Trading Models — Tournament 2026-08-20

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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

#	ticker	sector	FA
1	SNDK	Information Technology	0.91
2	BHF	Financials	0.89
3	CHRD	Energy	0.88
4	AU	Materials	0.83
5	FANG	Energy	0.82
6	EOG	Energy	0.82
7	MU	Information Technology	0.78
8	NU	Financials	0.78
9	OXY	Energy	0.77
10	NVDA	Information Technology	0.77
11	CVX	Energy	0.76
12	CINF	Financials	0.76
13	AA	Materials	0.76
14	ALB	Materials	0.75
15	HLNE	Financials	0.74
16	DVN	Energy	0.74
17	PR	Energy	0.74
18	DINO	Energy	0.74
19	ALL	Financials	0.73
20	MTDR	Energy	0.72
21	COP	Energy	0.72
22	AMG	Financials	0.72
23	OVV	Energy	0.72
24	APP	Information Technology	0.72
25	TER	Information Technology	0.71
26	INCY	Health Care	0.71
27	NLY	Financials	0.71
28	CF	Materials	0.70
29	TPL	Energy	0.70
30	NBIX	Health Care	0.69
31	BEPC	Utilities	0.68
32	RGA	Financials	0.68
33	KNSL	Financials	0.67
34	LYB	Materials	0.67
35	TDC	Information Technology	0.66
36	NTRS	Financials	0.66
37	PNC	Financials	0.66
38	JPM	Financials	0.65
39	FIS	Financials	0.65
40	ADSK	Information Technology	0.65

Short slate — bottom FA

#	ticker	sector	FA
1	FDXF	Industrials	0.13
2	EQH	Financials	0.18
3	IONS	Health Care	0.18
4	CPNG	Consumer Discretionary	0.19
5	DKNG	Consumer Discretionary	0.21
6	LLYVA	Communication Services	0.21
7	MOS	Materials	0.22
8	PEG	Utilities	0.23
9	EL	Consumer Staples	0.23
10	CMS	Utilities	0.24
11	MOH	Health Care	0.25
12	DE	Industrials	0.25
13	MTN	Consumer Discretionary	0.26
14	H	Consumer Discretionary	0.28
15	CLX	Consumer Staples	0.28
16	LPX	Materials	0.29
17	THO	Consumer Discretionary	0.29
18	KMX	Consumer Discretionary	0.30
19	CEG	Utilities	0.30
20	COIN	Financials	0.30
21	KMB	Consumer Staples	0.30
22	AEE	Utilities	0.31
23	IFF	Materials	0.32
24	BA	Industrials	0.32
25	APD	Materials	0.32
26	F	Consumer Discretionary	0.33
27	RHI	Industrials	0.33
28	CPT	Real Estate	0.34
29	HD	Consumer Discretionary	0.34
30	IRDM	Communication Services	0.34
31	ACHC	Health Care	0.35
32	LNT	Utilities	0.35
33	PNW	Utilities	0.35
34	CARR	Industrials	0.35
35	PENN	Consumer Discretionary	0.35
36	NI	Utilities	0.35
37	FLUT	Consumer Discretionary	0.35
38	IDA	Utilities	0.35
39	LBTYK	Communication Services	0.35
40	STWD	Financials	0.36

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

BHF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.069	0.41	6	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 6 < 12
base_breakout	0.001	-0.98	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	0.024	0.06	33	6	0.40	deflated_sharpe 0.02 < 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	0.056	0.36	21	6	0.60	deflated_sharpe 0.06 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.42	6	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
macd	0.077	0.46	18	6	0.00	deflated_sharpe 0.08 < 0.90

CHRD long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.160	0.90	1	6	0.00	deflated_sharpe 0.16 < 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	0.004	-0.49	10	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
bollinger	0.011	-0.21	4	6	0.40	deflated_sharpe 0.01 < 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	0.009	-0.26	41	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.013	-0.14	4	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
macd	0.022	0.03	17	6	0.20	deflated_sharpe 0.02 < 0.90

AU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.221	1.09	4	6	0.40	deflated_sharpe 0.22 < 0.90; n_trades 4 < 12
base_breakout	0.447	1.62	2	6	0.20	deflated_sharpe 0.45 < 0.90; n_trades 2 < 12
pead	0.000	-0.91	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.075	0.50	29	6	0.20	deflated_sharpe 0.08 < 0.90
bollinger	0.649	1.62	4	6	0.00	deflated_sharpe 0.65 < 0.90; n_trades 4 < 12
ma_pullback	0.070	0.46	2	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
ridge_momentum	0.521	1.70	13	6	0.40	deflated_sharpe 0.52 < 0.90
sma_cross	0.330	1.35	3	6	0.20	deflated_sharpe 0.33 < 0.90; n_trades 3 < 12
macd	0.210	1.05	19	6	0.00	deflated_sharpe 0.21 < 0.90

