TRADING MODELS
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① Find tickers
1003 universe → 40 L / 40 S past FA gate
78 tested · 1 passed nightly FDR · 0 watchlist
② Find strategy
80 candidates → 0 survivors
③ Create trade
0 tickets

① Find tickers — FA slates

Long slate — top FA
#tickersectorFA
1SNDK Information Technology0.91
2CHRD Energy0.90
3BHF Financials0.89
4AU Materials0.86
5FANG Energy0.83
6EOG Energy0.82
7NU Financials0.79
8MU Information Technology0.79
9OXY Energy0.78
10NVDA Information Technology0.77
11AMG Financials0.77
12CVX Energy0.76
13CINF Financials0.76
14AA Materials0.75
15PR Energy0.75
16ALB Materials0.75
17DVN Energy0.75
18DINO Energy0.75
19HLNE Financials0.74
20APO Financials0.74
21COP Energy0.74
22ALL Financials0.73
23OVV Energy0.73
24MTDR Energy0.72
25CF Materials0.72
26APP Information Technology0.71
27INCY Health Care0.71
28FICO Information Technology0.70
29NLY Financials0.69
30RGA Financials0.69
31NBIX Health Care0.68
32BEPC Utilities0.68
33KNSL Financials0.68
34LYB Materials0.68
35ADSK Information Technology0.66
36PNC Financials0.65
37FIS Financials0.65
38NTRS Financials0.65
39RDDT Communication Services0.65
40JPM Financials0.65
Short slate — bottom FA
#tickersectorFA
1FDXF Industrials0.14
2EQH Financials0.17
3IONS Health Care0.18
4CPNG Consumer Discretionary0.19
5DKNG Consumer Discretionary0.21
6LLYVA Communication Services0.21
7MOS Materials0.23
8PEG Utilities0.23
9CMS Utilities0.25
10ACM Industrials0.25
11MOH Health Care0.25
12MTN Consumer Discretionary0.26
13DE Industrials0.26
14H Consumer Discretionary0.28
15CLX Consumer Staples0.28
16LPX Materials0.29
17CEG Utilities0.30
18KMB Consumer Staples0.30
19KMX Consumer Discretionary0.30
20HD Consumer Discretionary0.31
21COIN Financials0.31
22BA Industrials0.31
23APD Materials0.31
24IFF Materials0.32
25AEE Utilities0.32
26EL Consumer Staples0.32
27F Consumer Discretionary0.33
28ACHC Health Care0.33
29CPT Real Estate0.33
30RH Consumer Discretionary0.34
31CARR Industrials0.34
32IRDM Communication Services0.34
33CLF Materials0.34
34PNW Utilities0.35
35NI Utilities0.35
36RHI Industrials0.35
37PFGC Consumer Staples0.35
38LBTYK Communication Services0.35
39IDA Utilities0.35
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.
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 0.007 -0.28 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 0.001 -0.83 16 7 0.17 deflated_sharpe 0.00 < 0.90
bollinger 0.004 -0.45 6 7 0.33 deflated_sharpe 0.00 < 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 0.009 -0.22 33 7 0.83 deflated_sharpe 0.01 < 0.90; param change-rate 0.83 > 0.50
sma_cross 0.047 0.29 3 7 0.17 deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
macd 0.032 0.16 18 7 0.17 deflated_sharpe 0.03 < 0.90
BHF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.130 0.63 5 6 0.00 deflated_sharpe 0.13 < 0.90; n_trades 5 < 12
base_breakout 0.001 -0.79 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 0.070 0.47 10 6 0.60 deflated_sharpe 0.07 < 0.90; n_trades 10 < 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 0.15 17 6 0.20 deflated_sharpe 0.03 < 0.90
sma_cross 0.000 -1.10 5 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd 0.083 0.49 17 6 0.00 deflated_sharpe 0.08 < 0.90
AU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.237 1.13 5 6 0.20 deflated_sharpe 0.24 < 0.90; n_trades 5 < 12
base_breakout 0.286 1.26 3 6 0.20 deflated_sharpe 0.29 < 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 0.036 0.21 27 6 0.00 deflated_sharpe 0.04 < 0.90
bollinger 0.424 1.33 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 0.650 1.97 19 6 0.60 deflated_sharpe 0.65 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.319 1.33 3 6 0.20 deflated_sharpe 0.32 < 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 0.035 0.21 3 6 0.00 deflated_sharpe 0.04 < 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 0.062 0.41 3 6 0.20 deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
ma_pullback 0.157 0.82 1 6 0.00 deflated_sharpe 0.16 < 0.90; n_trades 1 < 12
ridge_momentum 0.053 0.36 34 6 0.40 deflated_sharpe 0.05 < 0.90
sma_cross 0.096 0.62 5 6 0.20 deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
macd 0.056 0.39 16 6 0.20 deflated_sharpe 0.06 < 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 0.144 0.70 0 6 0.00 deflated_sharpe 0.14 < 0.90; n_trades 0 < 12
ridge_momentum 0.101 0.64 13 6 0.20 deflated_sharpe 0.10 < 0.90
sma_cross 0.033 0.18 5 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd 0.180 0.95 16 6 0.00 deflated_sharpe 0.18 < 0.90
NU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.10 9 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
