Trading Models — Tournament 2026-09-21

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① Find tickers

1003 universe → 40 L / 40 S past FA gate

78 tested · 0 passed nightly FDR · 2 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	0.91
2	SNDK	Information Technology	0.90
3	BHF	Financials	0.89
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	0.77
10	HLNE	Financials	0.76
11	NVDA	Information Technology	0.76
12	AA	Materials	0.76
13	CVX	Energy	0.76
14	ALB	Materials	0.76
15	CINF	Financials	0.76
16	PR	Energy	0.75
17	DVN	Energy	0.74
18	DINO	Energy	0.73
19	OVV	Energy	0.73
20	ALL	Financials	0.72
21	BAM	Financials	0.72
22	MTDR	Energy	0.72
23	COP	Energy	0.72
24	AMG	Financials	0.71
25	INCY	Health Care	0.71
26	NLY	Financials	0.70
27	FICO	Information Technology	0.70
28	CF	Materials	0.70
29	NBIX	Health Care	0.69
30	BEPC	Utilities	0.68
31	CRM	Information Technology	0.68
32	RGA	Financials	0.68
33	KNSL	Financials	0.67
34	LYB	Materials	0.67
35	FIS	Financials	0.66
36	NTRS	Financials	0.66
37	PNC	Financials	0.65
38	RDDT	Communication Services	0.65
39	JPM	Financials	0.65
40	PLTR	Information Technology	0.64

Short slate — bottom FA

#	ticker	sector	FA
1	FDXF	Industrials	0.16
2	EQH	Financials	0.17
3	IONS	Health Care	0.18
4	CPNG	Consumer Discretionary	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	COIN	Financials	0.29
15	KMX	Consumer Discretionary	0.29
16	KMB	Consumer Staples	0.30
17	CLX	Consumer Staples	0.30
18	CEG	Utilities	0.30
19	BA	Industrials	0.31
20	AEE	Utilities	0.31
21	IFF	Materials	0.31
22	CNH	Industrials	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	IRDM	Communication Services	0.33
28	LEN	Consumer Discretionary	0.34
29	CPT	Real Estate	0.34
30	ACHC	Health Care	0.34
31	BKR	Energy	0.34
32	PNW	Utilities	0.34
33	LNT	Utilities	0.34
34	IDA	Utilities	0.34
35	RHI	Industrials	0.35
36	LBTYK	Communication Services	0.35
37	FLUT	Consumer Discretionary	0.35
38	LBTYA	Communication Services	0.35
39	STWD	Financials	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	0.102	0.66	2	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 2 < 12
base_breakout	0.015	-0.09	1	6	0.20	deflated_sharpe 0.02 < 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	12	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.015	-0.10	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	0.052	0.36	28	6	0.60	deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.048	0.33	3	6	0.40	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
macd	0.037	0.22	17	6	0.20	deflated_sharpe 0.04 < 0.90

BHF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.094	0.55	4	5	0.00	deflated_sharpe 0.09 < 0.90; n_trades 4 < 12
base_breakout	0.001	-0.91	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	0.052	0.39	27	5	0.50	deflated_sharpe 0.05 < 0.90
bollinger	0.045	0.33	8	5	0.25	deflated_sharpe 0.05 < 0.90; n_trades 8 < 12
ma_pullback	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.110	0.67	18	5	0.75	deflated_sharpe 0.11 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.000	-1.44	5	5	0.75	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.75 > 0.50
macd	0.082	0.53	14	5	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	0.043	0.28	15	6	0.00	deflated_sharpe 0.04 < 0.90
bollinger	0.103	0.60	2	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 2 < 12
ma_pullback	0.157	0.82	1	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 1 < 12
ridge_momentum	0.052	0.35	26	6	0.40	deflated_sharpe 0.05 < 0.90
sma_cross	0.046	0.30	4	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
macd	0.013	-0.13	18	6	0.20	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	1.19	4	5	0.50	deflated_sharpe 0.22 < 0.90; n_trades 4 < 12
base_breakout	0.180	1.06	3	5	0.50	deflated_sharpe 0.18 < 0.90; n_trades 3 < 12
pead	0.000	-0.99	1	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.132	0.83	23	5	0.00	deflated_sharpe 0.13 < 0.90
bollinger	0.092	0.57	1	5	0.00	deflated_sharpe 0.09 < 0.90; n_trades 1 < 12
ma_pullback	0.070	0.50	2	5	0.25	deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
ridge_momentum	0.784	2.48	22	5	0.50	deflated_sharpe 0.78 < 0.90
sma_cross	0.585	2.12	0	5	0.25	deflated_sharpe 0.59 < 0.90; n_trades 0 < 12
macd	0.152	0.95	18	5	0.00	deflated_sharpe 0.15 < 0.90