FANG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.012	-0.17	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 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	0.069	0.47	14	6	0.00	deflated_sharpe 0.07 < 0.90
bollinger	0.051	0.33	3	6	0.20	deflated_sharpe 0.05 < 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	0.059	0.40	33	6	0.40	deflated_sharpe 0.06 < 0.90
sma_cross	0.075	0.51	4	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
macd	0.029	0.13	17	6	0.20	deflated_sharpe 0.03 < 0.90

EOG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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	0.008	-0.30	13	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.150	0.84	2	6	0.00	deflated_sharpe 0.15 < 0.90; n_trades 2 < 12
ma_pullback	0.006	-0.31	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum	0.073	0.50	15	6	0.40	deflated_sharpe 0.07 < 0.90
sma_cross	0.021	0.03	6	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd	0.109	0.68	17	6	0.00	deflated_sharpe 0.11 < 0.90

MU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.872	2.48	2	6	0.00	deflated_sharpe 0.87 < 0.90; n_trades 2 < 12
base_breakout	0.438	1.48	3	6	0.40	deflated_sharpe 0.44 < 0.90; n_trades 3 < 12
pead	0.329	0.85	1	6	0.20	deflated_sharpe 0.33 < 0.90; n_trades 1 < 12
rsi2	0.215	1.02	26	6	0.00	deflated_sharpe 0.22 < 0.90
bollinger	0.638	1.68	5	6	0.20	deflated_sharpe 0.64 < 0.90; n_trades 5 < 12
ma_pullback	0.834	2.28	2	6	0.00	deflated_sharpe 0.83 < 0.90; n_trades 2 < 12
ridge_momentum	0.098	0.63	24	6	0.80	deflated_sharpe 0.10 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.549	1.78	7	6	0.20	deflated_sharpe 0.55 < 0.90; n_trades 7 < 12
macd	0.419	1.50	19	6	0.00	deflated_sharpe 0.42 < 0.90

NU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-0.91	8	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
base_breakout	0.004	-0.48	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.995	1.76	1	6	0.20	n_trades 1 < 12
rsi2	0.004	-0.45	21	6	0.00	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	0.008	-0.28	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ridge_momentum	0.004	-0.48	29	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.006	-0.36	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.126	0.75	12	6	0.00	deflated_sharpe 0.13 < 0.90

OXY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.036	0.21	4	6	0.60	deflated_sharpe 0.04 < 0.90; n_trades 4 < 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	0.051	0.33	3	6	0.40	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
rsi2	0.040	0.25	12	6	0.20	deflated_sharpe 0.04 < 0.90
bollinger	0.029	0.13	6	6	0.80	deflated_sharpe 0.03 < 0.90; n_trades 6 < 12; param change-rate 0.80 > 0.50
ma_pullback	0.001	-0.66	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.128	0.76	22	6	1.00	deflated_sharpe 0.13 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.095	0.61	5	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
macd	0.005	-0.42	19	6	0.20	deflated_sharpe 0.00 < 0.90

NVDA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.043	0.26	8	7	0.00	deflated_sharpe 0.04 < 0.90; n_trades 8 < 12
base_breakout	0.001	-0.83	6	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
pead	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.121	0.67	42	7	0.50	deflated_sharpe 0.12 < 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	0.027	0.10	55	7	0.50	deflated_sharpe 0.03 < 0.90
sma_cross	0.023	0.04	6	7	0.50	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd	0.002	-0.65	20	7	0.00	deflated_sharpe 0.00 < 0.90

CVX long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.111	0.71	5	6	0.00	deflated_sharpe 0.11 < 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	0.292	1.32	35	6	0.00	deflated_sharpe 0.29 < 0.90
bollinger	0.013	-0.14	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-0.78	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.099	0.65	26	6	0.20	deflated_sharpe 0.10 < 0.90
sma_cross	0.017	-0.06	4	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.073	0.50	18	6	0.00	deflated_sharpe 0.07 < 0.90

CINF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.22	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.003	-0.54	1	6	0.40	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	0.013	-0.13	38	6	0.40	deflated_sharpe 0.01 < 0.90
bollinger	0.111	0.66	4	6	0.40	deflated_sharpe 0.11 < 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	0.389	1.53	33	6	0.40	deflated_sharpe 0.39 < 0.90
sma_cross	0.002	-0.62	7	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd	0.034	0.19	18	6	0.00	deflated_sharpe 0.03 < 0.90

