Trading Models — Tournament 2026-09-25

2026-10-16 2026-10-15 2026-10-14 2026-10-13 2026-10-12 2026-10-09 2026-10-08 2026-10-07 2026-10-06 2026-10-05 2026-10-02 2026-10-01 2026-09-30 2026-09-29 2026-09-28 2026-09-25 2026-09-24 2026-09-23 2026-09-22 2026-09-21 2026-09-18 2026-09-17 2026-09-16 2026-09-15 2026-09-14 2026-09-11 2026-09-10 2026-09-09 2026-09-08 2026-09-07 2026-09-04 2026-09-03 2026-09-02 2026-09-01 2026-08-31 2026-08-28 2026-08-27 2026-08-26 2026-08-25 2026-08-24 2026-08-21 2026-08-20 2026-08-19 2026-08-18 2026-08-17 2026-08-14 2026-08-13 2026-08-12 2026-08-11 2026-08-10 2026-08-07 2026-08-06 2026-08-05 2026-08-04 2026-08-03 2026-07-31 2026-07-30 2026-07-29 2026-07-28 2026-07-27 2026-07-24 2026-07-23 2026-07-22 2026-07-21 2026-07-20 2026-07-17 2026-07-16 2026-07-15 2026-07-14 2026-07-13 2026-07-10 2026-07-09 2026-07-08 2026-07-07 2026-07-06 2026-07-03 2026-07-02 2026-07-01 2026-06-30 2026-06-29 2026-06-26 2026-06-25 2026-06-24 2026-06-23 2026-06-22 2026-06-19 2026-06-18 2026-06-17 2026-06-16 2026-06-15 2026-06-12 2026-06-11 2026-06-10 2026-06-09

① Find tickers

1003 universe → 40 L / 40 S past FA gate

78 tested · 0 passed nightly FDR · 0 watchlist

② Find strategy

80 candidates → 0 survivors

③ Create trade

0 tickets

① Find tickers — FA slates

Long slate — top FA

#	ticker	sector	FA
1	CHRD	Energy	0.91
2	SNDK	Information Technology	0.90
3	BHF	Financials	0.89
4	FANG	Energy	0.84
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	AA	Materials	0.76
11	ALB	Materials	0.76
12	NVDA	Information Technology	0.76
13	HLNE	Financials	0.76
14	CVX	Energy	0.76
15	CINF	Financials	0.75
16	PR	Energy	0.75
17	DVN	Energy	0.73
18	ALL	Financials	0.73
19	DINO	Energy	0.73
20	OVV	Energy	0.73
21	COP	Energy	0.72
22	BAM	Financials	0.72
23	MTDR	Energy	0.72
24	FICO	Information Technology	0.71
25	CF	Materials	0.71
26	INCY	Health Care	0.71
27	APP	Information Technology	0.71
28	AMG	Financials	0.70
29	NLY	Financials	0.70
30	NBIX	Health Care	0.70
31	KNSL	Financials	0.68
32	BEPC	Utilities	0.68
33	RGA	Financials	0.67
34	LYB	Materials	0.67
35	FIS	Financials	0.66
36	PNC	Financials	0.66
37	NTRS	Financials	0.65
38	RDDT	Communication Services	0.65
39	JPM	Financials	0.64
40	JAZZ	Health Care	0.64

Short slate — bottom FA

#	ticker	sector	FA
1	FDXF	Industrials	0.16
2	EQH	Financials	0.17
3	CPNG	Consumer Discretionary	0.17
4	IONS	Health Care	0.18
5	LLYVA	Communication Services	0.21
6	MOS	Materials	0.21
7	DKNG	Consumer Discretionary	0.22
8	PEG	Utilities	0.24
9	MOH	Health Care	0.24
10	MTN	Consumer Discretionary	0.25
11	CMS	Utilities	0.25
12	H	Consumer Discretionary	0.28
13	LPX	Materials	0.28
14	COIN	Financials	0.29
15	KMB	Consumer Staples	0.29
16	KMX	Consumer Discretionary	0.30
17	CEG	Utilities	0.30
18	CLX	Consumer Staples	0.30
19	IFF	Materials	0.31
20	BA	Industrials	0.31
21	CNH	Industrials	0.32
22	EL	Consumer Staples	0.32
23	AEE	Utilities	0.32
24	F	Consumer Discretionary	0.33
25	LEN	Consumer Discretionary	0.33
26	NI	Utilities	0.33
27	IRDM	Communication Services	0.33
28	BKR	Energy	0.34
29	CPT	Real Estate	0.34
30	IDA	Utilities	0.34
31	CARR	Industrials	0.34
32	LBTYK	Communication Services	0.34
33	PNW	Utilities	0.34
34	RHI	Industrials	0.34
35	DRI	Consumer Discretionary	0.34
36	ACHC	Health Care	0.35
37	LBTYA	Communication Services	0.35
38	MRK	Health Care	0.35
39	FLUT	Consumer Discretionary	0.35
40	CLF	Materials	0.36

