Trading Models — Tournament 2026-09-02

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① Find tickers

1003 universe → 40 L / 40 S past FA gate

78 tested · 0 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	CHRD	Energy	0.89
3	BHF	Financials	0.88
4	FANG	Energy	0.84
5	AU	Materials	0.83
6	EOG	Energy	0.83
7	OXY	Energy	0.78
8	MU	Information Technology	0.78
9	NU	Financials	0.77
10	NVDA	Information Technology	0.76
11	CVX	Energy	0.76
12	AA	Materials	0.75
13	CINF	Financials	0.75
14	HLNE	Financials	0.75
15	PR	Energy	0.75
16	DVN	Energy	0.75
17	ALB	Materials	0.74
18	MTDR	Energy	0.72
19	DINO	Energy	0.72
20	ALL	Financials	0.72
21	OVV	Energy	0.72
22	COP	Energy	0.72
23	BAM	Financials	0.72
24	AMG	Financials	0.71
25	APP	Information Technology	0.71
26	NLY	Financials	0.71
27	INCY	Health Care	0.70
28	NBIX	Health Care	0.69
29	CF	Materials	0.68
30	BEPC	Utilities	0.68
31	FICO	Information Technology	0.68
32	RGA	Financials	0.67
33	KNSL	Financials	0.67
34	LYB	Materials	0.66
35	NTRS	Financials	0.66
36	FIS	Financials	0.65
37	PNC	Financials	0.65
38	RDDT	Communication Services	0.65
39	KEYS	Information Technology	0.65
40	JPM	Financials	0.65

Short slate — bottom FA

#	ticker	sector	FA
1	FDXF	Industrials	0.14
2	EQH	Financials	0.17
3	IONS	Health Care	0.18
4	CPNG	Consumer Discretionary	0.18
5	LLYVA	Communication Services	0.21
6	MOS	Materials	0.21
7	DKNG	Consumer Discretionary	0.21
8	PEG	Utilities	0.23
9	CMS	Utilities	0.24
10	MOH	Health Care	0.24
11	MTN	Consumer Discretionary	0.25
12	H	Consumer Discretionary	0.28
13	LPX	Materials	0.28
14	KMX	Consumer Discretionary	0.29
15	KMB	Consumer Staples	0.29
16	CEG	Utilities	0.29
17	COIN	Financials	0.30
18	CLX	Consumer Staples	0.30
19	BA	Industrials	0.31
20	IFF	Materials	0.31
21	AEE	Utilities	0.31
22	CNH	Industrials	0.31
23	EL	Consumer Staples	0.32
24	RHI	Industrials	0.32
25	F	Consumer Discretionary	0.33
26	DE	Industrials	0.33
27	CPT	Real Estate	0.33
28	NI	Utilities	0.33
29	FLUT	Consumer Discretionary	0.33
30	IRDM	Communication Services	0.34
31	BKR	Energy	0.34
32	PNW	Utilities	0.34
33	ACHC	Health Care	0.34
34	IDA	Utilities	0.34
35	LNT	Utilities	0.34
36	CLF	Materials	0.34
37	LBTYK	Communication Services	0.35
38	CARR	Industrials	0.35
39	LBTYA	Communication Services	0.35
40	PENN	Consumer Discretionary	0.35

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

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.112	0.70	1	6	0.00	deflated_sharpe 0.11 < 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	-1.13	11	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 11 < 12
bollinger	0.012	-0.18	5	6	0.40	deflated_sharpe 0.01 < 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	28	6	0.80	deflated_sharpe 0.03 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.065	0.45	3	6	0.40	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
macd	0.038	0.24	19	6	0.00	deflated_sharpe 0.04 < 0.90

BHF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.099	0.52	5	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
base_breakout	0.001	-0.92	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	0.023	0.05	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	0.081	0.49	22	6	0.80	deflated_sharpe 0.08 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.08	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.086	0.50	17	6	0.00	deflated_sharpe 0.09 < 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	0.043	0.28	14	6	0.00	deflated_sharpe 0.04 < 0.90
bollinger	0.026	0.09	3	6	0.20	deflated_sharpe 0.03 < 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	0.012	-0.17	33	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.051	0.35	4	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
macd	0.023	0.05	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	0.299	1.29	3	6	0.20	deflated_sharpe 0.30 < 0.90; n_trades 3 < 12
pead	0.000	-0.91	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.050	0.34	28	6	0.20	deflated_sharpe 0.05 < 0.90
bollinger	0.607	1.52	4	6	0.00	deflated_sharpe 0.61 < 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	0.800	2.34	25	6	0.20	deflated_sharpe 0.80 < 0.90
sma_cross	0.422	1.56	2	6	0.20	deflated_sharpe 0.42 < 0.90; n_trades 2 < 12
macd	0.141	0.82	20	6	0.00	deflated_sharpe 0.14 < 0.90