AA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.040	0.25	6	6	0.00	deflated_sharpe 0.04 < 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	0.013	-0.15	25	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	0.019	-0.01	35	6	0.20	deflated_sharpe 0.02 < 0.90
sma_cross	0.380	1.41	1	6	0.00	deflated_sharpe 0.38 < 0.90; n_trades 1 < 12
macd	0.002	-0.63	21	6	0.40	deflated_sharpe 0.00 < 0.90

ALB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.158	0.87	4	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 4 < 12
base_breakout	0.001	-0.77	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	0.711	2.06	24	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	0.189	0.93	30	6	0.20	deflated_sharpe 0.19 < 0.90
sma_cross	0.503	1.69	1	6	0.20	deflated_sharpe 0.50 < 0.90; n_trades 1 < 12
macd	0.046	0.31	20	6	0.20	deflated_sharpe 0.05 < 0.90

HLNE long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.65	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.001	-0.85	2	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.000	-0.95	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.000	-1.74	9	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
bollinger	0.002	-0.66	10	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.003	-0.53	19	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.001	-0.94	8	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd	0.028	0.12	14	6	0.40	deflated_sharpe 0.03 < 0.90

DVN long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.008	-0.30	5	6	0.00	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	-0.82	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.133	0.77	17	6	0.00	deflated_sharpe 0.13 < 0.90
bollinger	0.006	-0.38	3	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ma_pullback	0.002	-0.58	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.007	-0.30	33	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.016	-0.07	4	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.055	0.39	15	6	0.20	deflated_sharpe 0.06 < 0.90

PR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.022	0.03	5	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
base_breakout	0.071	0.49	4	6	0.40	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
pead	0.003	-0.60	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.049	0.33	20	6	0.00	deflated_sharpe 0.05 < 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	0.061	0.42	54	6	0.60	deflated_sharpe 0.06 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.066	0.45	5	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 5 < 12
macd	0.198	1.03	15	6	0.00	deflated_sharpe 0.20 < 0.90

DINO long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.342	1.42	3	6	0.00	deflated_sharpe 0.34 < 0.90; n_trades 3 < 12
base_breakout	0.007	-0.33	4	6	0.20	deflated_sharpe 0.01 < 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	0.191	0.95	27	6	0.00	deflated_sharpe 0.19 < 0.90
bollinger	0.014	-0.11	6	6	0.80	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12; param change-rate 0.80 > 0.50
ma_pullback	0.007	-0.31	2	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum	0.659	1.94	25	6	0.60	deflated_sharpe 0.66 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.426	1.57	3	6	0.40	deflated_sharpe 0.43 < 0.90; n_trades 3 < 12
macd	0.363	1.48	12	6	0.80	deflated_sharpe 0.36 < 0.90; param change-rate 0.80 > 0.50

ALL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.75	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.001	-0.78	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.018	-0.03	1	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
rsi2	0.128	0.81	38	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	0.148	0.85	33	6	0.80	deflated_sharpe 0.15 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.006	-0.37	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.017	-0.04	21	6	0.40	deflated_sharpe 0.02 < 0.90

MTDR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.108	0.67	6	6	0.20	deflated_sharpe 0.11 < 0.90; n_trades 6 < 12
base_breakout	0.000	-0.96	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	0.038	0.24	9	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 9 < 12
bollinger	0.049	0.33	5	6	0.20	deflated_sharpe 0.05 < 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	0.034	0.19	41	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.040	0.26	4	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
macd	0.091	0.61	15	6	0.20	deflated_sharpe 0.09 < 0.90

COP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.009	-0.24	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
base_breakout	0.027	0.11	3	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
pead	0.016	-0.06	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
rsi2	0.010	-0.22	12	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.126	0.73	5	6	0.00	deflated_sharpe 0.13 < 0.90; n_trades 5 < 12
ma_pullback	0.000	-0.89	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.043	0.28	30	6	0.60	deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.025	0.08	5	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd	0.004	-0.45	20	6	0.20	deflated_sharpe 0.00 < 0.90