② Find strategy — walk-forward tournament

0 survivors — the bar held. Every strategy/ticker pair failed the out-of-sample survival criteria (deflated-Sharpe probability ≥ 0.90 corrected for the whole menu tried, ≥ 12 trades, stable parameters). No trades is the designed outcome most nights, not a failure. The verdicts below are the evidence of work.

78 ticker(s) with no survivor — show verdicts

CHRD long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.053	0.37	3	6	0.40	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
base_breakout	0.010	-0.22	1	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.003	-0.56	12	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.017	-0.04	6	6	0.40	deflated_sharpe 0.02 < 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	-0.03	26	6	0.20	deflated_sharpe 0.02 < 0.90
sma_cross	0.012	-0.15	5	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
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	0.094	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	0.038	0.26	27	5	0.50	deflated_sharpe 0.04 < 0.90
bollinger	0.042	0.30	8	5	0.25	deflated_sharpe 0.04 < 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	0.159	0.83	15	5	0.75	deflated_sharpe 0.16 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.000	-1.46	5	5	0.75	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.75 > 0.50
macd	0.078	0.52	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	0.031	0.16	15	6	0.00	deflated_sharpe 0.03 < 0.90
bollinger	0.115	0.65	2	6	0.00	deflated_sharpe 0.11 < 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	0.158	0.84	27	6	0.40	deflated_sharpe 0.16 < 0.90
sma_cross	0.015	-0.10	6	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
macd	0.017	-0.04	17	6	0.40	deflated_sharpe 0.02 < 0.90

AU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.221	1.19	4	5	0.50	deflated_sharpe 0.22 < 0.90; n_trades 4 < 12
base_breakout	0.139	0.90	3	5	0.50	deflated_sharpe 0.14 < 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	0.096	0.67	23	5	0.00	deflated_sharpe 0.10 < 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	0.793	2.51	22	5	0.75	deflated_sharpe 0.79 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.556	2.04	0	5	0.25	deflated_sharpe 0.56 < 0.90; n_trades 0 < 12
macd	0.171	1.02	18	5	0.00	deflated_sharpe 0.17 < 0.90

EOG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	verdict
donchian	0.081	0.59	5	5	deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
base_breakout	0.005	-0.48	2	5	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	5	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.005	-0.45	10	5	deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
bollinger	0.149	0.92	2	5	deflated_sharpe 0.15 < 0.90; n_trades 2 < 12
ma_pullback	0.000	0.00	0	5	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.059	0.45	14	5	deflated_sharpe 0.06 < 0.90
sma_cross	0.026	0.10	5	5	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd	0.105	0.73	14	5	deflated_sharpe 0.11 < 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	0.030	0.14	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	0.015	-0.10	34	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.078	0.52	5	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
macd	0.003	-0.56	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	0.784	2.50	1	5	0.00	deflated_sharpe 0.78 < 0.90; n_trades 1 < 12
base_breakout	0.650	2.13	2	5	0.50	deflated_sharpe 0.65 < 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	0.004	-0.53	19	5	0.00	deflated_sharpe 0.00 < 0.90
sma_cross	0.872	2.84	3	5	0.00	deflated_sharpe 0.87 < 0.90; n_trades 3 < 12
macd	0.255	1.28	16	5	0.00	deflated_sharpe 0.25 < 0.90

NU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.64	5	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 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	0.021	0.03	1	5	0.00	deflated_sharpe 0.02 < 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	0.269	1.29	21	5	0.00	deflated_sharpe 0.27 < 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

