Trading Models — Tournament 2026-09-18

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① Find tickers

1003 universe → 40 L / 40 S past FA gate

78 tested · 0 passed nightly FDR · 1 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	CHRD	Energy	0.90
2	SNDK	Information Technology	0.90
3	BHF	Financials	0.88
4	FANG	Energy	0.83
5	AU	Materials	0.83
6	EOG	Energy	0.82
7	OXY	Energy	0.79
8	MU	Information Technology	0.78
9	NU	Financials	0.78
10	NVDA	Information Technology	0.76
11	HLNE	Financials	0.76
12	ALB	Materials	0.76
13	AA	Materials	0.76
14	CVX	Energy	0.76
15	CINF	Financials	0.75
16	DVN	Energy	0.74
17	PR	Energy	0.74
18	OVV	Energy	0.72
19	MTDR	Energy	0.72
20	ALL	Financials	0.72
21	BAM	Financials	0.72
22	DINO	Energy	0.72
23	COP	Energy	0.72
24	AMG	Financials	0.71
25	APP	Information Technology	0.70
26	INCY	Health Care	0.70
27	NLY	Financials	0.70
28	CF	Materials	0.70
29	FICO	Information Technology	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	0.66
35	FIS	Financials	0.66
36	NTRS	Financials	0.65
37	PNC	Financials	0.65
38	STT	Financials	0.65
39	RDDT	Communication Services	0.65
40	JPM	Financials	0.64

Short slate — bottom FA

#	ticker	sector	FA
1	FDXF	Industrials	0.15
2	EQH	Financials	0.17
3	CPNG	Consumer Discretionary	0.18
4	IONS	Health Care	0.18
5	MOS	Materials	0.20
6	LLYVA	Communication Services	0.21
7	DKNG	Consumer Discretionary	0.22
8	PEG	Utilities	0.23
9	MOH	Health Care	0.24
10	MTN	Consumer Discretionary	0.24
11	CMS	Utilities	0.25
12	H	Consumer Discretionary	0.27
13	LPX	Materials	0.28
14	KMX	Consumer Discretionary	0.29
15	COIN	Financials	0.29
16	KMB	Consumer Staples	0.29
17	CEG	Utilities	0.30
18	CLX	Consumer Staples	0.30
19	BA	Industrials	0.30
20	AEE	Utilities	0.31
21	CNH	Industrials	0.31
22	IFF	Materials	0.31
23	APD	Materials	0.31
24	EL	Consumer Staples	0.32
25	F	Consumer Discretionary	0.32
26	NI	Utilities	0.33
27	ACHC	Health Care	0.33
28	IRDM	Communication Services	0.33
29	CPT	Real Estate	0.34
30	BKR	Energy	0.34
31	LEN	Consumer Discretionary	0.34
32	RHI	Industrials	0.34
33	PNW	Utilities	0.34
34	IDA	Utilities	0.34
35	LNT	Utilities	0.34
36	LBTYK	Communication Services	0.34
37	FLUT	Consumer Discretionary	0.35
38	PENN	Consumer Discretionary	0.35
39	LBTYA	Communication Services	0.35
40	AVTR	Health Care	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	0.102	0.66	2	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 2 < 12
base_breakout	0.030	0.14	1	6	0.20	deflated_sharpe 0.03 < 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	-0.60	11	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 11 < 12
bollinger	0.011	-0.19	6	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
ma_pullback	0.460	0.81	1	6	0.00	deflated_sharpe 0.46 < 0.90; n_trades 1 < 12
ridge_momentum	0.018	-0.02	27	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.078	0.53	3	6	0.40	deflated_sharpe 0.08 < 0.90; n_trades 3 < 12
macd	0.044	0.29	18	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	0.000	-1.11	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	32	6	0.40	deflated_sharpe 0.02 < 0.90
bollinger	0.045	0.30	9	6	0.20	deflated_sharpe 0.05 < 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	0.067	0.43	19	6	0.60	deflated_sharpe 0.07 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.42	5	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd	0.084	0.50	17	6	0.00	deflated_sharpe 0.08 < 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	0.068	0.46	15	6	0.00	deflated_sharpe 0.07 < 0.90
bollinger	0.017	-0.06	3	6	0.20	deflated_sharpe 0.02 < 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	32	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.057	0.40	4	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
macd	0.015	-0.10	17	6	0.40	deflated_sharpe 0.01 < 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	0.276	1.25	3	6	0.40	deflated_sharpe 0.28 < 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	0.032	0.17	29	6	0.20	deflated_sharpe 0.03 < 0.90
bollinger	0.657	1.52	3	6	0.00	deflated_sharpe 0.66 < 0.90; n_trades 3 < 12
ma_pullback	0.070	0.46	2	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
ridge_momentum	0.508	1.71	22	6	0.20	deflated_sharpe 0.51 < 0.90
sma_cross	0.422	1.56	2	6	0.20	deflated_sharpe 0.42 < 0.90; n_trades 2 < 12
macd	0.127	0.76	21	6	0.00	deflated_sharpe 0.13 < 0.90