EOG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.021	0.03	8	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 8 < 12
base_breakout	0.001	-0.90	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead	0.007	-0.29	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.004	-0.45	15	6	0.20	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	0.006	-0.31	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum	0.063	0.44	11	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 11 < 12
sma_cross	0.006	-0.35	6	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.054	0.38	18	6	0.00	deflated_sharpe 0.05 < 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	0.20	deflated_sharpe 0.04 < 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	0.027	0.11	4	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
rsi2	0.023	0.05	13	6	0.20	deflated_sharpe 0.02 < 0.90
bollinger	0.058	0.40	5	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 5 < 12
ma_pullback	0.000	-0.83	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.411	1.51	29	6	0.40	deflated_sharpe 0.41 < 0.90
sma_cross	0.095	0.61	5	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
macd	0.004	-0.47	19	6	0.40	deflated_sharpe 0.00 < 0.90

MU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.912	2.59	2	6	0.00	n_trades 2 < 12
base_breakout	0.861	2.37	3	6	0.40	deflated_sharpe 0.86 < 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	0.184	0.94	27	6	0.00	deflated_sharpe 0.18 < 0.90
bollinger	0.728	1.85	6	6	0.20	deflated_sharpe 0.73 < 0.90; n_trades 6 < 12
ma_pullback	0.834	2.28	2	6	0.00	deflated_sharpe 0.83 < 0.90; n_trades 2 < 12
ridge_momentum	0.179	0.92	26	6	0.60	deflated_sharpe 0.18 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.598	1.87	6	6	0.20	deflated_sharpe 0.60 < 0.90; n_trades 6 < 12
macd	0.364	1.39	19	6	0.00	deflated_sharpe 0.36 < 0.90

NU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.28	8	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12; param change-rate 0.60 > 0.50
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	0.007	-0.29	21	6	0.00	deflated_sharpe 0.01 < 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	0.011	-0.18	30	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.013	-0.14	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.203	1.01	11	6	0.00	deflated_sharpe 0.20 < 0.90; n_trades 11 < 12

NVDA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.026	0.09	7	7	0.00	deflated_sharpe 0.03 < 0.90; n_trades 7 < 12
base_breakout	0.000	-0.97	6	7	0.00	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	0.042	0.25	41	7	0.50	deflated_sharpe 0.04 < 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	0.051	0.32	60	7	0.50	deflated_sharpe 0.05 < 0.90
sma_cross	0.033	0.16	6	7	0.00	deflated_sharpe 0.03 < 0.90; n_trades 6 < 12
macd	0.002	-0.62	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	0.081	0.56	5	6	0.00	deflated_sharpe 0.08 < 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	0.158	0.91	35	6	0.00	deflated_sharpe 0.16 < 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	-1.04	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.161	0.90	21	6	0.40	deflated_sharpe 0.16 < 0.90
sma_cross	0.020	0.00	4	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.041	0.26	18	6	0.00	deflated_sharpe 0.04 < 0.90

AA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.043	0.28	6	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 6 < 12
base_breakout	0.000	-1.11	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.000	-1.09	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.010	-0.20	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	0.368	1.30	3	6	0.00	deflated_sharpe 0.37 < 0.90; n_trades 3 < 12
ridge_momentum	0.007	-0.32	31	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.381	1.41	2	6	0.00	deflated_sharpe 0.38 < 0.90; n_trades 2 < 12
macd	0.003	-0.59	21	6	0.40	deflated_sharpe 0.00 < 0.90

CINF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.42	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.000	-0.99	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	0.005	-0.39	36	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	0.275	1.25	39	6	0.60	deflated_sharpe 0.28 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.09	6	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
macd	0.018	-0.02	18	6	0.00	deflated_sharpe 0.02 < 0.90

HLNE long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.66	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	-1.27	2	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.001	-0.83	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.000	-1.95	9	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
bollinger	0.002	-0.67	9	6	0.20	deflated_sharpe 0.00 < 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	0.002	-0.72	22	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.06	8	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd	0.018	-0.03	14	6	0.20	deflated_sharpe 0.02 < 0.90