base_breakout 0.001 -0.89 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 -0.75 4 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum 0.005 -0.39 29 6 0.40 deflated_sharpe 0.01 < 0.90
sma_cross 0.005 -0.40 3 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.021 0.02 14 6 0.20 deflated_sharpe 0.02 < 0.90
MU long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.805 2.31 2 6 0.00 deflated_sharpe 0.80 < 0.90; n_trades 2 < 12
base_breakout 0.405 1.45 3 6 0.40 deflated_sharpe 0.40 < 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 0.176 0.91 25 6 0.20 deflated_sharpe 0.18 < 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 0.025 0.08 34 6 0.40 deflated_sharpe 0.02 < 0.90
sma_cross 0.481 1.67 7 6 0.20 deflated_sharpe 0.48 < 0.90; n_trades 7 < 12
macd 0.310 1.28 19 6 0.00 deflated_sharpe 0.31 < 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 0.008 -0.27 18 7 0.17 deflated_sharpe 0.01 < 0.90
bollinger 0.012 -0.16 5 7 0.67 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12; param change-rate 0.67 > 0.50
ma_pullback 0.000 -0.77 2 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.382 1.30 30 7 0.67 deflated_sharpe 0.38 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.073 0.46 6 7 0.00 deflated_sharpe 0.07 < 0.90; n_trades 6 < 12
macd 0.007 -0.31 21 7 0.33 deflated_sharpe 0.01 < 0.90
NVDA long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.062 0.40 8 7 0.00 deflated_sharpe 0.06 < 0.90; n_trades 8 < 12
base_breakout 0.005 -0.38 5 7 0.00 deflated_sharpe 0.01 < 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 0.032 0.16 57 7 0.00 deflated_sharpe 0.03 < 0.90
sma_cross 0.030 0.13 6 7 0.50 deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
macd 0.001 -0.70 20 7 0.00 deflated_sharpe 0.00 < 0.90
AMG long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.239 1.16 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 -1.17 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum 0.144 0.80 22 6 0.60 deflated_sharpe 0.14 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.220 1.09 2 6 0.00 deflated_sharpe 0.22 < 0.90; n_trades 2 < 12
macd 0.003 -0.52 23 6 0.40 deflated_sharpe 0.00 < 0.90
CVX long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.094 0.62 5 6 0.20 deflated_sharpe 0.09 < 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 0.024 0.07 1 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
ridge_momentum 0.303 1.26 27 6 0.60 deflated_sharpe 0.30 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.041 0.27 4 6 0.40 deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
macd 0.063 0.44 19 6 0.20 deflated_sharpe 0.06 < 0.90
CINF long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.89 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.000 -1.00 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 0.029 0.14 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 0.335 1.40 33 6 0.40 deflated_sharpe 0.34 < 0.90
sma_cross 0.004 -0.52 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.021 0.03 19 6 0.00 deflated_sharpe 0.02 < 0.90
AA long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.078 0.52 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 0.012 -0.15 26 6 0.40 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 0.15 41 6 0.00 deflated_sharpe 0.03 < 0.90
sma_cross 0.426 1.50 1 6 0.00 deflated_sharpe 0.43 < 0.90; n_trades 1 < 12
macd 0.002 -0.72 20 6 0.40 deflated_sharpe 0.00 < 0.90
PR long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.062 0.42 4 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
base_breakout 0.189 0.97 3 6 0.40 deflated_sharpe 0.19 < 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 0.056 0.38 49 6 0.80 deflated_sharpe 0.06 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.167 0.90 4 6 0.20 deflated_sharpe 0.17 < 0.90; n_trades 4 < 12
macd 0.323 1.39 13 6 0.00 deflated_sharpe 0.32 < 0.90
ALB long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.143 0.82 4 6 0.00 deflated_sharpe 0.14 < 0.90; n_trades 4 < 12
base_breakout 0.000 -1.25 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 0.711 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 0.056 0.38 32 6 0.80 deflated_sharpe 0.06 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.438 1.56 1 6 0.60 deflated_sharpe 0.44 < 0.90; n_trades 1 < 12; param change-rate 0.60 > 0.50
macd 0.035 0.20 21 6 1.00 deflated_sharpe 0.04 < 0.90; param change-rate 1.00 > 0.50
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 0.044 0.27 24 7 0.00 deflated_sharpe 0.04 < 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 0.007 -0.30 29 7 0.67 deflated_sharpe 0.01 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.009 -0.24 5 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.020 0.01 20 7 0.17 deflated_sharpe 0.02 < 0.90