EOG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.052	0.38	5	5	0.00	deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
base_breakout	0.005	-0.48	2	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.003	-0.63	9	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
bollinger	0.149	0.92	2	5	0.00	deflated_sharpe 0.15 < 0.90; n_trades 2 < 12
ma_pullback	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.054	0.41	12	5	0.50	deflated_sharpe 0.05 < 0.90
sma_cross	0.013	-0.15	5	5	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.083	0.61	14	5	0.00	deflated_sharpe 0.08 < 0.90

OXY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.054	0.37	3	6	0.00	deflated_sharpe 0.05 < 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	0.051	0.33	3	6	0.60	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
rsi2	0.041	0.26	14	6	0.20	deflated_sharpe 0.04 < 0.90
bollinger	0.066	0.45	5	6	0.00	deflated_sharpe 0.07 < 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	0.129	0.77	34	6	0.40	deflated_sharpe 0.13 < 0.90
sma_cross	0.095	0.61	5	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
macd	0.003	-0.57	20	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	0.731	2.34	1	5	0.00	deflated_sharpe 0.73 < 0.90; n_trades 1 < 12
base_breakout	0.500	1.80	2	5	0.50	deflated_sharpe 0.50 < 0.90; n_trades 2 < 12
pead	0.329	0.93	1	5	0.00	deflated_sharpe 0.33 < 0.90; n_trades 1 < 12
rsi2	0.448	1.67	23	5	0.00	deflated_sharpe 0.45 < 0.90
bollinger	0.540	1.67	4	5	0.25	deflated_sharpe 0.54 < 0.90; n_trades 4 < 12
ma_pullback	0.831	2.50	2	5	0.00	deflated_sharpe 0.83 < 0.90; n_trades 2 < 12
ridge_momentum	0.015	-0.09	23	5	1.00	deflated_sharpe 0.02 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.495	1.88	4	5	0.25	deflated_sharpe 0.49 < 0.90; n_trades 4 < 12
macd	0.230	1.21	16	5	0.00	deflated_sharpe 0.23 < 0.90

NU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.45	7	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 7 < 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	0.005	-0.37	19	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	0.014	-0.12	30	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.025	0.08	3	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.110	0.69	12	6	0.00	deflated_sharpe 0.11 < 0.90

NVDA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.024	0.07	7	7	0.00	deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
base_breakout	0.000	-0.92	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	0.111	0.63	41	7	0.33	deflated_sharpe 0.11 < 0.90
bollinger	0.879	1.44	4	7	0.00	deflated_sharpe 0.88 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-1.26	6	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ridge_momentum	0.040	0.24	67	7	0.33	deflated_sharpe 0.04 < 0.90
sma_cross	0.019	-0.01	6	7	0.50	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd	0.001	-0.73	20	7	0.00	deflated_sharpe 0.00 < 0.90

HLNE long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.83	5	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
base_breakout	0.000	-0.96	1	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.001	-0.74	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.000	-1.77	9	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
bollinger	0.002	-0.71	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	0.000	-1.89	36	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.46	5	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd	0.004	-0.47	14	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	0.107	0.74	5	5	0.25	deflated_sharpe 0.11 < 0.90; n_trades 5 < 12
base_breakout	0.034	0.21	2	5	0.25	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.614	2.08	17	5	0.00	deflated_sharpe 0.61 < 0.90
bollinger	0.009	-0.29	2	5	0.50	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ma_pullback	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.042	0.30	37	5	0.75	deflated_sharpe 0.04 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.402	1.65	1	5	0.00	deflated_sharpe 0.40 < 0.90; n_trades 1 < 12
macd	0.032	0.19	15	5	0.25	deflated_sharpe 0.03 < 0.90

AA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.036	0.21	7	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 7 < 12
base_breakout	0.001	-0.73	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.000	-1.09	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.002	-0.66	25	6	0.40	deflated_sharpe 0.00 < 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	0.011	-0.18	32	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.278	1.19	2	6	0.00	deflated_sharpe 0.28 < 0.90; n_trades 2 < 12
macd	0.011	-0.19	22	6	0.20	deflated_sharpe 0.01 < 0.90