AMG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.222	1.09	3	6	0.40	deflated_sharpe 0.22 < 0.90; n_trades 3 < 12
base_breakout	0.396	1.40	1	6	0.00	deflated_sharpe 0.40 < 0.90; n_trades 1 < 12
pead	0.000	-1.05	2	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.867	2.30	37	6	0.00	deflated_sharpe 0.87 < 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	-1.03	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.103	0.64	25	6	0.20	deflated_sharpe 0.10 < 0.90
sma_cross	0.302	1.30	2	6	0.00	deflated_sharpe 0.30 < 0.90; n_trades 2 < 12
macd	0.003	-0.53	23	6	0.40	deflated_sharpe 0.00 < 0.90

OVV long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.024	0.07	4	6	0.00	deflated_sharpe 0.02 < 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	0.034	0.19	18	6	0.60	deflated_sharpe 0.03 < 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	0.012	-0.15	39	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.009	-0.26	6	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.140	0.82	20	6	0.00	deflated_sharpe 0.14 < 0.90

APP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.172	0.88	6	6	0.40	deflated_sharpe 0.17 < 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	-0.85	24	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.011	-0.19	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback	0.018	-0.03	2	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
ridge_momentum	0.190	0.98	55	6	0.60	deflated_sharpe 0.19 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.244	1.09	4	6	0.00	deflated_sharpe 0.24 < 0.90; n_trades 4 < 12
macd	0.651	1.99	11	6	0.00	deflated_sharpe 0.65 < 0.90; n_trades 11 < 12

TER long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.111	0.70	8	6	0.20	deflated_sharpe 0.11 < 0.90; n_trades 8 < 12
base_breakout	0.000	-0.88	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.042	0.27	3	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
rsi2	0.176	0.90	22	6	0.40	deflated_sharpe 0.18 < 0.90
bollinger	0.024	0.07	8	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 8 < 12
ma_pullback	0.042	0.28	1	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
ridge_momentum	0.192	0.98	69	6	0.20	deflated_sharpe 0.19 < 0.90
sma_cross	0.603	1.84	1	6	0.00	deflated_sharpe 0.60 < 0.90; n_trades 1 < 12
macd	0.180	0.92	18	6	0.40	deflated_sharpe 0.18 < 0.90

INCY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.027	0.11	4	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
base_breakout	0.000	-1.44	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.286	1.04	2	6	0.00	deflated_sharpe 0.29 < 0.90; n_trades 2 < 12
rsi2	0.030	0.14	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	0.007	-0.32	24	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.072	0.49	3	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
macd	0.120	0.72	12	6	0.00	deflated_sharpe 0.12 < 0.90

NLY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.110	0.69	6	6	0.20	deflated_sharpe 0.11 < 0.90; n_trades 6 < 12
base_breakout	0.038	0.23	3	6	0.60	deflated_sharpe 0.04 < 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	-1.04	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	0.173	0.96	13	6	0.40	deflated_sharpe 0.17 < 0.90
sma_cross	0.049	0.34	8	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 8 < 12
macd	0.374	1.43	17	6	0.00	deflated_sharpe 0.37 < 0.90

CF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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	0.205	1.00	31	6	0.20	deflated_sharpe 0.21 < 0.90
bollinger	0.053	0.37	5	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
ma_pullback	0.059	0.40	3	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
ridge_momentum	0.260	1.20	28	6	0.20	deflated_sharpe 0.26 < 0.90
sma_cross	0.102	0.64	5	6	0.40	deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
macd	0.097	0.61	16	6	0.00	deflated_sharpe 0.10 < 0.90

TPL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.008	-0.29	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout	0.036	0.21	1	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
pead	0.003	-0.57	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.002	-0.62	19	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.012	-0.17	7	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
ma_pullback	0.010	-0.20	6	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
ridge_momentum	0.000	-1.82	21	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.010	-0.22	6	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.004	-0.51	22	6	0.00	deflated_sharpe 0.00 < 0.90

NBIX long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.032	0.17	5	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
base_breakout	0.000	-0.78	4	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
pead	0.475	0.82	0	6	0.00	deflated_sharpe 0.48 < 0.90; n_trades 0 < 12
rsi2	0.014	-0.11	23	6	0.20	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	0.045	0.30	42	6	0.20	deflated_sharpe 0.04 < 0.90
sma_cross	0.024	0.06	4	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.023	0.04	20	6	0.00	deflated_sharpe 0.02 < 0.90

BEPC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.023	0.06	6	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout	0.066	0.45	2	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
pead	0.118	0.73	2	6	0.00	deflated_sharpe 0.12 < 0.90; n_trades 2 < 12
rsi2	0.066	0.48	35	6	0.00	deflated_sharpe 0.07 < 0.90
bollinger	0.193	0.90	2	6	0.20	deflated_sharpe 0.19 < 0.90; n_trades 2 < 12
ma_pullback	0.001	-0.78	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.123	0.76	23	6	0.20	deflated_sharpe 0.12 < 0.90
sma_cross	0.018	-0.03	7	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
macd	0.087	0.57	15	6	0.20	deflated_sharpe 0.09 < 0.90

