated_sharpe 0.04 < 0.90; n_trades 7 < 12
ridge_momentum 0.008 -0.25 44 7 0.50 deflated_sharpe 0.01 < 0.90
sma_cross 0.015 -0.07 6 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd 0.000 -1.03 22 7 0.00 deflated_sharpe 0.00 < 0.90
CLX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.241 1.05 6 6 0.20 deflated_sharpe 0.24 < 0.90; n_trades 6 < 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 0.217 0.97 16 6 0.60 deflated_sharpe 0.22 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.207 0.98 4 6 0.00 deflated_sharpe 0.21 < 0.90; n_trades 4 < 12
macd 0.454 1.48 13 6 0.00 deflated_sharpe 0.45 < 0.90
LPX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.005 -0.41 3 6 0.20 deflated_sharpe 0.01 < 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 0.232 1.08 33 6 0.00 deflated_sharpe 0.23 < 0.90
bollinger 0.563 1.26 2 6 0.40 deflated_sharpe 0.56 < 0.90; n_trades 2 < 12
ma_pullback 0.082 0.51 2 6 0.00 deflated_sharpe 0.08 < 0.90; n_trades 2 < 12
ridge_momentum 0.062 0.43 30 6 0.60 deflated_sharpe 0.06 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.030 0.14 3 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd 0.012 -0.17 18 6 0.20 deflated_sharpe 0.01 < 0.90
THO short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.019 -0.01 5 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
base_breakout 0.003 -0.54 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead 0.051 0.32 3 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
rsi2 0.095 0.56 27 7 0.33 deflated_sharpe 0.10 < 0.90
bollinger 0.138 0.73 9 7 0.00 deflated_sharpe 0.14 < 0.90; n_trades 9 < 12
ma_pullback 0.001 -0.84 3 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum 0.011 -0.17 33 7 0.50 deflated_sharpe 0.01 < 0.90
sma_cross 0.005 -0.38 4 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.006 -0.34 21 7 0.00 deflated_sharpe 0.01 < 0.90
CEG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.01 5 7 0.33 deflated_sharpe 0.00 < 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 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.002 -0.64 17 7 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.017 -0.05 6 7 0.17 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.132 0.59 17 7 0.33 deflated_sharpe 0.13 < 0.90
sma_cross 0.000 -1.01 6 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.016 -0.07 16 7 0.50 deflated_sharpe 0.02 < 0.90
KMB short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.013 -0.14 5 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
base_breakout 0.291 0.84 2 7 0.00 deflated_sharpe 0.29 < 0.90; n_trades 2 < 12
pead 0.006 -0.32 1 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.068 0.43 34 7 0.17 deflated_sharpe 0.07 < 0.90
bollinger 0.001 -0.69 5 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback 0.004 -0.37 1 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.021 0.03 47 7 0.83 deflated_sharpe 0.02 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.028 0.11 5 7 0.17 deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd 0.009 -0.23 22 7 0.17 deflated_sharpe 0.01 < 0.90
KMX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.065 0.41 7 6 0.00 deflated_sharpe 0.07 < 0.90; n_trades 7 < 12
base_breakout 0.006 -0.41 2 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
pead 0.007 -0.34 3 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
rsi2 0.002 -0.72 30 6 0.00 deflated_sharpe 0.00 < 0.90
bollinger 0.000 -1.08 7 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
ma_pullback 0.058 0.35 6 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
ridge_momentum 0.001 -0.86 30 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.016 -0.07 6 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd 0.226 0.98 11 6 0.40 deflated_sharpe 0.23 < 0.90; n_trades 11 < 12
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 0.005 -0.38 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 0.005 -0.44 44 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.011 -0.19 5 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.038 0.24 12 6 0.00 deflated_sharpe 0.04 < 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 0.019 -0.01 13 6 0.20 deflated_sharpe 0.02 < 0.90
sma_cross 0.016 -0.07 5 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd 0.097 0.63 16 6 0.20 deflated_sharpe 0.10 < 0.90
BA short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.91 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.016 -0.07 1 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 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 -0.79 16 6 0.20 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.31 6 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.127 0.77 13 6 0.00 deflated_sharpe 0.13 < 0.90
APD short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.006 -0.38 5 6 0.40 deflated_sharpe 0.01 < 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 0.118 0.61 22 6 0.20 deflated_sharpe 0.12 < 0.90
bollinger 0.004 -0.49 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback 0.002 -0.68 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.007 -0.32 20 6 0.40 deflated_sharpe 0.01 < 0.90
sma_cross 0.009 -0.25 3 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.003 -0.56 20 6 0.20 deflated_sharpe 0.00 < 0.90
AEE short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.002 -0.72 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.037 0.22 36 6 0.80 deflated_sharpe 0.04 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.000 -1.37 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd 0.000 -1.75 18 6 0.00 deflated_sharpe 0.00 < 0.90
IFF short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.025 0.08 4 7 0.17 deflated_sharpe 0.03 < 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 0.005 -0.41 4 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
rsi2 0.132 0.64 31 7 0.33 deflated_sharpe 0.13 < 0.90
bollinger 0.304 1.17 4 7 0.17 deflated_sharpe 0.30 < 0.90; n_trades 4 < 12
ma_pullback 0.000 -1.19 6 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ridge_momentum 0.030 0.13 43 7 0.67 deflated_sharpe 0.03 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.080 0.50 3 7 0.00 deflated_sharpe 0.08 < 0.90; n_trades 3 < 12
macd 0.001 -0.89 26 7 0.00 deflated_sharpe 0.00 < 0.90
EL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.004 -0.50 4 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout 0.000 -1.41 3 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