CVX long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.100	0.66	5	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
base_breakout	0.016	-0.06	3	6	0.60	deflated_sharpe 0.02 < 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	0.202	1.06	36	6	0.00	deflated_sharpe 0.20 < 0.90
bollinger	0.004	-0.46	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback	0.000	-1.04	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.120	0.74	26	6	0.60	deflated_sharpe 0.12 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.024	0.07	4	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.038	0.24	19	6	0.20	deflated_sharpe 0.04 < 0.90

CINF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.62	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.000	-1.75	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.002	-0.65	37	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
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	0.360	1.46	36	6	0.60	deflated_sharpe 0.36 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.002	-0.71	6	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
macd	0.014	-0.11	18	6	0.00	deflated_sharpe 0.01 < 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	0.076	0.51	19	6	0.00	deflated_sharpe 0.08 < 0.90
bollinger	0.005	-0.42	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	0.037	0.22	34	6	0.60	deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.007	-0.31	5	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.065	0.46	16	6	0.20	deflated_sharpe 0.07 < 0.90

PR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.015	-0.08	5	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
base_breakout	0.100	0.64	4	6	0.40	deflated_sharpe 0.10 < 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	0.040	0.25	21	6	0.00	deflated_sharpe 0.04 < 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	0.010	-0.22	38	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.060	0.42	5	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 5 < 12
macd	0.123	0.76	16	6	0.40	deflated_sharpe 0.12 < 0.90

OVV long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.019	-0.01	6	6	0.40	deflated_sharpe 0.02 < 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	0.047	0.32	19	6	0.20	deflated_sharpe 0.05 < 0.90
bollinger	0.087	0.55	5	6	0.40	deflated_sharpe 0.09 < 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	0.150	0.87	18	6	0.20	deflated_sharpe 0.15 < 0.90
sma_cross	0.009	-0.25	7	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
macd	0.068	0.47	21	6	0.00	deflated_sharpe 0.07 < 0.90

MTDR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.136	0.78	6	6	0.00	deflated_sharpe 0.14 < 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	0.037	0.23	10	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 10 < 12
bollinger	0.009	-0.26	5	6	0.40	deflated_sharpe 0.01 < 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	0.025	0.07	28	6	0.80	deflated_sharpe 0.02 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.052	0.36	5	6	0.80	deflated_sharpe 0.05 < 0.90; n_trades 5 < 12; param change-rate 0.80 > 0.50
macd	0.043	0.28	17	6	0.00	deflated_sharpe 0.04 < 0.90

ALL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-2.11	5	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	-1.21	2	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.041	0.30	1	5	0.00	deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
rsi2	0.077	0.60	33	5	0.00	deflated_sharpe 0.08 < 0.90
bollinger	0.260	1.28	8	5	0.50	deflated_sharpe 0.26 < 0.90; n_trades 8 < 12
ma_pullback	0.017	-0.06	1	5	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
ridge_momentum	0.043	0.31	27	5	0.25	deflated_sharpe 0.04 < 0.90
sma_cross	0.000	-1.25	5	5	0.50	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.010	-0.25	18	5	0.75	deflated_sharpe 0.01 < 0.90; param change-rate 0.75 > 0.50

BAM long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.26	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.025	0.09	1	6	0.00	deflated_sharpe 0.03 < 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	-0.86	23	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.182	0.91	7	6	0.40	deflated_sharpe 0.18 < 0.90; n_trades 7 < 12
ma_pullback	0.032	0.17	5	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
ridge_momentum	0.040	0.26	16	6	0.80	deflated_sharpe 0.04 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.006	-0.37	2	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
macd	0.014	-0.12	14	6	0.20	deflated_sharpe 0.01 < 0.90

DINO long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.214	1.07	6	6	0.60	deflated_sharpe 0.21 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
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	0.205	1.00	29	6	0.20	deflated_sharpe 0.20 < 0.90
bollinger	0.040	0.24	4	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
ma_pullback	0.007	-0.31	2	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum	0.413	1.47	16	6	0.60	deflated_sharpe 0.41 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.333	1.36	1	6	0.20	deflated_sharpe 0.33 < 0.90; n_trades 1 < 12
macd	0.274	1.26	12	6	0.60	deflated_sharpe 0.27 < 0.90; param change-rate 0.60 > 0.50