EOG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.063	0.47	5	5	0.00	deflated_sharpe 0.06 < 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	0.005	-0.45	10	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 10 < 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	0.129	0.84	15	5	0.75	deflated_sharpe 0.13 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.020	-0.00	5	5	0.00	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.089	0.64	14	5	0.00	deflated_sharpe 0.09 < 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	0.034	0.19	15	6	0.20	deflated_sharpe 0.03 < 0.90
bollinger	0.068	0.46	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	0.053	0.37	28	6	0.80	deflated_sharpe 0.05 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.091	0.59	5	6	0.00	deflated_sharpe 0.09 < 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	0.760	2.42	1	5	0.00	deflated_sharpe 0.76 < 0.90; n_trades 1 < 12
base_breakout	0.578	1.96	2	5	0.50	deflated_sharpe 0.58 < 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	0.345	1.31	4	5	0.25	deflated_sharpe 0.34 < 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	0.013	-0.14	22	5	0.50	deflated_sharpe 0.01 < 0.90
sma_cross	0.575	2.08	3	5	0.25	deflated_sharpe 0.58 < 0.90; n_trades 3 < 12
macd	0.234	1.22	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	-1.48	7	5	0.50	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
base_breakout	0.004	-0.52	2	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.995	1.93	1	5	0.25	n_trades 1 < 12
rsi2	0.005	-0.40	19	5	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.029	0.15	1	5	0.00	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
ma_pullback	0.008	-0.31	3	5	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ridge_momentum	0.061	0.46	30	5	0.25	deflated_sharpe 0.06 < 0.90
sma_cross	0.024	0.08	2	5	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
macd	0.206	1.13	10	5	0.00	deflated_sharpe 0.21 < 0.90; n_trades 10 < 12

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	0.20	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	-1.54	9	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
bollinger	0.018	-0.03	10	6	0.20	deflated_sharpe 0.02 < 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	-1.43	40	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.07	6	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
macd	0.007	-0.34	12	6	0.40	deflated_sharpe 0.01 < 0.90

NVDA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.026	0.08	7	7	0.00	deflated_sharpe 0.03 < 0.90; n_trades 7 < 12
base_breakout	0.001	-0.76	5	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
pead	0.000	0.00	0	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.101	0.59	41	7	0.33	deflated_sharpe 0.10 < 0.90
bollinger	0.713	1.33	5	7	0.17	deflated_sharpe 0.71 < 0.90; n_trades 5 < 12
ma_pullback	0.000	-1.26	6	7	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ridge_momentum	0.070	0.44	70	7	0.67	deflated_sharpe 0.07 < 0.90; param change-rate 0.67 > 0.50
sma_cross	0.056	0.36	5	7	0.00	deflated_sharpe 0.06 < 0.90; n_trades 5 < 12
macd	0.002	-0.65	20	7	0.00	deflated_sharpe 0.00 < 0.90

AA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.047	0.31	6	6	0.00	deflated_sharpe 0.05 < 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	-1.09	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.006	-0.38	25	6	0.20	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	0.033	0.18	36	6	0.80	deflated_sharpe 0.03 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.340	1.33	2	6	0.00	deflated_sharpe 0.34 < 0.90; n_trades 2 < 12
macd	0.005	-0.45	22	6	0.40	deflated_sharpe 0.00 < 0.90

CVX long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.123	0.77	4	6	0.00	deflated_sharpe 0.12 < 0.90; n_trades 4 < 12
base_breakout	0.013	-0.14	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	0.232	1.15	36	6	0.00	deflated_sharpe 0.23 < 0.90
bollinger	0.005	-0.40	5	6	0.40	deflated_sharpe 0.01 < 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	0.125	0.76	22	6	0.40	deflated_sharpe 0.12 < 0.90
sma_cross	0.015	-0.09	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.025	0.08	18	6	0.00	deflated_sharpe 0.03 < 0.90