pead 0.000 -1.12 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2 0.014 -0.11 21 6 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.000 -1.36 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 0.006 -0.38 22 6 0.20 deflated_sharpe 0.01 < 0.90
sma_cross 0.013 -0.15 5 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 5 < 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 0.007 -0.30 4 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout 0.000 0.00 0 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 -2.01 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2 0.043 0.28 18 6 0.40 deflated_sharpe 0.04 < 0.90
bollinger 0.343 1.30 6 6 0.00 deflated_sharpe 0.34 < 0.90; n_trades 6 < 12
ma_pullback 0.000 -0.99 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.005 -0.40 41 6 0.20 deflated_sharpe 0.01 < 0.90
sma_cross 0.003 -0.54 4 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.008 -0.29 17 6 0.00 deflated_sharpe 0.01 < 0.90
ACHC short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.096 0.62 4 6 0.00 deflated_sharpe 0.10 < 0.90; n_trades 4 < 12
base_breakout 0.202 0.83 1 6 0.00 deflated_sharpe 0.20 < 0.90; n_trades 1 < 12
pead 0.015 -0.09 3 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
rsi2 0.012 -0.17 34 6 0.20 deflated_sharpe 0.01 < 0.90
bollinger 0.001 -0.77 7 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.002 -0.68 34 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.040 0.25 5 6 0.40 deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd 0.057 0.39 14 6 0.80 deflated_sharpe 0.06 < 0.90; param change-rate 0.80 > 0.50
CPT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.97 4 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 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 0.179 0.90 30 6 0.60 deflated_sharpe 0.18 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.002 -0.71 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.022 0.04 17 6 0.20 deflated_sharpe 0.02 < 0.90
RH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.095 0.59 3 6 0.20 deflated_sharpe 0.10 < 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 10 6 0.00 deflated_sharpe 0.85 < 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 0.014 -0.11 34 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.032 0.17 4 6 0.40 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd 0.102 0.67 14 6 0.00 deflated_sharpe 0.10 < 0.90
CLF short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.49 8 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 8 < 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 0.025 0.08 2 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
rsi2 0.005 -0.42 26 6 0.40 deflated_sharpe 0.00 < 0.90
bollinger 0.474 0.82 1 6 0.00 deflated_sharpe 0.47 < 0.90; n_trades 1 < 12
ma_pullback 0.000 -1.13 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.025 0.08 56 6 0.60 deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.006 -0.35 3 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.075 0.51 15 6 0.20 deflated_sharpe 0.07 < 0.90
IRDM short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.006 -0.36 7 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.001 -0.78 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2 0.014 -0.13 21 6 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.100 0.62 7 6 0.40 deflated_sharpe 0.10 < 0.90; n_trades 7 < 12
ma_pullback 0.000 -1.27 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.000 -1.12 29 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.019 -0.00 5 6 0.40 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd 0.003 -0.58 17 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
PNW short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.20 6 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 6 < 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 0.004 -0.43 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 0.018 -0.03 33 7 0.50 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 0.001 -0.88 21 7 0.17 deflated_sharpe 0.00 < 0.90
NI short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.14 2 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 2 < 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 0.083 0.47 4 7 0.17 deflated_sharpe 0.08 < 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 0.024 0.07 31 7 0.33 deflated_sharpe 0.02 < 0.90
sma_cross 0.013 -0.12 1 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
macd 0.000 -1.32 19 7 0.00 deflated_sharpe 0.00 < 0.90
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 0.515 1.52 13 6 0.00 deflated_sharpe 0.51 < 0.90
bollinger 0.131 0.75 9 6 0.00 deflated_sharpe 0.13 < 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 0.006 -0.35 18 6 0.40 deflated_sharpe 0.01 < 0.90
sma_cross 0.003 -0.53 4 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.004 -0.45 15 6 0.40 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 0.008 -0.30 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 0.007 -0.34 13 6 0.80 deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.006 -0.35 4 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.020 0.01 17 6 0.20 deflated_sharpe 0.02 < 0.90
RHI short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.089 0.59 3 6 0.20 deflated_sharpe 0.09 < 0.90; n_trades 3 < 12
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 0.306 1.28 34 6 0.40 deflated_sharpe 0.31 < 0.90
bollinger 0.077 0.54 2 6 0.20 deflated_sharpe 0.08 < 0.90; n_trades 2 < 12
ma_pullback 0.000 -0.98 4 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum 0.099 0.64 40 6 0.60 deflated_sharpe 0.10 < 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 0.031 0.16 15 6 0.20 deflated_sharpe 0.03 < 0.90
IDA short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.004 -0.50 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger 0.000 -1.34 7 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.007 -0.31 33 6 0.40 deflated_sharpe 0.01 < 0.90
sma_cross 0.000 -1.15 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd 0.002 -0.67 13 6 0.00 deflated_sharpe 0.00 < 0.90
LBTYK short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.64 7 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 7 < 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 0.011 -0.18 13 6 0.00 deflated_sharpe 0.01 < 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 0.019 -0.02 30 6 0.80 deflated_sharpe 0.02 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.009 -0.25 3 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.003 -0.54 15 6 0.00 deflated_sharpe 0.00 < 0.90

③ Create trade — tickets & performance since issue

no tickets on this date