COP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.014	-0.10	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
base_breakout	0.005	-0.41	3	6	0.20	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	0.004	-0.47	14	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.132	0.76	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	0.019	-0.01	22	6	1.00	deflated_sharpe 0.02 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.037	0.22	4	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
macd	0.003	-0.55	21	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	0.301	1.22	3	7	0.17	deflated_sharpe 0.30 < 0.90; n_trades 3 < 12
base_breakout	0.397	1.30	1	7	0.00	deflated_sharpe 0.40 < 0.90; n_trades 1 < 12
pead	0.001	-0.64	2	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.664	1.83	44	7	0.00	deflated_sharpe 0.66 < 0.90
bollinger	0.191	0.78	7	7	0.33	deflated_sharpe 0.19 < 0.90; n_trades 7 < 12
ma_pullback	0.001	-0.68	2	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.318	1.17	43	7	0.50	deflated_sharpe 0.32 < 0.90
sma_cross	0.428	1.46	1	7	0.17	deflated_sharpe 0.43 < 0.90; n_trades 1 < 12
macd	0.002	-0.60	28	7	0.33	deflated_sharpe 0.00 < 0.90

APP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.036	0.24	5	5	0.50	deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
base_breakout	0.017	-0.05	3	5	0.00	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
pead	0.008	-0.31	3	5	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
rsi2	0.001	-1.00	23	5	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.016	-0.08	3	5	0.25	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
ma_pullback	0.000	-0.90	1	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.021	0.02	53	5	0.50	deflated_sharpe 0.02 < 0.90
sma_cross	0.053	0.40	3	5	0.50	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
macd	0.392	1.60	10	5	0.00	deflated_sharpe 0.39 < 0.90; n_trades 10 < 12

INCY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.026	0.10	4	5	0.75	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12; param change-rate 0.75 > 0.50
base_breakout	0.000	-1.39	2	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.913	1.51	1	5	0.00	n_trades 1 < 12
rsi2	0.025	0.09	26	5	0.50	deflated_sharpe 0.03 < 0.90
bollinger	0.146	0.89	5	5	0.00	deflated_sharpe 0.15 < 0.90; n_trades 5 < 12
ma_pullback	0.000	-1.74	1	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.075	0.56	11	5	0.50	deflated_sharpe 0.08 < 0.90; n_trades 11 < 12
sma_cross	0.101	0.70	3	5	0.75	deflated_sharpe 0.10 < 0.90; n_trades 3 < 12; param change-rate 0.75 > 0.50
macd	0.163	0.96	10	5	0.00	deflated_sharpe 0.16 < 0.90; n_trades 10 < 12

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	0.043	0.28	3	6	0.40	deflated_sharpe 0.04 < 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	0.000	-1.27	32	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.054	0.38	4	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-1.29	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.093	0.62	15	6	0.40	deflated_sharpe 0.09 < 0.90
sma_cross	0.014	-0.11	8	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 8 < 12; param change-rate 0.60 > 0.50
macd	0.389	1.47	16	6	0.00	deflated_sharpe 0.39 < 0.90

CF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.161	0.96	4	5	0.50	deflated_sharpe 0.16 < 0.90; n_trades 4 < 12
base_breakout	0.132	0.81	1	5	0.25	deflated_sharpe 0.13 < 0.90; n_trades 1 < 12
pead	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.013	-0.15	22	5	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.053	0.40	4	5	0.25	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-1.40	2	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.192	1.11	25	5	0.50	deflated_sharpe 0.19 < 0.90
sma_cross	0.106	0.72	3	5	0.25	deflated_sharpe 0.11 < 0.90; n_trades 3 < 12
macd	0.098	0.69	12	5	0.00	deflated_sharpe 0.10 < 0.90

FICO long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.63	4	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.000	-1.15	1	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.002	-0.80	11	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 11 < 12
bollinger	0.005	-0.45	6	5	0.25	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
ma_pullback	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.000	-1.76	33	5	0.50	deflated_sharpe 0.00 < 0.90
sma_cross	0.001	-1.09	5	5	0.75	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.75 > 0.50
macd	0.000	-1.50	14	5	0.25	deflated_sharpe 0.00 < 0.90

NBIX long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.045	0.31	5	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
base_breakout	0.005	-0.37	4	6	0.40	deflated_sharpe 0.01 < 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	0.013	-0.14	26	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.008	-0.30	5	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
ma_pullback	0.058	0.42	2	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ridge_momentum	0.088	0.62	39	6	0.80	deflated_sharpe 0.09 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.044	0.30	2	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
macd	0.029	0.13	21	6	0.00	deflated_sharpe 0.03 < 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	0.078	0.56	35	6	0.00	deflated_sharpe 0.08 < 0.90
bollinger	0.158	0.82	3	6	0.20	deflated_sharpe 0.16 < 0.90; n_trades 3 < 12
ma_pullback	0.002	-0.66	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.091	0.61	24	6	0.80	deflated_sharpe 0.09 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.018	-0.04	6	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd	0.086	0.56	15	6	0.60	deflated_sharpe 0.09 < 0.90; param change-rate 0.60 > 0.50