ALB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.112	0.77	5	5	0.50	deflated_sharpe 0.11 < 0.90; n_trades 5 < 12
base_breakout	0.029	0.14	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	0.608	2.06	17	5	0.00	deflated_sharpe 0.61 < 0.90
bollinger	0.018	-0.03	4	5	0.25	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
ma_pullback	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.087	0.62	30	5	0.75	deflated_sharpe 0.09 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.368	1.57	1	5	0.25	deflated_sharpe 0.37 < 0.90; n_trades 1 < 12
macd	0.028	0.14	16	5	0.25	deflated_sharpe 0.03 < 0.90

CINF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.39	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.000	-1.08	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	0.009	-0.26	37	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	0.267	1.23	37	6	1.00	deflated_sharpe 0.27 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.004	-0.45	6	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
macd	0.018	-0.03	18	6	0.00	deflated_sharpe 0.02 < 0.90

PR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.023	0.05	4	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout	0.067	0.46	4	6	0.60	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
pead	0.003	-0.60	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.040	0.25	22	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	0.005	-0.40	40	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.071	0.48	5	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 5 < 12
macd	0.105	0.68	16	6	0.40	deflated_sharpe 0.11 < 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	20	6	0.00	deflated_sharpe 0.08 < 0.90
bollinger	0.007	-0.33	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	0.021	0.01	38	6	0.20	deflated_sharpe 0.02 < 0.90
sma_cross	0.006	-0.37	5	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.042	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	0.141	0.83	8	6	0.00	deflated_sharpe 0.14 < 0.90; n_trades 8 < 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	0.213	1.02	30	6	0.20	deflated_sharpe 0.21 < 0.90
bollinger	0.051	0.34	4	6	0.00	deflated_sharpe 0.05 < 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	0.319	1.28	19	6	0.40	deflated_sharpe 0.32 < 0.90
sma_cross	0.277	1.22	1	6	0.20	deflated_sharpe 0.28 < 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

OVV long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.004	-0.48	7	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 7 < 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	0.048	0.32	19	6	0.20	deflated_sharpe 0.05 < 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	0.117	0.74	18	6	0.20	deflated_sharpe 0.12 < 0.90
sma_cross	0.007	-0.31	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

ALL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.89	5	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.003	-0.59	1	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.041	0.30	1	5	0.00	deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
rsi2	0.126	0.89	33	5	0.00	deflated_sharpe 0.13 < 0.90
bollinger	0.222	1.17	8	5	0.50	deflated_sharpe 0.22 < 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	0.060	0.46	20	5	0.50	deflated_sharpe 0.06 < 0.90
sma_cross	0.002	-0.78	6	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.009	-0.26	17	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	-1.38	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	-0.91	23	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.257	1.11	7	6	0.40	deflated_sharpe 0.26 < 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	0.032	0.17	15	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.006	-0.38	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.020	0.01	15	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	0.179	0.92	5	6	0.00	deflated_sharpe 0.18 < 0.90; n_trades 5 < 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	11	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 11 < 12
bollinger	0.012	-0.16	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	0.020	-0.00	27	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.026	0.10	6	6	0.80	deflated_sharpe 0.03 < 0.90; n_trades 6 < 12; param change-rate 0.80 > 0.50
macd	0.035	0.20	18	6	0.00	deflated_sharpe 0.03 < 0.90

COP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.008	-0.29	5	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
base_breakout	0.002	-0.64	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	0.156	0.84	5	6	0.00	deflated_sharpe 0.16 < 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	0.011	-0.19	27	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.027	0.11	4	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.001	-0.77	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	0.632	1.76	43	7	0.00	deflated_sharpe 0.63 < 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	0.459	1.42	39	7	0.50	deflated_sharpe 0.46 < 0.90
sma_cross	0.431	1.46	2	7	0.17	deflated_sharpe 0.43 < 0.90; n_trades 2 < 12
macd	0.001	-0.68	29	7	0.33	deflated_sharpe 0.00 < 0.90

INCY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.023	0.06	4	5	0.75	deflated_sharpe 0.02 < 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	0.021	0.03	26	5	0.50	deflated_sharpe 0.02 < 0.90
bollinger	0.114	0.76	5	5	0.00	deflated_sharpe 0.11 < 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	0.071	0.53	13	5	0.50	deflated_sharpe 0.07 < 0.90
sma_cross	0.134	0.84	3	5	0.25	deflated_sharpe 0.13 < 0.90; n_trades 3 < 12
macd	0.139	0.87	9	5	0.25	deflated_sharpe 0.14 < 0.90; n_trades 9 < 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	0.023	0.06	3	6	0.80	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12; param change-rate 0.80 > 0.50
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	-1.31	31	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	0.136	0.81	12	6	0.60	deflated_sharpe 0.14 < 0.90; param change-rate 0.60 > 0.50
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	0.483	1.66	15	6	0.00	deflated_sharpe 0.48 < 0.90

