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 Energy0.89
3BHF Financials0.88
4MU Information Technology0.88
5AU Materials0.86
6FANG Energy0.83
7EOG Energy0.82
8NU Financials0.79
9OXY Energy0.78
10NVDA Information Technology0.76
11AMG Financials0.76
12CVX Energy0.76
13CINF Financials0.76
14ALB Materials0.75
15AA Materials0.75
16PR Energy0.75
17DVN Energy0.74
18DINO Energy0.74
19HLNE Financials0.74
20APO Financials0.74
21ALL Financials0.73
22COP Energy0.73
23MTDR Energy0.72
24OVV Energy0.72
25APP Information Technology0.72
26INCY Health Care0.71
27TER Information Technology0.71
28CF Materials0.71
29FICO Information Technology0.70
30NLY Financials0.69
31NBIX Health Care0.68
32RGA Financials0.68
33BEPC Utilities0.68
34LYB Materials0.67
35KNSL Financials0.67
36TDC Information Technology0.65
37ADSK Information Technology0.65
38FIS Financials0.65
39PNC Financials0.65
40JPM Financials0.65
Short slate — bottom FA
#tickersectorFA
1FDXF Industrials0.13
2EQH Financials0.17
3CPNG Consumer Discretionary0.18
4IONS Health Care0.18
5DKNG Consumer Discretionary0.20
6LLYVA Communication Services0.21
7MOS Materials0.23
8PEG Utilities0.23
9MOH Health Care0.24
10CMS Utilities0.24
11ACM Industrials0.25
12MTN Consumer Discretionary0.25
13DE Industrials0.26
14EL Consumer Staples0.26
15OLN Materials0.26
16H Consumer Discretionary0.28
17CLX Consumer Staples0.28
18HD Consumer Discretionary0.28
19LPX Materials0.29
20KMB Consumer Staples0.29
21CEG Utilities0.30
22COIN Financials0.31
23BA Industrials0.31
24AEE Utilities0.31
25KMX Consumer Discretionary0.31
26IFF Materials0.32
27ACHC Health Care0.32
28F Consumer Discretionary0.33
29CPT Real Estate0.34
30IRDM Communication Services0.34
31CLF Materials0.34
32RH Consumer Discretionary0.34
33CARR Industrials0.34
34IDA Utilities0.34
35LBTYK Communication Services0.34
36RHI Industrials0.34
37PNW Utilities0.34
38LNT Utilities0.35
39LBTYA Communication Services0.35
40NI Utilities0.35

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
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
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
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
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
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
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
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
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
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
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
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
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 0.009 -0.24 2 6 0.20 deflated_sharpe 0.01 < 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 0.150 0.82 21 6 0.20 deflated_sharpe 0.15 < 0.90
bollinger 0.015 -0.08 7 6 0.40 deflated_sharpe 0.02 < 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 0.103 0.65 65 6 0.60 deflated_sharpe 0.10 < 0.90; param change-rate 0.60 > 0.50
sma_cross 0.612 1.85 1 6 0.00 deflated_sharpe 0.61 < 0.90; n_trades 1 < 12
macd 0.180 0.92 18 6 0.40 deflated_sharpe 0.18 < 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 0.139 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
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
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
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
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
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
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
TDC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.17 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 0.015 -0.07 20 7 0.50 deflated_sharpe 0.02 < 0.90
sma_cross 0.000 -1.12 7 7 0.33 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd 0.000 -1.19 20 7 0.17 deflated_sharpe 0.00 < 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
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
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
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
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
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
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
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
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
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
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
OLN short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.082 0.57 3 6 0.00 deflated_sharpe 0.08 < 0.90; n_trades 3 < 12
base_breakout 0.181 1.04 1 6 0.00 deflated_sharpe 0.18 < 0.90; n_trades 1 < 12
pead 0.008 -0.30 3 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
rsi2 0.519 1.64 23 6 0.00 deflated_sharpe 0.52 < 0.90
bollinger 0.010 -0.23 5 6 0.20 deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
ma_pullback 0.000 -1.31 4 6 0.00 deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum 0.046 0.31 65 6 0.80 deflated_sharpe 0.05 < 0.90; param change-rate 0.80 > 0.50
sma_cross 0.106 0.68 5 6 0.00 deflated_sharpe 0.11 < 0.90; n_trades 5 < 12
macd 0.003 -0.52 19 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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
LNT short no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.000 -1.46 7 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger 0.006 -0.37 9 7 0.33 deflated_sharpe 0.01 < 0.90; n_trades 9 < 12
ma_pullback 0.000 0.00 0 7 0.00 deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum 0.020 0.01 33 7 0.67 deflated_sharpe 0.02 < 0.90; param change-rate 0.67 > 0.50
sma_cross 0.000 -1.30 5 7 0.17 deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd 0.002 -0.66 22 7 0.67 deflated_sharpe 0.00 < 0.90; param change-rate 0.67 > 0.50
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
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

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