PR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.012	-0.17	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
base_breakout	0.057	0.39	4	6	0.40	deflated_sharpe 0.06 < 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	0.022	0.04	21	6	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.055	0.37	5	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
ma_pullback	0.721	2.03	2	6	0.00	deflated_sharpe 0.72 < 0.90; n_trades 2 < 12
ridge_momentum	0.009	-0.24	53	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.052	0.35	4	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
macd	0.125	0.77	16	6	0.20	deflated_sharpe 0.13 < 0.90

DVN long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.004	-0.49	5	6	0.40	deflated_sharpe 0.00 < 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	0.038	0.23	18	6	0.00	deflated_sharpe 0.04 < 0.90
bollinger	0.006	-0.38	3	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ma_pullback	0.001	-0.64	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum	0.040	0.25	35	6	0.20	deflated_sharpe 0.04 < 0.90
sma_cross	0.011	-0.18	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.092	0.61	16	6	0.20	deflated_sharpe 0.09 < 0.90

ALB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.049	0.33	6	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 6 < 12
base_breakout	0.023	0.06	3	6	0.20	deflated_sharpe 0.02 < 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	0.443	1.54	25	6	0.00	deflated_sharpe 0.44 < 0.90
bollinger	0.020	0.01	3	6	0.40	deflated_sharpe 0.02 < 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	0.125	0.73	51	6	0.20	deflated_sharpe 0.13 < 0.90
sma_cross	0.362	1.40	1	6	0.20	deflated_sharpe 0.36 < 0.90; n_trades 1 < 12
macd	0.022	0.04	21	6	0.20	deflated_sharpe 0.02 < 0.90

MTDR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.029	0.13	7	6	0.60	deflated_sharpe 0.03 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
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	0.013	-0.14	10	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 10 < 12
bollinger	0.049	0.33	5	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
ma_pullback	0.014	-0.12	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum	0.031	0.16	38	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.077	0.52	5	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
macd	0.041	0.27	16	6	0.20	deflated_sharpe 0.04 < 0.90

DINO long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.280	1.26	3	6	0.00	deflated_sharpe 0.28 < 0.90; n_trades 3 < 12
base_breakout	0.015	-0.09	3	6	0.20	deflated_sharpe 0.02 < 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	0.217	1.02	28	6	0.00	deflated_sharpe 0.22 < 0.90
bollinger	0.014	-0.12	5	6	0.80	deflated_sharpe 0.01 < 0.90; n_trades 5 < 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	0.474	1.59	30	6	0.40	deflated_sharpe 0.47 < 0.90
sma_cross	0.143	0.82	2	6	0.40	deflated_sharpe 0.14 < 0.90; n_trades 2 < 12
macd	0.227	1.12	13	6	0.40	deflated_sharpe 0.23 < 0.90

ALL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.70	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.001	-0.74	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead	0.041	0.27	1	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
rsi2	0.076	0.54	38	6	0.00	deflated_sharpe 0.08 < 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	0.128	0.78	34	6	0.80	deflated_sharpe 0.13 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.002	-0.63	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.011	-0.18	21	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50

OVV long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.009	-0.27	6	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 6 < 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	0.017	-0.05	19	6	0.40	deflated_sharpe 0.02 < 0.90
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	0.018	-0.03	32	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.004	-0.49	7	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd	0.075	0.52	21	6	0.00	deflated_sharpe 0.08 < 0.90

COP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.007	-0.31	5	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
base_breakout	0.020	0.01	3	6	0.20	deflated_sharpe 0.02 < 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	0.004	-0.50	13	6	0.00	deflated_sharpe 0.00 < 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	0.018	-0.04	27	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.023	0.05	5	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.002	-0.62	20	6	0.20	deflated_sharpe 0.00 < 0.90

BAM long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.009	-0.25	7	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
base_breakout	0.004	-0.49	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.004	-0.43	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.001	-0.82	24	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.062	0.43	6	6	0.40	deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
ma_pullback	0.032	0.17	5	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
ridge_momentum	0.008	-0.30	16	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.018	-0.03	2	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
macd	0.008	-0.28	17	6	0.40	deflated_sharpe 0.01 < 0.90