FICO long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.006	-0.39	3	5	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.002	-0.71	11	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 11 < 12
bollinger	0.006	-0.40	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	-1.56	30	5	0.25	deflated_sharpe 0.00 < 0.90
sma_cross	0.001	-0.92	5	5	0.75	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.75 > 0.50
macd	0.000	-1.53	17	5	0.75	deflated_sharpe 0.00 < 0.90; param change-rate 0.75 > 0.50

CF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.161	0.93	4	5	0.50	deflated_sharpe 0.16 < 0.90; n_trades 4 < 12
base_breakout	0.118	0.72	1	5	0.25	deflated_sharpe 0.12 < 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	-0.14	23	5	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.043	0.31	4	5	0.75	deflated_sharpe 0.04 < 0.90; n_trades 4 < 12; param change-rate 0.75 > 0.50
ma_pullback	0.000	-0.91	1	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.276	1.38	25	5	1.00	deflated_sharpe 0.28 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.111	0.73	3	5	0.25	deflated_sharpe 0.11 < 0.90; n_trades 3 < 12
macd	0.109	0.73	11	5	0.00	deflated_sharpe 0.11 < 0.90; n_trades 11 < 12

NBIX long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.022	0.04	5	5	0.00	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
base_breakout	0.001	-0.82	4	5	0.50	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
pead	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.014	-0.12	23	5	0.25	deflated_sharpe 0.01 < 0.90
bollinger	0.008	-0.33	5	5	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
ma_pullback	0.058	0.46	2	5	0.00	deflated_sharpe 0.06 < 0.90; n_trades 2 < 12
ridge_momentum	0.044	0.33	36	5	0.75	deflated_sharpe 0.04 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.024	0.07	2	5	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
macd	0.019	-0.02	15	5	0.00	deflated_sharpe 0.02 < 0.90

BEPC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.050	0.34	5	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 5 < 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	0.104	0.71	35	6	0.00	deflated_sharpe 0.10 < 0.90
bollinger	0.224	0.96	3	6	0.20	deflated_sharpe 0.22 < 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	0.067	0.47	22	6	0.60	deflated_sharpe 0.07 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.027	0.11	5	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd	0.086	0.56	16	6	0.60	deflated_sharpe 0.09 < 0.90; param change-rate 0.60 > 0.50

CRM long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.56	2	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
base_breakout	0.003	-0.56	1	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.037	0.23	0	5	0.00	deflated_sharpe 0.04 < 0.90; n_trades 0 < 12
rsi2	0.000	-1.97	10	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
bollinger	0.001	-1.05	4	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ma_pullback	0.013	-0.14	1	5	0.25	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum	0.003	-0.61	23	5	0.25	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-2.45	4	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.017	-0.06	12	5	0.00	deflated_sharpe 0.02 < 0.90

RGA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.037	0.22	1	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 1 < 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	0.025	0.09	18	6	0.00	deflated_sharpe 0.03 < 0.90
bollinger	0.034	0.19	7	6	0.60	deflated_sharpe 0.03 < 0.90; n_trades 7 < 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	0.128	0.74	13	6	0.40	deflated_sharpe 0.13 < 0.90
sma_cross	0.000	-1.02	8	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd	0.072	0.48	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	0.000	-1.04	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.000	-1.06	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	0.000	-0.95	16	6	0.00	deflated_sharpe 0.00 < 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	-0.83	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.003	-0.57	16	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.12	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.000	-1.32	21	6	0.00	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	0.313	1.11	15	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	0.001	-0.79	34	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.071	0.49	4	6	0.40	deflated_sharpe 0.07 < 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	0.25	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	0.000	-1.08	9	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
bollinger	0.001	-0.92	8	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 8 < 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	-1.53	8	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
sma_cross	0.029	0.14	2	5	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
macd	0.001	-0.98	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	0.190	0.92	7	6	0.20	deflated_sharpe 0.19 < 0.90; n_trades 7 < 12
base_breakout	0.074	0.49	3	6	0.20	deflated_sharpe 0.07 < 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	0.314	1.25	41	6	0.60	deflated_sharpe 0.31 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.190	0.95	3	6	0.60	deflated_sharpe 0.19 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
macd	0.257	1.15	15	6	0.20	deflated_sharpe 0.26 < 0.90