DINO long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.396 1.55 3 6 0.00 deflated_sharpe 0.40 < 0.90; n_trades 3 < 12
base_breakout 0.017 -0.06 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 0.008 -0.29 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 0.740 2.20 29 6 0.40 deflated_sharpe 0.74 < 0.90
sma_cross 0.401 1.52 2 6 0.40 deflated_sharpe 0.40 < 0.90; n_trades 2 < 12
macd 0.398 1.58 13 6 0.40 deflated_sharpe 0.40 < 0.90
HLNE long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.008 -0.25 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 -1.61 10 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
bollinger 0.003 -0.56 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 0.004 -0.43 38 7 0.33 deflated_sharpe 0.00 < 0.90
sma_cross 0.009 -0.23 8 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
macd 0.011 -0.18 18 7 0.17 deflated_sharpe 0.01 < 0.90
APO long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.066 0.46 7 6 0.00 deflated_sharpe 0.07 < 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 0.047 0.31 33 6 0.60 deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.038 0.23 4 6 0.60 deflated_sharpe 0.04 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
macd 0.075 0.51 13 6 0.00 deflated_sharpe 0.07 < 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 0.047 0.29 3 7 0.17 deflated_sharpe 0.05 < 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 0.001 -0.71 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 0.073 0.46 35 7 0.17 deflated_sharpe 0.07 < 0.90
sma_cross 0.020 0.01 5 7 0.00 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd 0.003 -0.54 23 7 0.17 deflated_sharpe 0.00 < 0.90
ALL long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.85 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.002 -0.68 2 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead 0.041 0.27 1 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
rsi2 0.134 0.84 39 6 0.00 deflated_sharpe 0.13 < 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 0.104 0.67 37 6 0.60 deflated_sharpe 0.10 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.005 -0.40 5 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.053 0.37 18 6 0.00 deflated_sharpe 0.05 < 0.90
OVV long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.049 0.33 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 0.005 -0.41 42 6 0.80 deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.014 -0.10 6 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd 0.154 0.87 19 6 0.20 deflated_sharpe 0.15 < 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 0.059 0.37 6 7 0.17 deflated_sharpe 0.06 < 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 0.018 -0.03 49 7 0.67 deflated_sharpe 0.02 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.038 0.22 5 7 0.33 deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd 0.053 0.34 17 7 0.67 deflated_sharpe 0.05 < 0.90; param change-rate 0.67 > 0.50
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 0.139 0.81 31 6 0.20 deflated_sharpe 0.14 < 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 0.249 1.18 26 6 0.80 deflated_sharpe 0.25 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.138 0.79 6 6 0.40 deflated_sharpe 0.14 < 0.90; n_trades 6 < 12
macd 0.115 0.69 16 6 0.00 deflated_sharpe 0.12 < 0.90
APP long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.443 1.27 6 6 0.40 deflated_sharpe 0.44 < 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 0.022 0.04 2 6 0.20 deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
ridge_momentum 0.126 0.76 50 6 0.40 deflated_sharpe 0.13 < 0.90
sma_cross 0.388 1.27 4 6 0.00 deflated_sharpe 0.39 < 0.90; n_trades 4 < 12
macd 0.622 1.92 12 6 0.00 deflated_sharpe 0.62 < 0.90
INCY long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.055 0.37 4 6 0.20 deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
base_breakout 0.001 -0.76 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 0.021 0.03 14 6 0.20 deflated_sharpe 0.02 < 0.90
sma_cross 0.113 0.69 3 6 0.20 deflated_sharpe 0.11 < 0.90; n_trades 3 < 12
macd 0.149 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 -0.10 4 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout 0.097 0.60 1 6 0.00 deflated_sharpe 0.10 < 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 0.000 -1.03 32 6 0.20 deflated_sharpe 0.00 < 0.90
sma_cross 0.008 -0.28 4 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.000 -1.00 19 6 0.20 deflated_sharpe 0.00 < 0.90