RGA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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	0.20	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	0.016	-0.06	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	0.209	0.98	12	6	0.20	deflated_sharpe 0.21 < 0.90
sma_cross	0.001	-0.92	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.090	0.58	20	6	0.00	deflated_sharpe 0.09 < 0.90

KNSL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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	0.015	-0.09	7	6	0.40	deflated_sharpe 0.01 < 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	0.003	-0.58	21	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.37	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.000	-1.29	21	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50

LYB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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	0.818	1.68	11	6	0.00	deflated_sharpe 0.82 < 0.90; n_trades 11 < 12
bollinger	0.007	-0.32	6	6	0.80	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12; param change-rate 0.80 > 0.50
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.002	-0.73	49	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.100	0.64	3	6	0.20	deflated_sharpe 0.10 < 0.90; n_trades 3 < 12
macd	0.016	-0.08	16	6	0.00	deflated_sharpe 0.02 < 0.90

TDC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.01	7	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.001	-0.67	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.002	-0.65	12	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.255	1.01	5	6	0.20	deflated_sharpe 0.25 < 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	0.004	-0.50	16	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.46	7	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd	0.001	-0.82	16	6	0.00	deflated_sharpe 0.00 < 0.90

NTRS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.600	1.67	7	6	0.00	deflated_sharpe 0.60 < 0.90; n_trades 7 < 12
base_breakout	0.059	0.39	3	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
pead	0.003	-0.53	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.046	0.30	39	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	0.403	1.43	35	6	0.40	deflated_sharpe 0.40 < 0.90
sma_cross	0.120	0.71	4	6	0.40	deflated_sharpe 0.12 < 0.90; n_trades 4 < 12
macd	0.364	1.41	15	6	0.20	deflated_sharpe 0.36 < 0.90

PNC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.274	1.11	3	7	0.17	deflated_sharpe 0.27 < 0.90; n_trades 3 < 12
base_breakout	0.355	1.28	3	7	0.00	deflated_sharpe 0.35 < 0.90; n_trades 3 < 12
pead	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	-1.16	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	0.065	0.42	32	7	0.33	deflated_sharpe 0.06 < 0.90
sma_cross	0.061	0.39	3	7	0.17	deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
macd	0.416	1.48	17	7	0.50	deflated_sharpe 0.42 < 0.90

JPM long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.097	0.64	8	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 8 < 12
base_breakout	0.003	-0.52	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	0.025	0.08	42	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	0.167	0.91	11	6	0.40	deflated_sharpe 0.17 < 0.90; n_trades 11 < 12
sma_cross	0.071	0.49	3	6	0.40	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
macd	0.116	0.74	14	6	0.40	deflated_sharpe 0.12 < 0.90

FIS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.59	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout	0.000	-1.10	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	0.003	-0.54	14	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.001	-0.74	10	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.003	-0.58	22	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.001	-0.80	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.000	-1.25	19	6	0.00	deflated_sharpe 0.00 < 0.90

ADSK long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.005	-0.39	2	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
base_breakout	0.007	-0.28	1	6	0.00	deflated_sharpe 0.01 < 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	0.008	-0.28	28	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	0.041	0.26	20	6	0.20	deflated_sharpe 0.04 < 0.90
sma_cross	0.003	-0.54	4	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
macd	0.000	-0.96	16	6	0.00	deflated_sharpe 0.00 < 0.90

EQH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.61	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	0.043	0.26	1	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
rsi2	0.526	1.52	23	6	0.00	deflated_sharpe 0.53 < 0.90
bollinger	0.191	1.09	3	6	0.20	deflated_sharpe 0.19 < 0.90; n_trades 3 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.065	0.44	22	6	0.00	deflated_sharpe 0.07 < 0.90
sma_cross	0.026	0.09	4	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.001	-0.75	25	6	0.00	deflated_sharpe 0.00 < 0.90

IONS short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.013	-0.14	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout	0.002	-0.65	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	0.009	-0.24	8	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 8 < 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	-1.35	44	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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.155	0.83	6	6	0.00	deflated_sharpe 0.16 < 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	0.146	0.79	3	6	0.00	deflated_sharpe 0.15 < 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	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback	0.002	-0.61	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.014	-0.12	17	6	0.00	deflated_sharpe 0.01 < 0.90
sma_cross	0.052	0.35	5	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
macd	0.069	0.47	17	6	0.40	deflated_sharpe 0.07 < 0.90