PNC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.162	0.88	3	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 3 < 12
base_breakout	0.161	0.88	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	-1.34	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	0.130	0.78	30	6	0.60	deflated_sharpe 0.13 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.015	-0.10	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.398	1.56	12	6	0.40	deflated_sharpe 0.40 < 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	0.091	0.61	7	6	0.00	deflated_sharpe 0.09 < 0.90; n_trades 7 < 12
base_breakout	0.005	-0.43	2	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.057	0.40	38	6	0.00	deflated_sharpe 0.06 < 0.90
bollinger	0.091	0.55	3	6	0.20	deflated_sharpe 0.09 < 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	0.198	1.01	17	6	0.00	deflated_sharpe 0.20 < 0.90
sma_cross	0.009	-0.24	6	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.153	0.89	13	6	0.20	deflated_sharpe 0.15 < 0.90

PLTR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.106	0.70	3	5	0.00	deflated_sharpe 0.11 < 0.90; n_trades 3 < 12
base_breakout	0.005	-0.47	5	5	0.75	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.75 > 0.50
pead	0.000	-1.53	2	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.131	0.79	31	5	0.00	deflated_sharpe 0.13 < 0.90
bollinger	0.029	0.15	3	5	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
ma_pullback	0.112	0.76	2	5	0.00	deflated_sharpe 0.11 < 0.90; n_trades 2 < 12
ridge_momentum	0.093	0.65	31	5	0.50	deflated_sharpe 0.09 < 0.90
sma_cross	0.278	1.29	2	5	0.00	deflated_sharpe 0.28 < 0.90; n_trades 2 < 12
macd	0.483	1.69	12	5	0.50	deflated_sharpe 0.48 < 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	0.333	1.23	25	6	0.00	deflated_sharpe 0.33 < 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	0.052	0.35	28	6	0.40	deflated_sharpe 0.05 < 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	-0.79	23	6	0.20	deflated_sharpe 0.00 < 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	0.329	0.91	2	6	0.20	deflated_sharpe 0.33 < 0.90; n_trades 2 < 12
rsi2	0.052	0.34	12	6	0.00	deflated_sharpe 0.05 < 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	-1.13	32	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.005	-0.40	4	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.000	-1.25	17	6	0.00	deflated_sharpe 0.00 < 0.90

CPNG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.097	0.67	5	5	0.00	deflated_sharpe 0.10 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.191	0.98	2	5	0.00	deflated_sharpe 0.19 < 0.90; n_trades 2 < 12
rsi2	0.045	0.33	15	5	0.00	deflated_sharpe 0.04 < 0.90
bollinger	0.000	-1.59	3	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.010	-0.24	21	5	0.25	deflated_sharpe 0.01 < 0.90
sma_cross	0.036	0.23	3	5	0.00	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
macd	0.025	0.09	14	5	0.00	deflated_sharpe 0.02 < 0.90

MOS short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.004	-0.50	7	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 7 < 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	0.026	0.09	29	6	0.20	deflated_sharpe 0.03 < 0.90
bollinger	0.146	0.82	7	6	0.20	deflated_sharpe 0.15 < 0.90; n_trades 7 < 12
ma_pullback	0.011	-0.19	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum	0.025	0.09	14	6	0.80	deflated_sharpe 0.03 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.002	-0.70	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.023	0.05	17	6	0.00	deflated_sharpe 0.02 < 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	0.160	0.86	36	6	0.20	deflated_sharpe 0.16 < 0.90
bollinger	0.006	-0.33	1	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ma_pullback	0.000	-1.57	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.006	-0.35	20	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.018	-0.04	4	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.087	0.57	15	6	0.00	deflated_sharpe 0.09 < 0.90