NLY long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.265 1.17 6 6 0.00 deflated_sharpe 0.26 < 0.90; n_trades 6 < 12
base_breakout 0.057 0.39 3 6 0.60 deflated_sharpe 0.06 < 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 -1.12 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 0.166 0.93 12 6 0.60 deflated_sharpe 0.17 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.044 0.29 7 6 0.20 deflated_sharpe 0.04 < 0.90; n_trades 7 < 12
macd 0.374 1.43 17 6 0.00 deflated_sharpe 0.37 < 0.90
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 0.274 1.14 10 6 0.80 deflated_sharpe 0.27 < 0.90; n_trades 10 < 12; param change-rate 0.80 > 0.50
sma_cross 0.001 -0.76 7 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd 0.105 0.65 20 6 0.00 deflated_sharpe 0.11 < 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 0.000 -0.89 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 0.007 -0.30 32 6 0.40 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 0.007 -0.33 20 6 0.00 deflated_sharpe 0.01 < 0.90
BEPC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.021 0.01 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 0.075 0.49 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 0.119 0.68 27 7 0.33 deflated_sharpe 0.12 < 0.90
sma_cross 0.013 -0.13 8 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
macd 0.055 0.35 17 7 0.33 deflated_sharpe 0.06 < 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 0.016 -0.07 7 6 0.40 deflated_sharpe 0.02 < 0.90; n_trades 7 < 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 20 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.41 6 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.000 -1.33 21 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
LYB long no survivor 29 parameter sets tried
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 0.001 -0.89 43 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.123 0.74 3 6 0.20 deflated_sharpe 0.12 < 0.90; n_trades 3 < 12
macd 0.027 0.11 15 6 0.00 deflated_sharpe 0.03 < 0.90
ADSK long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.015 -0.10 2 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
base_breakout 0.027 0.12 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 0.011 -0.18 29 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 0.051 0.34 19 6 0.40 deflated_sharpe 0.05 < 0.90
sma_cross 0.004 -0.49 3 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd 0.001 -0.87 17 6 0.40 deflated_sharpe 0.00 < 0.90
PNC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.457 1.40 3 7 0.00 deflated_sharpe 0.46 < 0.90; n_trades 3 < 12
base_breakout 0.477 1.42 3 7 0.00 deflated_sharpe 0.48 < 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 0.033 0.17 36 7 0.17 deflated_sharpe 0.03 < 0.90
sma_cross 0.205 0.92 3 7 0.17 deflated_sharpe 0.21 < 0.90; n_trades 3 < 12
macd 0.500 1.66 17 7 0.17 deflated_sharpe 0.50 < 0.90
FIS long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.79 4 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout 0.000 -1.33 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 -0.60 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 0.005 -0.43 21 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.005 -0.41 3 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.000 -1.10 18 6 0.00 deflated_sharpe 0.00 < 0.90
NTRS long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.686 1.82 6 6 0.00 deflated_sharpe 0.69 < 0.90; n_trades 6 < 12
base_breakout 0.087 0.55 3 6 0.20 deflated_sharpe 0.09 < 0.90; n_trades 3 < 12
pead 0.074 0.44 1 6 0.00 deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
rsi2 0.046 0.31 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 0.441 1.50 29 6 0.60 deflated_sharpe 0.44 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.182 0.92 3 6 0.00 deflated_sharpe 0.18 < 0.90; n_trades 3 < 12
macd 0.461 1.62 16 6 0.20 deflated_sharpe 0.46 < 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
JPM long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.204 0.93 7 6 0.00 deflated_sharpe 0.20 < 0.90; n_trades 7 < 12
base_breakout 0.004 -0.49 5 6 0.40 deflated_sharpe 0.00 < 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 0.019 -0.01 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 0.270 1.16 7 6 0.60 deflated_sharpe 0.27 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
sma_cross 0.153 0.82 3 6 0.40 deflated_sharpe 0.15 < 0.90; n_trades 3 < 12
macd 0.151 0.88 13 6 0.40 deflated_sharpe 0.15 < 0.90
EQH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.002 -0.64 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 0.191 1.01 3 7 0.33 deflated_sharpe 0.19 < 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 0.086 0.52 34 7 0.33 deflated_sharpe 0.09 < 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 -1.34 28 7 0.17 deflated_sharpe 0.00 < 0.90