RGA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.021	0.03	2	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
base_breakout	0.000	-0.95	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.009	-0.25	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.007	-0.32	18	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.019	-0.01	6	6	0.60	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
ma_pullback	0.071	0.48	1	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 1 < 12
ridge_momentum	0.060	0.41	12	6	0.80	deflated_sharpe 0.06 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.07	7	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd	0.063	0.43	20	6	0.00	deflated_sharpe 0.06 < 0.90

KNSL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.91	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.003	-0.59	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	-0.59	17	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.031	0.15	8	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 8 < 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	-0.55	16	6	0.00	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.10	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.000	-1.30	21	6	0.20	deflated_sharpe 0.00 < 0.90

LYB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.049	0.33	4	6	0.60	deflated_sharpe 0.05 < 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	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.314	1.11	14	6	0.00	deflated_sharpe 0.31 < 0.90
bollinger	0.005	-0.44	5	6	0.40	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	0.003	-0.56	30	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.092	0.60	4	6	0.20	deflated_sharpe 0.09 < 0.90; n_trades 4 < 12
macd	0.019	-0.01	16	6	0.00	deflated_sharpe 0.02 < 0.90

FIS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.040	0.28	1	5	0.00	deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
base_breakout	0.000	-1.20	2	5	0.50	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.001	-0.90	10	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
bollinger	0.001	-0.86	9	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
ma_pullback	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.000	-1.88	7	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
sma_cross	0.029	0.14	2	5	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
macd	0.000	-1.03	16	5	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	0.147	0.79	7	6	0.20	deflated_sharpe 0.15 < 0.90; n_trades 7 < 12
base_breakout	0.046	0.30	3	6	0.20	deflated_sharpe 0.05 < 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	0.042	0.27	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	0.290	1.20	39	6	1.00	deflated_sharpe 0.29 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.136	0.77	3	6	0.00	deflated_sharpe 0.14 < 0.90; n_trades 3 < 12
macd	0.286	1.22	14	6	0.20	deflated_sharpe 0.29 < 0.90

PNC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.158	0.87	3	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 3 < 12
base_breakout	0.158	0.86	3	6	0.00	deflated_sharpe 0.16 < 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	0.000	-1.42	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	0.123	0.75	30	6	0.60	deflated_sharpe 0.12 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.023	0.06	4	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.413	1.60	12	6	0.40	deflated_sharpe 0.41 < 0.90

STT long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.294	1.20	5	7	0.17	deflated_sharpe 0.29 < 0.90; n_trades 5 < 12
base_breakout	0.049	0.31	4	7	0.67	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12; param change-rate 0.67 > 0.50
pead	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.794	2.18	45	7	0.00	deflated_sharpe 0.79 < 0.90
bollinger	0.298	1.05	8	7	0.67	deflated_sharpe 0.30 < 0.90; n_trades 8 < 12; param change-rate 0.67 > 0.50
ma_pullback	0.000	-0.81	3	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.126	0.69	21	7	0.33	deflated_sharpe 0.13 < 0.90
sma_cross	0.425	1.48	3	7	0.17	deflated_sharpe 0.43 < 0.90; n_trades 3 < 12
macd	0.188	0.91	23	7	0.50	deflated_sharpe 0.19 < 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

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	0.019	-0.02	4	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
pead	0.000	0.00	0	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.062	0.43	39	6	0.00	deflated_sharpe 0.06 < 0.90
bollinger	0.076	0.48	3	6	0.20	deflated_sharpe 0.08 < 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	0.164	0.90	16	6	0.40	deflated_sharpe 0.16 < 0.90
sma_cross	0.022	0.03	4	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.123	0.77	13	6	0.20	deflated_sharpe 0.12 < 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	0.585	1.63	25	6	0.00	deflated_sharpe 0.58 < 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	0.111	0.67	25	6	0.80	deflated_sharpe 0.11 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.026	0.09	4	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.003	-0.59	21	6	0.20	deflated_sharpe 0.00 < 0.90

