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
1CHRD Energy0.90
2SNDK Information Technology0.90
3BHF Financials0.88
4MU Information Technology0.88
5AU Materials0.86
6FANG Energy0.84
7EOG Energy0.83
8OXY Energy0.79
9NU Financials0.78
10NVDA Information Technology0.77
11CVX Energy0.76
12AMG Financials0.76
13CINF Financials0.76
14AA Materials0.76
15PR Energy0.76
16DVN Energy0.75
17ALB Materials0.75
18APO Financials0.74
19HLNE Financials0.74
20COP Energy0.74
21ALL Financials0.73
22MTDR Energy0.72
23DINO Energy0.72
24OVV Energy0.72
25APP Information Technology0.72
26INCY Health Care0.72
27CF Materials0.71
28NLY Financials0.70
29FICO Information Technology0.69
30NBIX Health Care0.69
31RGA Financials0.68
32BEPC Utilities0.68
33LYB Materials0.68
34KNSL Financials0.68
35PNC Financials0.66
36ADSK Information Technology0.65
37NTRS Financials0.65
38FIS Financials0.65
39JPM Financials0.65
40RDDT Communication Services0.65
Short slate — bottom FA
#tickersectorFA
1FDXF Industrials0.12
2EQH Financials0.18
3IONS Health Care0.18
4CPNG Consumer Discretionary0.19
5DKNG Consumer Discretionary0.21
6LLYVA Communication Services0.21
7PEG Utilities0.24
8MOS Materials0.24
9MOH Health Care0.24
10CMS Utilities0.25
11ACM Industrials0.25
12MTN Consumer Discretionary0.26
13DE Industrials0.26
14OLN Materials0.26
15EL Consumer Staples0.26
16H Consumer Discretionary0.28
17CLX Consumer Staples0.29
18HD Consumer Discretionary0.29
19LPX Materials0.29
20KMB Consumer Staples0.30
21CEG Utilities0.30
22COIN Financials0.30
23BA Industrials0.31
24KMX Consumer Discretionary0.31
25APD Materials0.31
26IFF Materials0.32
27AEE Utilities0.32
28F Consumer Discretionary0.33
29ACHC Health Care0.33
30CPT Real Estate0.34
31IRDM Communication Services0.34
32RHI Industrials0.34
33RH Consumer Discretionary0.34
34PNW Utilities0.34
35CARR Industrials0.34
36CLF Materials0.34
37LNT Utilities0.35
38IDA Utilities0.35
39LBTYK 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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
PNC long no survivor 29 parameter sets tried
strategyDSRSharpetradeswindows param driftverdict
donchian 0.434 1.36 3 7 0.00 deflated_sharpe 0.43 < 0.90; n_trades 3 < 12
base_breakout 0.452 1.38 3 7 0.00 deflated_sharpe 0.45 < 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 -1.19 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 0.193 0.89 3 7 0.17 deflated_sharpe 0.19 < 0.90; n_trades 3 < 12
macd 0.500 1.66 17 7 0.17 deflated_sharpe 0.50 < 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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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