PEG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.48	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.002	-0.62	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	0.000	-1.14	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	0.036	0.21	36	6	1.00	deflated_sharpe 0.04 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.004	-0.49	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.002	-0.74	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	0.022	0.03	7	5	0.00	deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
base_breakout	0.006	-0.39	1	5	0.25	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead	0.000	-0.98	3	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.056	0.40	29	5	0.25	deflated_sharpe 0.06 < 0.90
bollinger	0.113	0.71	7	5	0.25	deflated_sharpe 0.11 < 0.90; n_trades 7 < 12
ma_pullback	0.335	1.14	3	5	0.00	deflated_sharpe 0.33 < 0.90; n_trades 3 < 12
ridge_momentum	0.208	0.99	21	5	0.25	deflated_sharpe 0.21 < 0.90
sma_cross	0.054	0.39	2	5	0.00	deflated_sharpe 0.05 < 0.90; n_trades 2 < 12
macd	0.453	1.42	12	5	0.00	deflated_sharpe 0.45 < 0.90

MTN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.005	-0.45	3	5	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout	0.001	-0.74	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	0.005	-0.45	25	5	0.25	deflated_sharpe 0.01 < 0.90
bollinger	0.104	0.76	5	5	0.75	deflated_sharpe 0.10 < 0.90; n_trades 5 < 12; param change-rate 0.75 > 0.50
ma_pullback	0.034	0.21	2	5	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
ridge_momentum	0.856	2.73	30	5	0.25	deflated_sharpe 0.86 < 0.90
sma_cross	0.047	0.35	1	5	0.00	deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
macd	0.058	0.44	13	5	0.00	deflated_sharpe 0.06 < 0.90

CMS short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.61	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
base_breakout	0.000	-1.14	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	0.090	0.56	21	6	0.80	deflated_sharpe 0.09 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.004	-0.49	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.000	-1.06	22	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50

H short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.008	-0.29	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	0.163	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	0.160	0.79	4	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 4 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.002	-0.61	26	6	0.40	deflated_sharpe 0.00 < 0.90
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	-0.71	3	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout	0.000	-1.01	1	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.003	-0.61	3	5	0.50	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.132	0.84	28	5	0.00	deflated_sharpe 0.13 < 0.90
bollinger	0.599	1.56	2	5	0.25	deflated_sharpe 0.60 < 0.90; n_trades 2 < 12
ma_pullback	0.040	0.27	2	5	0.00	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
ridge_momentum	0.071	0.54	27	5	0.75	deflated_sharpe 0.07 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.015	-0.10	3	5	0.25	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.016	-0.08	15	5	0.50	deflated_sharpe 0.02 < 0.90

COIN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.050	0.38	2	5	0.00	deflated_sharpe 0.05 < 0.90; n_trades 2 < 12
base_breakout	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.261	1.07	2	5	0.25	deflated_sharpe 0.26 < 0.90; n_trades 2 < 12
rsi2	0.066	0.49	16	5	0.00	deflated_sharpe 0.07 < 0.90
bollinger	0.000	-1.09	2	5	0.00	deflated_sharpe 0.00 < 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	0.010	-0.22	18	5	0.25	deflated_sharpe 0.01 < 0.90
sma_cross	0.078	0.58	3	5	0.00	deflated_sharpe 0.08 < 0.90; n_trades 3 < 12
macd	0.193	1.08	10	5	0.00	deflated_sharpe 0.19 < 0.90; n_trades 10 < 12

KMX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.051	0.36	7	5	0.00	deflated_sharpe 0.05 < 0.90; n_trades 7 < 12
base_breakout	0.159	0.77	1	5	0.25	deflated_sharpe 0.16 < 0.90; n_trades 1 < 12
pead	0.000	-1.28	3	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
rsi2	0.008	-0.30	27	5	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.007	-0.37	3	5	0.25	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ma_pullback	0.058	0.38	6	5	0.00	deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
ridge_momentum	0.009	-0.26	26	5	0.00	deflated_sharpe 0.01 < 0.90
sma_cross	0.038	0.25	4	5	0.00	deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
macd	0.209	1.02	10	5	0.00	deflated_sharpe 0.21 < 0.90; n_trades 10 < 12

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	0.057	0.39	32	6	0.20	deflated_sharpe 0.06 < 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	0.037	0.22	46	6	0.40	deflated_sharpe 0.04 < 0.90
sma_cross	0.025	0.08	5	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.006	-0.36	22	6	0.20	deflated_sharpe 0.01 < 0.90