CPNG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.157	0.84	5	6	0.00	deflated_sharpe 0.16 < 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	0.111	0.70	3	6	0.00	deflated_sharpe 0.11 < 0.90; n_trades 3 < 12
rsi2	0.033	0.18	21	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	0.030	0.15	25	6	0.20	deflated_sharpe 0.03 < 0.90
sma_cross	0.057	0.39	5	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 5 < 12
macd	0.081	0.54	17	6	0.00	deflated_sharpe 0.08 < 0.90

IONS short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.015	-0.09	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout	0.013	-0.14	2	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
pead	0.307	0.89	1	6	0.00	deflated_sharpe 0.31 < 0.90; n_trades 1 < 12
rsi2	0.030	0.14	12	6	0.00	deflated_sharpe 0.03 < 0.90
bollinger	0.005	-0.44	6	6	0.80	deflated_sharpe 0.00 < 0.90; n_trades 6 < 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	-1.34	32	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.005	-0.44	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.000	-1.23	17	6	0.00	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	0.005	-0.44	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.020	-0.00	30	6	0.20	deflated_sharpe 0.02 < 0.90
bollinger	0.107	0.67	8	6	0.00	deflated_sharpe 0.11 < 0.90; n_trades 8 < 12
ma_pullback	0.838	1.16	0	6	0.00	deflated_sharpe 0.84 < 0.90; n_trades 0 < 12
ridge_momentum	0.055	0.37	13	6	0.40	deflated_sharpe 0.06 < 0.90
sma_cross	0.005	-0.43	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.048	0.32	17	6	0.00	deflated_sharpe 0.05 < 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

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	0.157	0.85	36	6	0.20	deflated_sharpe 0.16 < 0.90
bollinger	0.015	-0.09	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	0.049	0.33	18	6	0.40	deflated_sharpe 0.05 < 0.90
sma_cross	0.024	0.07	5	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.111	0.69	15	6	0.00	deflated_sharpe 0.11 < 0.90

PEG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.48	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.004	-0.49	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	-1.03	24	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	0.070	0.47	34	6	1.00	deflated_sharpe 0.07 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.004	-0.47	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.004	-0.50	20	6	0.20	deflated_sharpe 0.00 < 0.90

MOH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.015	-0.09	8	6	0.00	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	0.012	-0.17	32	6	0.40	deflated_sharpe 0.01 < 0.90
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	0.055	0.37	30	6	0.80	deflated_sharpe 0.06 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.016	-0.08	3	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.349	1.16	14	6	0.00	deflated_sharpe 0.35 < 0.90

MTN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.01	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 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	0.006	-0.36	32	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.093	0.62	6	6	0.60	deflated_sharpe 0.09 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
ma_pullback	0.029	0.14	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
ridge_momentum	0.684	2.05	36	6	0.80	deflated_sharpe 0.68 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.030	0.14	1	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
macd	0.019	-0.00	17	6	0.00	deflated_sharpe 0.02 < 0.90

CMS short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.59	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
base_breakout	0.000	-1.28	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.809	1.40	6	6	0.00	deflated_sharpe 0.81 < 0.90; n_trades 6 < 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	0.071	0.47	21	6	0.20	deflated_sharpe 0.07 < 0.90
sma_cross	0.004	-0.49	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.001	-0.93	22	6	0.00	deflated_sharpe 0.00 < 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	0.006	-0.37	29	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.004	-0.45	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.003	-0.59	16	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	0.000	-0.92	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.002	-0.58	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
rsi2	0.116	0.71	35	6	0.00	deflated_sharpe 0.12 < 0.90
bollinger	0.912	1.79	3	6	0.40	n_trades 3 < 12
ma_pullback	0.010	-0.23	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
ridge_momentum	0.078	0.53	30	6	0.60	deflated_sharpe 0.08 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.020	0.01	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.008	-0.27	20	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	0.045	0.29	8	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 8 < 12
base_breakout	0.000	-0.70	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.005	-0.40	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
rsi2	0.000	-1.11	31	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.006	-0.36	6	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
ma_pullback	0.058	0.35	6	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
ridge_momentum	0.005	-0.41	38	6	0.00	deflated_sharpe 0.01 < 0.90
sma_cross	0.007	-0.32	6	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.119	0.68	14	6	0.00	deflated_sharpe 0.12 < 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	0.098	0.62	22	6	0.00	deflated_sharpe 0.10 < 0.90
bollinger	0.003	-0.54	3	6	0.20	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	0.032	0.17	21	6	0.80	deflated_sharpe 0.03 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.049	0.33	5	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
macd	0.174	0.92	13	6	0.00	deflated_sharpe 0.17 < 0.90