AMG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.279	1.28	2	6	0.20	deflated_sharpe 0.28 < 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	0.868	2.30	38	6	0.00	deflated_sharpe 0.87 < 0.90
bollinger	0.246	0.93	8	6	0.60	deflated_sharpe 0.25 < 0.90; n_trades 8 < 12; param change-rate 0.60 > 0.50
ma_pullback	0.000	-1.03	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.141	0.79	23	6	0.60	deflated_sharpe 0.14 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.347	1.41	3	6	0.00	deflated_sharpe 0.35 < 0.90; n_trades 3 < 12
macd	0.001	-0.79	25	6	0.40	deflated_sharpe 0.00 < 0.90

APP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.046	0.31	7	6	0.40	deflated_sharpe 0.05 < 0.90; n_trades 7 < 12
base_breakout	0.017	-0.05	3	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
pead	0.061	0.42	4	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
rsi2	0.001	-0.91	23	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.013	-0.15	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-0.82	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.199	1.00	61	6	0.00	deflated_sharpe 0.20 < 0.90
sma_cross	0.160	0.86	4	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 4 < 12
macd	0.508	1.70	13	6	0.00	deflated_sharpe 0.51 < 0.90

NLY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.110	0.69	7	6	0.20	deflated_sharpe 0.11 < 0.90; n_trades 7 < 12
base_breakout	0.015	-0.09	3	6	0.60	deflated_sharpe 0.01 < 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	-1.21	31	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.054	0.38	3	6	0.00	deflated_sharpe 0.05 < 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	0.122	0.76	17	6	0.40	deflated_sharpe 0.12 < 0.90
sma_cross	0.013	-0.14	8	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 8 < 12; param change-rate 0.60 > 0.50
macd	0.431	1.56	17	6	0.00	deflated_sharpe 0.43 < 0.90

INCY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.082	0.53	3	6	0.20	deflated_sharpe 0.08 < 0.90; n_trades 3 < 12
base_breakout	0.000	-1.26	2	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.913	1.37	1	6	0.00	n_trades 1 < 12
rsi2	0.075	0.51	37	6	0.60	deflated_sharpe 0.08 < 0.90; param change-rate 0.60 > 0.50
bollinger	0.160	0.87	7	6	0.00	deflated_sharpe 0.16 < 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	0.010	-0.22	15	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.129	0.75	3	6	0.20	deflated_sharpe 0.13 < 0.90; n_trades 3 < 12
macd	0.141	0.80	12	6	0.00	deflated_sharpe 0.14 < 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	0.002	-0.57	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
pead	0.056	0.35	1	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
rsi2	0.012	-0.17	24	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.012	-0.16	6	6	0.20	deflated_sharpe 0.01 < 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	0.040	0.26	39	6	0.60	deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.032	0.17	2	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
macd	0.038	0.23	19	6	0.00	deflated_sharpe 0.04 < 0.90

CF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.045	0.30	8	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 8 < 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	0.166	0.88	31	6	0.20	deflated_sharpe 0.17 < 0.90
bollinger	0.053	0.36	4	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
ma_pullback	0.006	-0.38	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ridge_momentum	0.205	1.05	26	6	0.40	deflated_sharpe 0.21 < 0.90
sma_cross	0.077	0.51	5	6	0.40	deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
macd	0.050	0.33	16	6	0.00	deflated_sharpe 0.05 < 0.90

BEPC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.038	0.23	6	6	0.20	deflated_sharpe 0.04 < 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	0.20	deflated_sharpe 0.12 < 0.90; n_trades 2 < 12
rsi2	0.056	0.40	34	6	0.00	deflated_sharpe 0.06 < 0.90
bollinger	0.221	0.98	3	6	0.20	deflated_sharpe 0.22 < 0.90; n_trades 3 < 12
ma_pullback	0.001	-0.78	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.129	0.79	25	6	0.20	deflated_sharpe 0.13 < 0.90
sma_cross	0.013	-0.13	7	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
macd	0.117	0.71	15	6	0.20	deflated_sharpe 0.12 < 0.90

FICO long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.007	-0.35	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout	0.001	-0.69	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	0.002	-0.73	11	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 11 < 12
bollinger	0.010	-0.22	8	6	0.20	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	0.006	-0.38	35	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.009	-0.26	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.002	-0.69	16	6	0.20	deflated_sharpe 0.00 < 0.90