CLX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.023	0.06	6	5	0.25	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout	0.053	0.39	2	5	0.25	deflated_sharpe 0.05 < 0.90; n_trades 2 < 12
pead	0.003	-0.64	1	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.041	0.28	28	5	0.25	deflated_sharpe 0.04 < 0.90
bollinger	0.002	-0.75	3	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.048	0.35	1	5	0.00	deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
ridge_momentum	0.039	0.26	17	5	0.75	deflated_sharpe 0.04 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.157	0.92	3	5	0.00	deflated_sharpe 0.16 < 0.90; n_trades 3 < 12
macd	0.199	1.06	14	5	0.25	deflated_sharpe 0.20 < 0.90

CEG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.69	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	-0.50	13	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.004	-0.45	4	6	0.40	deflated_sharpe 0.00 < 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	0.252	0.93	27	6	0.60	deflated_sharpe 0.25 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.12	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.012	-0.17	13	6	0.40	deflated_sharpe 0.01 < 0.90

BA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.17	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	-1.75	8	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
bollinger	0.009	-0.26	3	6	0.40	deflated_sharpe 0.01 < 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	-1.00	8	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
sma_cross	0.000	-1.44	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.044	0.29	14	6	0.40	deflated_sharpe 0.04 < 0.90

AEE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.19	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	0.113	0.67	41	6	0.60	deflated_sharpe 0.11 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.85	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.000	-1.63	19	6	0.00	deflated_sharpe 0.00 < 0.90

IFF short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.032	0.17	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	0.017	-0.05	25	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.067	0.46	4	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
macd	0.000	-1.15	23	6	0.20	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	0.09	2	5	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
base_breakout	0.000	-1.05	1	5	0.25	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	0.003	-0.64	12	5	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.001	-0.93	5	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ma_pullback	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.007	-0.35	20	5	0.50	deflated_sharpe 0.01 < 0.90
sma_cross	0.002	-0.68	4	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.062	0.48	13	5	0.50	deflated_sharpe 0.06 < 0.90

APD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.010	-0.22	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	0.004	-0.50	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ma_pullback	0.002	-0.68	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.000	-1.12	29	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.009	-0.25	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.004	-0.48	22	6	0.20	deflated_sharpe 0.00 < 0.90

EL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.008	-0.31	3	5	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout	0.002	-0.70	1	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.000	-1.40	2	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.054	0.37	15	5	0.00	deflated_sharpe 0.05 < 0.90
bollinger	0.000	-1.25	1	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ma_pullback	0.002	-0.73	2	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.001	-0.85	17	5	0.50	deflated_sharpe 0.00 < 0.90
sma_cross	0.005	-0.49	5	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.001	-0.92	18	5	1.00	deflated_sharpe 0.00 < 0.90; param change-rate 1.00 > 0.50

F short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.008	-0.26	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	0.078	0.52	15	6	0.00	deflated_sharpe 0.08 < 0.90
bollinger	0.090	0.60	7	6	0.00	deflated_sharpe 0.09 < 0.90; n_trades 7 < 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	-0.56	41	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.010	-0.21	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.013	-0.14	16	6	0.00	deflated_sharpe 0.01 < 0.90

NI short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.29	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	0.008	-0.29	22	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.000	-1.51	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.000	-1.64	18	6	0.00	deflated_sharpe 0.00 < 0.90

IRDM short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.54	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	0.001	-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	0.033	0.18	8	6	0.40	deflated_sharpe 0.03 < 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	-1.28	13	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.033	0.18	4	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.004	-0.47	17	6	0.40	deflated_sharpe 0.00 < 0.90

LEN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.024	0.07	5	7	0.33	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
base_breakout	0.014	-0.10	2	7	0.00	deflated_sharpe 0.01 < 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	0.403	1.37	38	7	0.33	deflated_sharpe 0.40 < 0.90
bollinger	0.004	-0.42	1	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ma_pullback	0.030	0.13	5	7	0.00	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
ridge_momentum	0.015	-0.09	57	7	0.83	deflated_sharpe 0.01 < 0.90; param change-rate 0.83 > 0.50
sma_cross	0.114	0.65	3	7	0.17	deflated_sharpe 0.11 < 0.90; n_trades 3 < 12
macd	0.063	0.40	17	7	0.00	deflated_sharpe 0.06 < 0.90

CPT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.70	3	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout	0.020	-0.00	2	5	0.00	deflated_sharpe 0.02 < 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	0.004	-0.57	18	5	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.268	1.02	1	5	0.00	deflated_sharpe 0.27 < 0.90; n_trades 1 < 12
ma_pullback	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.151	0.88	34	5	0.75	deflated_sharpe 0.15 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.006	-0.42	3	5	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.020	0.01	15	5	0.25	deflated_sharpe 0.02 < 0.90