KMB short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.020	0.00	4	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 4 < 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	0.074	0.50	32	6	0.20	deflated_sharpe 0.07 < 0.90
bollinger	0.001	-0.74	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback	0.004	-0.40	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.065	0.44	43	6	0.40	deflated_sharpe 0.06 < 0.90
sma_cross	0.027	0.10	6	6	0.60	deflated_sharpe 0.03 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
macd	0.007	-0.34	20	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	0.004	-0.51	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	0.004	-0.47	13	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.008	-0.29	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	0.729	1.51	30	6	0.40	deflated_sharpe 0.73 < 0.90
sma_cross	0.001	-0.87	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.021	0.02	13	6	0.20	deflated_sharpe 0.02 < 0.90

CLX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.050	0.33	7	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 7 < 12
base_breakout	0.053	0.36	2	6	0.20	deflated_sharpe 0.05 < 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	0.091	0.58	34	6	0.20	deflated_sharpe 0.09 < 0.90
bollinger	0.007	-0.34	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback	0.006	-0.35	2	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum	0.073	0.48	18	6	0.20	deflated_sharpe 0.07 < 0.90
sma_cross	0.118	0.70	3	6	0.00	deflated_sharpe 0.12 < 0.90; n_trades 3 < 12
macd	0.249	1.09	17	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	-0.94	5	6	0.00	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	-1.20	1	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.000	-1.67	9	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
bollinger	0.017	-0.05	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	0.000	-1.18	12	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.24	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.059	0.42	13	6	0.40	deflated_sharpe 0.06 < 0.90

AEE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.11	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	0.073	0.48	32	6	0.80	deflated_sharpe 0.07 < 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	-1.57	19	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	0.013	-0.14	18	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.001	-0.85	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback	0.007	-0.32	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum	0.001	-0.93	30	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.003	-0.59	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.019	-0.02	17	6	0.00	deflated_sharpe 0.02 < 0.90

IFF short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.034	0.20	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	0.112	0.62	29	6	0.40	deflated_sharpe 0.11 < 0.90
bollinger	0.217	1.04	4	6	0.20	deflated_sharpe 0.22 < 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	0.035	0.21	28	6	0.60	deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.071	0.48	4	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
macd	0.000	-1.05	22	6	0.00	deflated_sharpe 0.00 < 0.90

APD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.008	-0.27	5	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 5 < 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	0.000	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	0.001	-0.99	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.002	-0.68	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.003	-0.55	15	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.012	-0.17	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.007	-0.33	21	6	0.20	deflated_sharpe 0.01 < 0.90

EL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.013	-0.14	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
base_breakout	0.002	-0.64	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.000	-1.28	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.037	0.22	20	6	0.00	deflated_sharpe 0.04 < 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	0.014	-0.12	25	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.004	-0.50	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.003	-0.62	21	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50

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	0.00	0	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	-1.74	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.099	0.63	16	6	0.00	deflated_sharpe 0.10 < 0.90
bollinger	0.090	0.60	6	6	0.00	deflated_sharpe 0.09 < 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	0.003	-0.58	38	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	0.016	-0.06	16	6	0.00	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	-1.29	1	6	0.00	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	0.314	1.02	3	6	0.20	deflated_sharpe 0.31 < 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	0.007	-0.32	24	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.40	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.000	-1.56	17	6	0.00	deflated_sharpe 0.00 < 0.90

ACHC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.055	0.39	4	6	0.00	deflated_sharpe 0.06 < 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	0.000	-1.24	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.005	-0.41	31	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.000	-0.95	8	6	0.20	deflated_sharpe 0.00 < 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	0.049	0.34	23	6	0.40	deflated_sharpe 0.05 < 0.90
sma_cross	0.016	-0.07	5	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.066	0.44	14	6	0.40	deflated_sharpe 0.07 < 0.90

IRDM short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.70	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	0.068	0.45	8	6	0.40	deflated_sharpe 0.07 < 0.90; n_trades 8 < 12
ma_pullback	0.000	-1.27	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.000	-1.11	15	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.040	0.25	5	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd	0.003	-0.58	16	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 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	0.032	0.17	32	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.002	-0.62	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.012	-0.17	19	6	0.20	deflated_sharpe 0.01 < 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	0.40	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	0.013	-0.14	35	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.009	-0.25	2	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
macd	0.001	-0.79	13	6	0.00	deflated_sharpe 0.00 < 0.90