IONS short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.012 -0.16 4 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout 0.003 -0.54 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 0.042 0.27 14 6 0.00 deflated_sharpe 0.04 < 0.90
bollinger 0.008 -0.30 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 -1.37 31 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
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
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 0.021 0.03 14 6 0.40 deflated_sharpe 0.02 < 0.90
sma_cross 0.038 0.24 5 6 0.00 deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd 0.009 -0.24 18 6 0.00 deflated_sharpe 0.01 < 0.90
DKNG short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.012 -0.14 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 0.109 0.62 41 7 0.17 deflated_sharpe 0.11 < 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 0.084 0.53 29 7 0.33 deflated_sharpe 0.08 < 0.90
sma_cross 0.010 -0.21 5 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.078 0.48 18 7 0.00 deflated_sharpe 0.08 < 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
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 0.158 0.80 11 7 0.33 deflated_sharpe 0.16 < 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 0.004 -0.44 22 7 0.33 deflated_sharpe 0.00 < 0.90
sma_cross 0.001 -0.71 5 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.003 -0.52 22 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 0.235 0.99 35 7 0.33 deflated_sharpe 0.24 < 0.90
sma_cross 0.001 -0.72 8 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd 0.013 -0.12 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 -1.15 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 0.608 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 0.129 0.71 23 6 0.60 deflated_sharpe 0.13 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.002 -0.69 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.002 -0.74 21 6 0.00 deflated_sharpe 0.00 < 0.90
ACM short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.102 0.58 6 7 0.17 deflated_sharpe 0.10 < 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 0.009 -0.21 1 7 0.00 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.153 0.78 27 7 0.17 deflated_sharpe 0.15 < 0.90
bollinger 0.146 0.67 7 7 0.00 deflated_sharpe 0.15 < 0.90; n_trades 7 < 12
ma_pullback 0.000 0.00 0 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.114 0.62 20 7 0.67 deflated_sharpe 0.11 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.152 0.77 3 7 0.00 deflated_sharpe 0.15 < 0.90; n_trades 3 < 12
macd 0.004 -0.50 21 7 0.17 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 -0.90 3 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2 0.015 -0.08 36 6 0.20 deflated_sharpe 0.02 < 0.90
bollinger 0.018 -0.04 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 0.016 -0.06 51 6 0.40 deflated_sharpe 0.02 < 0.90
sma_cross 0.021 0.02 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 -0.75 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.002 -0.62 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 0.011 -0.20 30 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 0.293 1.25 38 6 0.40 deflated_sharpe 0.29 < 0.90
sma_cross 0.029 0.14 2 6 0.00 deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
macd 0.009 -0.26 19 6 0.20 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 0.002 -0.65 20 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 0.002 -0.71 17 6 0.20 deflated_sharpe 0.00 < 0.90
H short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.006 -0.34 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 0.056 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 0.002 -0.68 46 6 0.20 deflated_sharpe 0.00 < 0.90
sma_cross 0.004 -0.48 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.004 -0.48 18 6 0.20 deflated_sharpe 0.00 < 0.90
CLX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.194 0.93 6 6 0.20 deflated_sharpe 0.19 < 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 0.306 1.16 16 6 0.80 deflated_sharpe 0.31 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.253 1.09 4 6 0.00 deflated_sharpe 0.25 < 0.90; n_trades 4 < 12
macd 0.527 1.61 13 6 0.00 deflated_sharpe 0.53 < 0.90
LPX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.005 -0.44 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 0.232 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 0.068 0.44 2 6 0.00 deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
ridge_momentum 0.086 0.58 28 6 0.20 deflated_sharpe 0.09 < 0.90