RGA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.012	-0.16	2	6	0.00	deflated_sharpe 0.01 < 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	0.010	-0.22	18	6	0.00	deflated_sharpe 0.01 < 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	0.197	0.95	11	6	0.60	deflated_sharpe 0.20 < 0.90; n_trades 11 < 12; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.00	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.065	0.44	20	6	0.00	deflated_sharpe 0.07 < 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	0.002	-0.60	17	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.017	-0.05	7	6	0.20	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	0.006	-0.38	21	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.18	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.000	-1.54	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	0.410	1.21	13	6	0.00	deflated_sharpe 0.41 < 0.90
bollinger	0.007	-0.32	6	6	0.40	deflated_sharpe 0.01 < 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	0.001	-0.92	44	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.092	0.60	4	6	0.20	deflated_sharpe 0.09 < 0.90; n_trades 4 < 12
macd	0.014	-0.12	17	6	0.00	deflated_sharpe 0.01 < 0.90

NTRS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.270	1.09	7	6	0.20	deflated_sharpe 0.27 < 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	0.037	0.23	38	6	0.00	deflated_sharpe 0.04 < 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	0.377	1.38	37	6	0.20	deflated_sharpe 0.38 < 0.90
sma_cross	0.152	0.83	3	6	0.00	deflated_sharpe 0.15 < 0.90; n_trades 3 < 12
macd	0.375	1.43	15	6	0.20	deflated_sharpe 0.38 < 0.90

FIS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.004	-0.44	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 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	0.001	-0.90	12	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.001	-0.79	9	6	0.20	deflated_sharpe 0.00 < 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	-1.30	12	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.001	-0.89	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.000	-1.36	19	6	0.00	deflated_sharpe 0.00 < 0.90

PNC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.086	0.57	3	6	0.20	deflated_sharpe 0.09 < 0.90; n_trades 3 < 12
base_breakout	0.106	0.67	4	6	0.40	deflated_sharpe 0.11 < 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	0.000	-1.35	25	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.045	0.29	10	6	0.00	deflated_sharpe 0.04 < 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	0.076	0.52	21	6	0.40	deflated_sharpe 0.08 < 0.90
sma_cross	0.008	-0.29	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.342	1.44	12	6	0.00	deflated_sharpe 0.34 < 0.90

RDDT long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
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

KEYS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.072	0.46	9	6	0.80	deflated_sharpe 0.07 < 0.90; n_trades 9 < 12; param change-rate 0.80 > 0.50
base_breakout	0.025	0.09	5	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
pead	0.004	-0.43	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.003	-0.52	37	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.117	0.65	4	6	0.00	deflated_sharpe 0.12 < 0.90; n_trades 4 < 12
ma_pullback	0.013	-0.13	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ridge_momentum	0.143	0.81	7	6	0.40	deflated_sharpe 0.14 < 0.90; n_trades 7 < 12
sma_cross	0.442	1.38	2	6	0.40	deflated_sharpe 0.44 < 0.90; n_trades 2 < 12
macd	0.432	1.31	17	6	0.00	deflated_sharpe 0.43 < 0.90

JPM long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.107	0.68	8	6	0.00	deflated_sharpe 0.11 < 0.90; n_trades 8 < 12
base_breakout	0.010	-0.22	5	6	0.40	deflated_sharpe 0.01 < 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	0.054	0.37	40	6	0.00	deflated_sharpe 0.05 < 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	0.138	0.80	13	6	0.60	deflated_sharpe 0.14 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.026	0.10	3	6	0.40	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
macd	0.105	0.68	13	6	0.40	deflated_sharpe 0.10 < 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	0.668	1.77	24	6	0.00	deflated_sharpe 0.67 < 0.90
bollinger	0.123	0.84	2	6	0.00	deflated_sharpe 0.12 < 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	0.079	0.52	23	6	0.00	deflated_sharpe 0.08 < 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	-0.82	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	0.005	-0.43	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.005	-0.42	3	6	0.20	deflated_sharpe 0.01 < 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	0.031	0.15	13	6	0.00	deflated_sharpe 0.03 < 0.90
bollinger	0.005	-0.43	5	6	0.80	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.80 > 0.50
ma_pullback	0.034	0.19	2	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
ridge_momentum	0.000	-1.61	39	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.002	-0.65	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.000	-1.23	18	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	0.139	0.78	5	6	0.00	deflated_sharpe 0.14 < 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	0.079	0.54	4	6	0.40	deflated_sharpe 0.08 < 0.90; n_trades 4 < 12
rsi2	0.034	0.20	20	6	0.20	deflated_sharpe 0.03 < 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	0.006	-0.34	23	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.041	0.26	5	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd	0.065	0.45	18	6	0.00	deflated_sharpe 0.07 < 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	0.014	-0.12	6	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
base_breakout	0.000	-0.84	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.007	-0.33	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
rsi2	0.019	-0.02	31	6	0.20	deflated_sharpe 0.02 < 0.90
bollinger	0.142	0.81	8	6	0.00	deflated_sharpe 0.14 < 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	0.005	-0.42	11	6	0.80	deflated_sharpe 0.01 < 0.90; n_trades 11 < 12; param change-rate 0.80 > 0.50
sma_cross	0.001	-0.85	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.020	0.01	18	6	0.00	deflated_sharpe 0.02 < 0.90