ACHC short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.044	0.29	4	6	0.00	deflated_sharpe 0.04 < 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	-1.04	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	0.054	0.38	25	6	0.80	deflated_sharpe 0.05 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.006	-0.38	5	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd	0.065	0.44	11	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 11 < 12

BKR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.20	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	0.573	1.55	4	6	0.00	deflated_sharpe 0.57 < 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	0.041	0.26	39	6	0.20	deflated_sharpe 0.04 < 0.90
sma_cross	0.009	-0.25	2	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
macd	0.000	-1.16	12	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	0.001	-0.77	6	6	0.00	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	0.012	-0.16	28	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.78	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.001	-0.76	18	6	0.00	deflated_sharpe 0.00 < 0.90

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	0.073	0.49	25	6	0.80	deflated_sharpe 0.07 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.001	-0.92	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.001	-0.99	20	6	0.40	deflated_sharpe 0.00 < 0.90

IDA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-1.11	3	5	0.50	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger	0.001	-1.10	5	5	0.75	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.75 > 0.50
ma_pullback	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.022	0.04	23	5	0.25	deflated_sharpe 0.02 < 0.90
sma_cross	0.000	-1.26	2	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd	0.001	-1.02	11	5	0.50	deflated_sharpe 0.00 < 0.90; n_trades 11 < 12

RHI short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.130	0.78	3	6	0.20	deflated_sharpe 0.13 < 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	0.152	0.85	35	6	0.60	deflated_sharpe 0.15 < 0.90; param change-rate 0.60 > 0.50
bollinger	0.291	0.96	1	6	0.00	deflated_sharpe 0.29 < 0.90; n_trades 1 < 12
ma_pullback	0.058	0.41	4	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
ridge_momentum	0.116	0.71	19	6	0.20	deflated_sharpe 0.12 < 0.90
sma_cross	0.310	1.33	2	6	0.00	deflated_sharpe 0.31 < 0.90; n_trades 2 < 12
macd	0.073	0.54	14	6	0.00	deflated_sharpe 0.07 < 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	0.004	-0.49	14	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.254	1.08	9	6	0.00	deflated_sharpe 0.25 < 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	0.012	-0.16	57	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.010	-0.21	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.002	-0.68	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	0.205	0.98	7	6	0.40	deflated_sharpe 0.21 < 0.90; n_trades 7 < 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	0.491	1.24	21	6	0.40	deflated_sharpe 0.49 < 0.90
bollinger	0.010	-0.22	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	0.025	0.09	18	6	0.20	deflated_sharpe 0.03 < 0.90
sma_cross	0.195	0.95	5	6	0.00	deflated_sharpe 0.19 < 0.90; n_trades 5 < 12
macd	0.201	1.00	20	6	0.20	deflated_sharpe 0.20 < 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	0.363	1.32	9	6	0.00	deflated_sharpe 0.36 < 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	-0.67	56	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.004	-0.47	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.000	-1.02	18	6	0.40	deflated_sharpe 0.00 < 0.90

STWD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.66	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	-1.19	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	0.111	0.69	13	6	0.00	deflated_sharpe 0.11 < 0.90
bollinger	0.101	0.58	6	6	0.20	deflated_sharpe 0.10 < 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	0.106	0.63	12	6	0.60	deflated_sharpe 0.11 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.005	-0.44	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.009	-0.25	20	6	0.00	deflated_sharpe 0.01 < 0.90

PENN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.011	-0.19	3	5	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.053	0.40	1	5	0.25	deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
rsi2	0.447	1.72	28	5	0.00	deflated_sharpe 0.45 < 0.90
bollinger	0.106	0.73	3	5	0.25	deflated_sharpe 0.11 < 0.90; n_trades 3 < 12
ma_pullback	0.005	-0.48	2	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.025	0.08	24	5	0.50	deflated_sharpe 0.02 < 0.90
sma_cross	0.008	-0.30	4	5	0.50	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.022	0.05	12	5	0.00	deflated_sharpe 0.02 < 0.90

Watchlist — below tournament bar, tracked forward

NVDA long setup:pead sub-threshold evidence DSR 0.71 entry 222.27 · stop 220.65 · target 225.50

AMG long setup:ma_pullback sub-threshold evidence DSR 0.63 entry 359.46 · stop 339.87 · target 398.63

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