DKNG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.072	0.48	6	6	0.40	deflated_sharpe 0.07 < 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	0.004	-0.48	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.118	0.71	35	6	0.20	deflated_sharpe 0.12 < 0.90
bollinger	0.003	-0.49	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.000	-1.57	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.111	0.72	29	6	0.80	deflated_sharpe 0.11 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.009	-0.24	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.166	0.88	14	6	0.00	deflated_sharpe 0.17 < 0.90

LLYVA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.016	-0.06	5	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
base_breakout	0.000	-0.84	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.020	0.01	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
rsi2	0.043	0.28	32	6	0.20	deflated_sharpe 0.04 < 0.90
bollinger	0.207	1.00	9	6	0.00	deflated_sharpe 0.21 < 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	0.079	0.52	12	6	0.80	deflated_sharpe 0.08 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.002	-0.67	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.023	0.05	16	6	0.20	deflated_sharpe 0.02 < 0.90

PEG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.64	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.003	-0.56	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.000	-0.83	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.000	-1.32	21	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.056	0.37	1	6	0.00	deflated_sharpe 0.06 < 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	27	6	0.40	deflated_sharpe 0.07 < 0.90
sma_cross	0.002	-0.64	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.003	-0.61	19	6	0.20	deflated_sharpe 0.00 < 0.90

EL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.62	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	-1.57	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.000	-1.32	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.011	-0.21	21	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.000	-1.14	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	0.000	-1.63	18	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.001	-0.77	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.010	-0.22	19	6	0.40	deflated_sharpe 0.01 < 0.90

CMS short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.23	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
base_breakout	0.000	-1.35	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	0.197	0.89	16	6	0.80	deflated_sharpe 0.20 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.003	-0.60	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.001	-0.84	21	6	0.00	deflated_sharpe 0.00 < 0.90

MOH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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	0.013	-0.13	34	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.018	-0.03	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	0.133	0.71	48	6	0.20	deflated_sharpe 0.13 < 0.90
sma_cross	0.022	0.03	3	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.414	1.26	14	6	0.00	deflated_sharpe 0.41 < 0.90

DE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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	0.000	-1.17	19	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-2.04	6	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
macd	0.001	-0.77	18	6	0.20	deflated_sharpe 0.00 < 0.90

MTN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.95	7	6	0.80	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 0.80 > 0.50
base_breakout	0.002	-0.66	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	0.032	0.17	30	6	0.20	deflated_sharpe 0.03 < 0.90
bollinger	0.430	1.63	9	6	0.20	deflated_sharpe 0.43 < 0.90; n_trades 9 < 12
ma_pullback	0.029	0.14	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
ridge_momentum	0.580	1.85	40	6	0.40	deflated_sharpe 0.58 < 0.90
sma_cross	0.041	0.27	2	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
macd	0.011	-0.17	17	6	0.00	deflated_sharpe 0.01 < 0.90

H short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.015	-0.10	5	6	0.20	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	0.118	0.57	2	6	0.20	deflated_sharpe 0.12 < 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	0.006	-0.37	40	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.003	-0.58	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.005	-0.41	15	6	0.00	deflated_sharpe 0.01 < 0.90

CLX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.252	1.09	4	6	0.20	deflated_sharpe 0.25 < 0.90; n_trades 4 < 12
base_breakout	0.058	0.40	2	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
pead	0.000	-0.95	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.185	0.93	33	6	0.20	deflated_sharpe 0.19 < 0.90
bollinger	0.003	-0.59	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback	0.048	0.32	1	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
ridge_momentum	0.119	0.69	17	6	0.80	deflated_sharpe 0.12 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.209	0.99	4	6	0.00	deflated_sharpe 0.21 < 0.90; n_trades 4 < 12
macd	0.447	1.48	12	6	0.00	deflated_sharpe 0.45 < 0.90

LPX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.67	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.033	0.18	1	6	0.20	deflated_sharpe 0.03 < 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	0.187	0.96	34	6	0.00	deflated_sharpe 0.19 < 0.90
bollinger	0.563	1.26	2	6	0.40	deflated_sharpe 0.56 < 0.90; n_trades 2 < 12
ma_pullback	0.023	0.06	3	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
ridge_momentum	0.102	0.66	25	6	0.40	deflated_sharpe 0.10 < 0.90
sma_cross	0.023	0.05	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.013	-0.14	18	6	0.20	deflated_sharpe 0.01 < 0.90