DKNG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.075	0.50	5	6	0.00	deflated_sharpe 0.08 < 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	0.004	-0.48	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.133	0.77	35	6	0.20	deflated_sharpe 0.13 < 0.90
bollinger	0.010	-0.20	2	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ma_pullback	0.000	-1.57	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.152	0.88	18	6	0.60	deflated_sharpe 0.15 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.017	-0.05	5	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.143	0.81	13	6	0.20	deflated_sharpe 0.14 < 0.90

PEG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.69	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.002	-0.68	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	0.000	-1.38	22	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	0.046	0.30	31	6	1.00	deflated_sharpe 0.05 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.004	-0.49	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.005	-0.40	19	6	0.20	deflated_sharpe 0.01 < 0.90

CMS short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.93	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 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	0.068	0.46	23	6	0.40	deflated_sharpe 0.07 < 0.90
sma_cross	0.003	-0.55	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.002	-0.71	19	6	0.40	deflated_sharpe 0.00 < 0.90

MOH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.009	-0.27	9	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 9 < 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	0.012	-0.16	34	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
bollinger	0.025	0.08	8	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 8 < 12
ma_pullback	0.281	0.98	4	6	0.00	deflated_sharpe 0.28 < 0.90; n_trades 4 < 12
ridge_momentum	0.104	0.61	41	6	0.20	deflated_sharpe 0.10 < 0.90
sma_cross	0.014	-0.12	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.441	1.30	14	6	0.00	deflated_sharpe 0.44 < 0.90

MTN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.01	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.001	-0.77	3	6	0.00	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	0.010	-0.22	29	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.305	1.37	7	6	0.20	deflated_sharpe 0.30 < 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	0.603	1.89	39	6	0.60	deflated_sharpe 0.60 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.027	0.11	2	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
macd	0.006	-0.35	20	6	0.20	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	0.163	0.67	1	6	0.20	deflated_sharpe 0.16 < 0.90; n_trades 1 < 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	0.011	-0.18	39	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.004	-0.48	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.002	-0.69	17	6	0.40	deflated_sharpe 0.00 < 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	0.014	-0.12	1	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead	0.009	-0.26	3	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
rsi2	0.109	0.68	34	6	0.00	deflated_sharpe 0.11 < 0.90
bollinger	0.201	0.86	1	6	0.40	deflated_sharpe 0.20 < 0.90; n_trades 1 < 12
ma_pullback	0.014	-0.11	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ridge_momentum	0.088	0.58	27	6	0.40	deflated_sharpe 0.09 < 0.90
sma_cross	0.014	-0.11	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.012	-0.17	18	6	0.20	deflated_sharpe 0.01 < 0.90

KMX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.024	0.07	9	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 9 < 12
base_breakout	0.000	-1.40	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	0.001	-0.94	30	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.005	-0.43	5	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
ma_pullback	0.058	0.35	6	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
ridge_momentum	0.016	-0.07	41	6	0.00	deflated_sharpe 0.02 < 0.90
sma_cross	0.010	-0.21	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.104	0.62	13	6	0.40	deflated_sharpe 0.10 < 0.90

KMB short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.020	0.01	5	6	0.00	deflated_sharpe 0.02 < 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	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.099	0.63	31	6	0.20	deflated_sharpe 0.10 < 0.90
bollinger	0.001	-0.74	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	0.023	0.05	35	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.027	0.10	4	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.013	-0.13	19	6	0.20	deflated_sharpe 0.01 < 0.90