LEN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.026	0.08	5	7	0.33	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
base_breakout	0.022	0.04	2	7	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
pead	0.000	-1.14	5	7	0.33	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
rsi2	0.405	1.37	38	7	0.33	deflated_sharpe 0.41 < 0.90
bollinger	0.004	-0.42	1	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ma_pullback	0.042	0.25	5	7	0.00	deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
ridge_momentum	0.049	0.31	57	7	0.67	deflated_sharpe 0.05 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.145	0.76	3	7	0.17	deflated_sharpe 0.14 < 0.90; n_trades 3 < 12
macd	0.089	0.54	17	7	0.00	deflated_sharpe 0.09 < 0.90

RHI short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.150	0.86	3	6	0.20	deflated_sharpe 0.15 < 0.90; n_trades 3 < 12
base_breakout	0.146	0.83	1	6	0.00	deflated_sharpe 0.15 < 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	0.196	0.99	36	6	0.20	deflated_sharpe 0.20 < 0.90
bollinger	0.291	0.96	1	6	0.00	deflated_sharpe 0.29 < 0.90; n_trades 1 < 12
ma_pullback	0.059	0.42	4	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
ridge_momentum	0.095	0.61	20	6	0.80	deflated_sharpe 0.10 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.310	1.33	2	6	0.00	deflated_sharpe 0.31 < 0.90; n_trades 2 < 12
macd	0.051	0.37	16	6	0.60	deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50

PNW short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.37	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 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	0.026	0.09	8	6	0.00	deflated_sharpe 0.03 < 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	0.024	0.06	28	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	0.002	-0.64	18	6	0.00	deflated_sharpe 0.00 < 0.90

IDA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.28	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	0.001	-1.00	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	0.029	0.14	28	6	0.20	deflated_sharpe 0.03 < 0.90
sma_cross	0.000	-1.21	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd	0.004	-0.48	11	6	0.20	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	-1.75	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	0.010	-0.22	7	6	0.40	deflated_sharpe 0.01 < 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	0.093	0.59	25	6	0.00	deflated_sharpe 0.09 < 0.90
sma_cross	0.001	-0.92	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.000	-1.05	21	6	0.40	deflated_sharpe 0.00 < 0.90

LBTYK short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.66	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	0.004	-0.49	14	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.328	1.24	9	6	0.00	deflated_sharpe 0.33 < 0.90; n_trades 9 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.015	-0.08	63	6	0.20	deflated_sharpe 0.02 < 0.90
sma_cross	0.025	0.09	4	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.003	-0.56	16	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	0.186	0.92	8	6	0.40	deflated_sharpe 0.19 < 0.90; n_trades 8 < 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	0.402	1.13	21	6	0.40	deflated_sharpe 0.40 < 0.90
bollinger	0.006	-0.35	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback	0.650	1.73	3	6	0.00	deflated_sharpe 0.65 < 0.90; n_trades 3 < 12
ridge_momentum	0.029	0.13	19	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.173	0.88	5	6	0.00	deflated_sharpe 0.17 < 0.90; n_trades 5 < 12
macd	0.203	1.00	20	6	0.20	deflated_sharpe 0.20 < 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	0.154	0.88	6	6	0.20	deflated_sharpe 0.15 < 0.90; n_trades 6 < 12
ma_pullback	0.002	-0.63	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.011	-0.20	32	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.011	-0.20	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.006	-0.36	15	6	0.00	deflated_sharpe 0.01 < 0.90

LBTYA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.23	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	0.478	1.51	10	6	0.00	deflated_sharpe 0.48 < 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	0.007	-0.34	61	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.005	-0.41	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.001	-0.93	17	6	0.20	deflated_sharpe 0.00 < 0.90

AVTR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.046	0.28	6	7	0.00	deflated_sharpe 0.05 < 0.90; n_trades 6 < 12
base_breakout	0.057	0.37	3	7	0.33	deflated_sharpe 0.06 < 0.90; n_trades 3 < 12
pead	0.004	-0.42	5	7	0.50	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
rsi2	0.261	1.02	43	7	0.17	deflated_sharpe 0.26 < 0.90
bollinger	0.426	1.17	2	7	0.00	deflated_sharpe 0.43 < 0.90; n_trades 2 < 12
ma_pullback	0.000	-1.03	5	7	0.33	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum	0.005	-0.38	29	7	0.67	deflated_sharpe 0.01 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.030	0.14	4	7	0.50	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.013	-0.13	17	7	0.00	deflated_sharpe 0.01 < 0.90

Watchlist — below tournament bar, tracked forward

STT long setup:ma_pullback sub-threshold evidence DSR 0.79 entry 189.97 · stop 180.46 · target 208.98

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