THO short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.025	0.07	4	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout	0.010	-0.23	0	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 0 < 12
pead	0.051	0.35	3	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
rsi2	0.108	0.66	18	6	0.20	deflated_sharpe 0.11 < 0.90
bollinger	0.101	0.64	8	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 8 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.019	-0.02	22	6	0.00	deflated_sharpe 0.02 < 0.90
sma_cross	0.016	-0.07	4	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.020	0.01	17	6	0.00	deflated_sharpe 0.02 < 0.90

KMX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.052	0.33	7	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 7 < 12
base_breakout	0.000	-1.54	2	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.005	-0.40	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
rsi2	0.002	-0.69	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	0.003	-0.59	27	6	0.00	deflated_sharpe 0.00 < 0.90
sma_cross	0.016	-0.06	6	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd	0.137	0.74	12	6	0.40	deflated_sharpe 0.14 < 0.90

CEG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.72	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.004	-0.46	12	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.015	-0.08	7	6	0.40	deflated_sharpe 0.02 < 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	0.114	0.59	15	6	0.40	deflated_sharpe 0.11 < 0.90
sma_cross	0.000	-1.13	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.014	-0.12	13	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50

COIN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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	0.262	0.97	2	6	0.20	deflated_sharpe 0.26 < 0.90; n_trades 2 < 12
rsi2	0.074	0.50	20	6	0.00	deflated_sharpe 0.07 < 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	0.006	-0.39	40	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.019	-0.02	4	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.097	0.62	13	6	0.00	deflated_sharpe 0.10 < 0.90

KMB short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.011	-0.20	5	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
base_breakout	0.291	0.90	2	6	0.00	deflated_sharpe 0.29 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.188	0.94	31	6	0.20	deflated_sharpe 0.19 < 0.90
bollinger	0.003	-0.54	5	6	0.20	deflated_sharpe 0.00 < 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	0.064	0.44	39	6	0.60	deflated_sharpe 0.06 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.032	0.17	4	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.014	-0.12	19	6	0.20	deflated_sharpe 0.01 < 0.90

AEE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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	0.049	0.33	32	6	0.20	deflated_sharpe 0.05 < 0.90
sma_cross	0.000	-1.79	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.000	-1.77	18	6	0.00	deflated_sharpe 0.00 < 0.90

IFF short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.025	0.08	4	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.005	-0.44	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
rsi2	0.132	0.69	31	6	0.40	deflated_sharpe 0.13 < 0.90
bollinger	0.103	0.66	4	6	0.20	deflated_sharpe 0.10 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-1.29	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ridge_momentum	0.036	0.21	22	6	1.00	deflated_sharpe 0.04 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.080	0.54	3	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 3 < 12
macd	0.001	-0.88	22	6	0.00	deflated_sharpe 0.00 < 0.90

BA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-0.99	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.007	-0.33	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead	0.012	-0.16	2	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
rsi2	0.000	-1.69	11	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 11 < 12
bollinger	0.470	0.81	1	6	0.00	deflated_sharpe 0.47 < 0.90; n_trades 1 < 12
ma_pullback	0.016	-0.07	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
ridge_momentum	0.001	-0.92	18	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.36	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.090	0.60	13	6	0.00	deflated_sharpe 0.09 < 0.90

APD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.008	-0.28	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	0.134	0.66	22	6	0.00	deflated_sharpe 0.13 < 0.90
bollinger	0.000	-1.09	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback	0.002	-0.68	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.000	-1.33	19	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.009	-0.25	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.001	-0.85	22	6	0.20	deflated_sharpe 0.00 < 0.90

F short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.007	-0.30	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout	0.000	-1.71	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.000	-1.74	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.073	0.50	19	6	0.40	deflated_sharpe 0.07 < 0.90
bollinger	0.343	1.30	6	6	0.00	deflated_sharpe 0.34 < 0.90; n_trades 6 < 12
ma_pullback	0.000	-0.99	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.005	-0.43	40	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.009	-0.24	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.010	-0.23	16	6	0.00	deflated_sharpe 0.01 < 0.90

RHI short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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	0.543	1.32	2	6	0.20	deflated_sharpe 0.54 < 0.90; n_trades 2 < 12
ma_pullback	0.000	-1.04	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum	0.421	1.50	41	6	0.60	deflated_sharpe 0.42 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.292	1.29	2	6	0.40	deflated_sharpe 0.29 < 0.90; n_trades 2 < 12
macd	0.052	0.37	15	6	0.60	deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50