CEG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.88	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.004	-0.47	12	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.007	-0.33	6	6	0.40	deflated_sharpe 0.01 < 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	0.333	1.04	29	6	0.60	deflated_sharpe 0.33 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.24	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.011	-0.18	14	6	0.20	deflated_sharpe 0.01 < 0.90

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	0.086	0.56	21	6	0.00	deflated_sharpe 0.09 < 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	0.030	0.15	22	6	0.20	deflated_sharpe 0.03 < 0.90
sma_cross	0.033	0.18	5	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd	0.117	0.71	13	6	0.00	deflated_sharpe 0.12 < 0.90

CLX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.061	0.41	7	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 7 < 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	0.101	0.63	33	6	0.20	deflated_sharpe 0.10 < 0.90
bollinger	0.003	-0.58	4	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
ma_pullback	0.048	0.32	1	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
ridge_momentum	0.114	0.67	19	6	0.20	deflated_sharpe 0.11 < 0.90
sma_cross	0.154	0.83	3	6	0.00	deflated_sharpe 0.15 < 0.90; n_trades 3 < 12
macd	0.250	1.09	15	6	0.40	deflated_sharpe 0.25 < 0.90

BA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.06	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.001	-0.73	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.000	-1.20	1	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.000	-1.68	10	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
bollinger	0.008	-0.30	2	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ma_pullback	0.005	-0.37	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.001	-0.84	16	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.42	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.087	0.58	12	6	0.00	deflated_sharpe 0.09 < 0.90

IFF short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.031	0.16	4	6	0.00	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	0.000	-0.94	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.086	0.52	30	6	0.40	deflated_sharpe 0.09 < 0.90
bollinger	0.293	1.23	5	6	0.20	deflated_sharpe 0.29 < 0.90; n_trades 5 < 12
ma_pullback	0.000	-1.29	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ridge_momentum	0.065	0.44	34	6	0.80	deflated_sharpe 0.06 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.053	0.36	6	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 6 < 12
macd	0.000	-1.07	22	6	0.20	deflated_sharpe 0.00 < 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	0.164	0.84	29	6	0.80	deflated_sharpe 0.16 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.79	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.000	-1.54	18	6	0.00	deflated_sharpe 0.00 < 0.90

CNH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.025	0.08	2	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
base_breakout	0.000	-0.96	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	0.006	-0.34	16	6	0.40	deflated_sharpe 0.01 < 0.90
bollinger	0.000	-0.99	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback	0.007	-0.32	0	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 0 < 12
ridge_momentum	0.000	-1.13	24	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.001	-0.74	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.033	0.19	15	6	0.20	deflated_sharpe 0.03 < 0.90

EL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.58	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	-1.60	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.008	-0.30	20	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	0.000	-0.88	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.001	-1.01	23	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.11	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.005	-0.44	18	6	0.40	deflated_sharpe 0.00 < 0.90

RHI short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.167	0.92	3	6	0.20	deflated_sharpe 0.17 < 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	0.429	1.53	3	6	0.00	deflated_sharpe 0.43 < 0.90; n_trades 3 < 12
rsi2	0.262	1.17	35	6	0.20	deflated_sharpe 0.26 < 0.90
bollinger	0.291	0.96	1	6	0.00	deflated_sharpe 0.29 < 0.90; n_trades 1 < 12
ma_pullback	0.000	-1.00	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.317	1.28	21	6	0.60	deflated_sharpe 0.32 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.365	1.46	2	6	0.20	deflated_sharpe 0.36 < 0.90; n_trades 2 < 12
macd	0.049	0.35	16	6	0.40	deflated_sharpe 0.05 < 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	-0.91	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	0.083	0.55	18	6	0.40	deflated_sharpe 0.08 < 0.90
bollinger	0.042	0.28	6	6	0.00	deflated_sharpe 0.04 < 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	0.004	-0.46	42	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.010	-0.21	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.010	-0.23	17	6	0.00	deflated_sharpe 0.01 < 0.90

DE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.016	-0.07	1	6	0.00	deflated_sharpe 0.02 < 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	0.001	-0.83	21	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.16	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.003	-0.54	17	6	0.20	deflated_sharpe 0.00 < 0.90