sma_cross 0.028 0.12 3 6 0.20 deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd 0.020 -0.00 16 6 0.20 deflated_sharpe 0.02 < 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 0.016 -0.06 5 7 0.50 deflated_sharpe 0.02 < 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 0.113 0.54 15 7 0.17 deflated_sharpe 0.11 < 0.90
sma_cross 0.000 -1.01 6 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd 0.014 -0.10 16 7 0.50 deflated_sharpe 0.01 < 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 0.008 -0.27 1 7 0.17 deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2 0.047 0.29 33 7 0.17 deflated_sharpe 0.05 < 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 0.017 -0.04 49 7 0.67 deflated_sharpe 0.02 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.028 0.11 5 7 0.17 deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd 0.008 -0.26 22 7 0.17 deflated_sharpe 0.01 < 0.90
KMX short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.062 0.39 7 6 0.00 deflated_sharpe 0.06 < 0.90; n_trades 7 < 12
base_breakout 0.007 -0.35 2 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
pead 0.005 -0.40 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 -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 0.001 -0.83 28 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.015 -0.09 6 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd 0.216 0.96 11 6 0.40 deflated_sharpe 0.22 < 0.90; n_trades 11 < 12
HD short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.036 0.21 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 0.015 -0.09 13 6 0.60 deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.014 -0.11 5 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.082 0.55 16 6 0.20 deflated_sharpe 0.08 < 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 -0.33 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 0.002 -0.62 34 6 0.60 deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.012 -0.16 5 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd 0.038 0.24 13 6 0.00 deflated_sharpe 0.04 < 0.90
BA short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.001 -0.87 6 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout 0.021 0.02 1 6 0.00 deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
pead 0.000 -1.16 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 -0.86 15 6 0.40 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.25 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.126 0.77 13 6 0.00 deflated_sharpe 0.13 < 0.90
APD short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.008 -0.30 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 0.001 -0.95 4 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ma_pullback 0.002 -0.68 1 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.031 0.16 18 6 0.60 deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.009 -0.25 3 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.001 -0.87 22 6 0.20 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 0.293 1.16 6 7 0.17 deflated_sharpe 0.29 < 0.90; n_trades 6 < 12
ma_pullback 0.000 -1.19 6 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ridge_momentum 0.040 0.23 44 7 0.17 deflated_sharpe 0.04 < 0.90
sma_cross 0.080 0.50 3 7 0.00 deflated_sharpe 0.08 < 0.90; n_trades 3 < 12
macd 0.000 -0.90 26 7 0.00 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 0.058 0.39 38 6 0.40 deflated_sharpe 0.06 < 0.90
sma_cross 0.000 -1.37 2 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd 0.000 -1.74 18 6 0.00 deflated_sharpe 0.00 < 0.90
EL short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.004 -0.50 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout 0.000 -1.54 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 0.010 -0.21 20 6 0.00 deflated_sharpe 0.01 < 0.90
bollinger 0.000 -1.26 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ma_pullback 0.003 -0.52 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum 0.003 -0.58 22 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.002 -0.72 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.009 -0.26 16 6 0.40 deflated_sharpe 0.01 < 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 0.007 -0.31 44 6 0.80 deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.003 -0.59 5 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.007 -0.33 17 6 0.00 deflated_sharpe 0.01 < 0.90
ACHC short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.071 0.50 4 6 0.00 deflated_sharpe 0.07 < 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 0.006 -0.35 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 0.020 0.01 29 6 0.60 deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.027 0.11 5 6 0.40 deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd 0.047 0.31 17 6 0.60 deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 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 0.158 0.84 32 6 0.20 deflated_sharpe 0.16 < 0.90