CPT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.81	4	6	0.20	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	0.211	0.99	35	6	0.40	deflated_sharpe 0.21 < 0.90
sma_cross	0.002	-0.70	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.021	0.02	16	6	0.20	deflated_sharpe 0.02 < 0.90

HD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.043	0.28	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	0.007	-0.31	21	6	0.20	deflated_sharpe 0.01 < 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	0.017	-0.05	11	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 11 < 12
sma_cross	0.017	-0.05	5	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.094	0.62	16	6	0.20	deflated_sharpe 0.09 < 0.90

IRDM short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.69	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	-0.97	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.001	-0.92	21	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.017	-0.06	5	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.002	-0.71	17	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50

ACHC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.053	0.37	4	6	0.00	deflated_sharpe 0.05 < 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	0.005	-0.43	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.003	-0.53	33	6	0.20	deflated_sharpe 0.00 < 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	0.047	0.32	34	6	0.40	deflated_sharpe 0.05 < 0.90
sma_cross	0.018	-0.03	5	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.039	0.25	17	6	0.60	deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50

LNT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.62	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	0.000	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	0.012	-0.15	8	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.014	-0.11	25	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.000	-1.55	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.000	-1.19	19	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50

PNW short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.16	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	-1.03	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	0.029	0.14	6	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
bollinger	0.004	-0.46	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.021	0.03	29	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.51	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.007	-0.31	16	6	0.00	deflated_sharpe 0.01 < 0.90

CARR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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	0.113	0.65	2	6	0.00	deflated_sharpe 0.11 < 0.90; n_trades 2 < 12
rsi2	0.055	0.39	28	6	0.20	deflated_sharpe 0.06 < 0.90
bollinger	0.009	-0.27	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	0.002	-0.70	14	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.006	-0.37	4	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
macd	0.018	-0.03	17	6	0.20	deflated_sharpe 0.02 < 0.90

PENN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.011	-0.18	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.053	0.36	1	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
rsi2	0.511	1.69	32	6	0.00	deflated_sharpe 0.51 < 0.90
bollinger	0.315	1.29	7	6	0.00	deflated_sharpe 0.32 < 0.90; n_trades 7 < 12
ma_pullback	0.002	-0.63	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.062	0.43	38	6	0.40	deflated_sharpe 0.06 < 0.90
sma_cross	0.011	-0.19	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.011	-0.18	16	6	0.00	deflated_sharpe 0.01 < 0.90

NI short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.79	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	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	0.083	0.51	4	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 4 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.019	-0.02	31	6	0.20	deflated_sharpe 0.02 < 0.90
sma_cross	0.000	-1.40	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.000	-1.69	17	6	0.00	deflated_sharpe 0.00 < 0.90

FLUT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.227	0.95	3	7	0.00	deflated_sharpe 0.23 < 0.90; n_trades 3 < 12
base_breakout	0.615	1.48	1	7	0.00	deflated_sharpe 0.61 < 0.90; n_trades 1 < 12
pead	0.000	-1.29	3	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.372	1.05	27	7	0.33	deflated_sharpe 0.37 < 0.90
bollinger	0.002	-0.67	7	7	0.33	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
ma_pullback	0.652	1.60	3	7	0.00	deflated_sharpe 0.65 < 0.90; n_trades 3 < 12
ridge_momentum	0.044	0.26	27	7	0.50	deflated_sharpe 0.04 < 0.90
sma_cross	0.215	0.93	6	7	0.00	deflated_sharpe 0.22 < 0.90; n_trades 6 < 12
macd	0.088	0.54	24	7	0.00	deflated_sharpe 0.09 < 0.90

IDA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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	-1.48	6	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.007	-0.35	30	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.001	-1.01	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.005	-0.41	12	6	0.00	deflated_sharpe 0.01 < 0.90

LBTYK short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.55	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	0.000	-1.04	70	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.013	-0.13	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.001	-0.74	16	6	0.00	deflated_sharpe 0.00 < 0.90

STWD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.80	7	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout	0.000	-1.10	3	7	0.00	deflated_sharpe 0.00 < 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	0.262	1.11	19	7	0.17	deflated_sharpe 0.26 < 0.90
bollinger	0.367	1.12	8	7	0.17	deflated_sharpe 0.37 < 0.90; n_trades 8 < 12
ma_pullback	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.030	0.13	16	7	0.50	deflated_sharpe 0.03 < 0.90
sma_cross	0.000	-1.09	8	7	0.33	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd	0.006	-0.36	24	7	0.00	deflated_sharpe 0.01 < 0.90

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