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	0.138	0.77	33	6	0.40	deflated_sharpe 0.14 < 0.90
sma_cross	0.002	-0.62	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.016	-0.08	18	6	0.20	deflated_sharpe 0.02 < 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	0.243	0.94	4	6	0.20	deflated_sharpe 0.24 < 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	0.007	-0.31	24	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.001	-0.80	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
macd	0.000	-1.65	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	0.254	1.09	3	6	0.40	deflated_sharpe 0.25 < 0.90; n_trades 3 < 12
base_breakout	0.614	1.60	1	6	0.00	deflated_sharpe 0.61 < 0.90; n_trades 1 < 12
pead	0.000	-1.13	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.394	1.12	20	6	0.40	deflated_sharpe 0.39 < 0.90
bollinger	0.007	-0.32	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback	0.853	2.05	2	6	0.00	deflated_sharpe 0.85 < 0.90; n_trades 2 < 12
ridge_momentum	0.029	0.13	22	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.324	1.25	5	6	0.00	deflated_sharpe 0.32 < 0.90; n_trades 5 < 12
macd	0.118	0.72	22	6	0.20	deflated_sharpe 0.12 < 0.90

IRDM short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.95	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	0.00	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	0.015	-0.10	9	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 9 < 12
ma_pullback	0.000	-1.50	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.000	-1.61	25	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.018	-0.03	5	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.001	-0.79	18	6	0.40	deflated_sharpe 0.00 < 0.90

BKR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.21	6	6	0.00	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	0.006	-0.32	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.002	-0.56	10	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
bollinger	0.186	0.90	5	6	0.20	deflated_sharpe 0.19 < 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	0.207	0.98	35	6	0.80	deflated_sharpe 0.21 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.009	-0.25	2	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
macd	0.000	-1.06	14	6	0.40	deflated_sharpe 0.00 < 0.90

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	0.006	-0.38	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	0.020	-0.00	30	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.51	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.005	-0.40	17	6	0.00	deflated_sharpe 0.01 < 0.90

ACHC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.038	0.23	4	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
base_breakout	0.000	-1.11	1	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.000	-1.21	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
rsi2	0.003	-0.53	32	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.000	-0.96	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	0.094	0.64	32	6	0.40	deflated_sharpe 0.09 < 0.90
sma_cross	0.010	-0.20	5	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.099	0.62	12	6	0.60	deflated_sharpe 0.10 < 0.90; param change-rate 0.60 > 0.50

IDA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.88	2	6	0.20	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	-1.58	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	0.009	-0.27	34	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.000	-1.15	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd	0.004	-0.48	11	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 11 < 12

LNT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.38	5	6	0.20	deflated_sharpe 0.00 < 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	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger	0.001	-1.01	5	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 5 < 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	0.050	0.33	25	6	0.40	deflated_sharpe 0.05 < 0.90
sma_cross	0.001	-1.03	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.001	-0.86	20	6	0.40	deflated_sharpe 0.00 < 0.90

CLF short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.67	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.073	0.50	3	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 3 < 12
rsi2	0.001	-0.74	26	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.018	-0.03	3	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
ma_pullback	0.000	-1.13	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.033	0.18	58	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.004	-0.47	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.018	-0.04	17	6	0.20	deflated_sharpe 0.02 < 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	0.003	-0.55	13	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.131	0.74	9	6	0.20	deflated_sharpe 0.13 < 0.90; n_trades 9 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.017	-0.04	61	6	0.20	deflated_sharpe 0.02 < 0.90
sma_cross	0.009	-0.25	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.003	-0.57	16	6	0.00	deflated_sharpe 0.00 < 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	0.001	-0.74	1	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.079	0.50	1	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 1 < 12
rsi2	0.055	0.39	28	6	0.20	deflated_sharpe 0.06 < 0.90
bollinger	0.019	-0.02	4	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
ma_pullback	0.061	0.45	1	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
ridge_momentum	0.004	-0.55	14	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.005	-0.41	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.025	0.08	16	6	0.20	deflated_sharpe 0.03 < 0.90

LBTYA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.18	7	6	0.20	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	0.008	-0.26	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.018	-0.02	12	6	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.312	1.23	10	6	0.20	deflated_sharpe 0.31 < 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	-1.19	66	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.001	-0.79	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.001	-0.90	17	6	0.20	deflated_sharpe 0.00 < 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	0.443	1.55	33	6	0.00	deflated_sharpe 0.44 < 0.90
bollinger	0.222	1.05	5	6	0.20	deflated_sharpe 0.22 < 0.90; n_trades 5 < 12
ma_pullback	0.002	-0.63	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.014	-0.10	34	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.003	-0.52	5	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd	0.004	-0.45	15	6	0.00	deflated_sharpe 0.00 < 0.90

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