sma_cross 0.001 -0.74 5 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.019 -0.00 17 6 0.20 deflated_sharpe 0.02 < 0.90
RH short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.093 0.58 3 6 0.20 deflated_sharpe 0.09 < 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 0.091 0.57 34 6 0.80 deflated_sharpe 0.09 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.031 0.16 4 6 0.40 deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd 0.108 0.70 14 6 0.00 deflated_sharpe 0.11 < 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 0.011 -0.18 2 6 0.00 deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
rsi2 0.055 0.39 28 6 0.20 deflated_sharpe 0.06 < 0.90
bollinger 0.012 -0.17 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 -0.36 17 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 0.018 -0.03 17 6 0.20 deflated_sharpe 0.02 < 0.90
IRDM short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.004 -0.49 8 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 8 < 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 0.001 -0.93 33 6 0.20 deflated_sharpe 0.00 < 0.90
sma_cross 0.019 -0.02 5 6 0.40 deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd 0.002 -0.66 18 6 0.80 deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
CLF short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.47 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 0.004 -0.49 25 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 0.013 -0.12 55 6 0.60 deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.005 -0.39 3 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd 0.036 0.21 16 6 0.20 deflated_sharpe 0.04 < 0.90
PNW short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.27 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 0.016 -0.07 33 7 0.00 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 -0.59 20 7 0.00 deflated_sharpe 0.00 < 0.90
NI short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.52 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 0.475 0.76 0 7 0.00 deflated_sharpe 0.48 < 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 0.043 0.25 36 7 0.33 deflated_sharpe 0.04 < 0.90
sma_cross 0.055 0.33 1 7 0.00 deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
macd 0.000 -1.10 19 7 0.00 deflated_sharpe 0.00 < 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 0.337 1.35 35 6 0.20 deflated_sharpe 0.34 < 0.90
bollinger 0.076 0.53 2 6 0.20 deflated_sharpe 0.08 < 0.90; n_trades 2 < 12
ma_pullback 0.000 -1.14 4 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum 0.203 1.01 32 6 0.40 deflated_sharpe 0.20 < 0.90
sma_cross 0.292 1.29 2 6 0.40 deflated_sharpe 0.29 < 0.90; n_trades 2 < 12
macd 0.028 0.13 15 6 0.20 deflated_sharpe 0.03 < 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 0.122 0.72 9 6 0.00 deflated_sharpe 0.12 < 0.90; n_trades 9 < 12
ma_pullback 0.475 0.82 0 6 0.00 deflated_sharpe 0.48 < 0.90; n_trades 0 < 12
ridge_momentum 0.021 0.02 16 6 0.40 deflated_sharpe 0.02 < 0.90
sma_cross 0.007 -0.34 4 6 0.40 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd 0.004 -0.48 15 6 0.40 deflated_sharpe 0.00 < 0.90
LBTYK short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.58 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 0.015 -0.09 26 6 0.80 deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.006 -0.36 4 6 0.80 deflated_sharpe 0.01 < 0.90; n_trades 4 < 12; param change-rate 0.80 > 0.50
macd 0.002 -0.67 15 6 0.00 deflated_sharpe 0.00 < 0.90
IDA short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.003 -0.61 1 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
base_breakout 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger 0.000 -1.34 7 6 0.60 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
ma_pullback 0.000 0.00 0 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.004 -0.50 31 6 0.20 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.25 4 6 0.20 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd 0.001 -0.75 13 6 0.00 deflated_sharpe 0.00 < 0.90
LBTYA short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.52 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 0.003 -0.54 46 6 0.20 deflated_sharpe 0.00 < 0.90
sma_cross 0.000 -1.12 5 6 0.40 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.001 -0.77 16 6 0.40 deflated_sharpe 0.00 < 0.90

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