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	0.005	-0.44	25	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.105	0.64	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	0.026	0.10	33	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.326	1.30	2	6	0.00	deflated_sharpe 0.33 < 0.90; n_trades 2 < 12
macd	0.012	-0.15	17	6	0.00	deflated_sharpe 0.01 < 0.90

ALB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.113	0.77	5	5	0.50	deflated_sharpe 0.11 < 0.90; n_trades 5 < 12
base_breakout	0.024	0.08	2	5	0.25	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	0.642	2.14	18	5	0.00	deflated_sharpe 0.64 < 0.90
bollinger	0.073	0.52	4	5	0.25	deflated_sharpe 0.07 < 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	0.066	0.49	39	5	0.75	deflated_sharpe 0.07 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.387	1.62	2	5	0.00	deflated_sharpe 0.39 < 0.90; n_trades 2 < 12
macd	0.025	0.09	15	5	0.75	deflated_sharpe 0.02 < 0.90; param change-rate 0.75 > 0.50

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	0.114	0.64	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	0.037	0.21	69	7	0.50	deflated_sharpe 0.04 < 0.90
sma_cross	0.062	0.40	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

HLNE long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.52	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
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	-1.40	9	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12
bollinger	0.021	0.02	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	-1.42	36	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.30	7	6	1.00	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12; param change-rate 1.00 > 0.50
macd	0.005	-0.40	13	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	0.123	0.77	4	6	0.00	deflated_sharpe 0.12 < 0.90; n_trades 4 < 12
base_breakout	0.010	-0.23	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	0.241	1.18	36	6	0.00	deflated_sharpe 0.24 < 0.90
bollinger	0.007	-0.33	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	0.142	0.83	24	6	0.40	deflated_sharpe 0.14 < 0.90
sma_cross	0.021	0.02	5	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.025	0.08	19	6	0.00	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	-1.45	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.000	-1.28	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	0.007	-0.34	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	0.282	1.27	36	6	0.60	deflated_sharpe 0.28 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.004	-0.47	6	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.60 > 0.50
macd	0.022	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	0.031	0.16	4	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
base_breakout	0.064	0.44	4	6	0.60	deflated_sharpe 0.06 < 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	0.031	0.16	18	6	0.20	deflated_sharpe 0.03 < 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	0.026	0.10	43	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.069	0.47	5	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 5 < 12
macd	0.114	0.72	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	0.070	0.48	20	6	0.00	deflated_sharpe 0.07 < 0.90
bollinger	0.009	-0.27	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	0.006	-0.38	34	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.005	-0.41	5	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.045	0.30	17	6	0.20	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	-1.83	4	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 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	0.134	0.93	34	5	0.00	deflated_sharpe 0.13 < 0.90
bollinger	0.273	1.32	8	5	0.50	deflated_sharpe 0.27 < 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	0.071	0.54	21	5	1.00	deflated_sharpe 0.07 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.001	-0.82	6	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.021	0.01	18	5	0.75	deflated_sharpe 0.02 < 0.90; param change-rate 0.75 > 0.50

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	0.197	0.97	30	6	0.20	deflated_sharpe 0.20 < 0.90
bollinger	0.068	0.45	4	6	0.00	deflated_sharpe 0.07 < 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	0.248	1.11	19	6	0.20	deflated_sharpe 0.25 < 0.90
sma_cross	0.169	0.91	2	6	0.40	deflated_sharpe 0.17 < 0.90; n_trades 2 < 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	0.050	0.34	19	6	0.20	deflated_sharpe 0.05 < 0.90
bollinger	0.142	0.78	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	0.101	0.66	21	6	0.20	deflated_sharpe 0.10 < 0.90
sma_cross	0.007	-0.31	8	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
macd	0.068	0.47	21	6	0.00	deflated_sharpe 0.07 < 0.90

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	0.001	-0.79	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	0.005	-0.44	14	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.173	0.90	5	6	0.00	deflated_sharpe 0.17 < 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	0.005	-0.43	24	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.052	0.36	4	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
macd	0.001	-0.77	22	6	0.20	deflated_sharpe 0.00 < 0.90

BAM long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.44	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	0.000	-1.00	22	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.257	1.11	8	6	0.40	deflated_sharpe 0.26 < 0.90; n_trades 8 < 12
ma_pullback	0.032	0.17	5	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
ridge_momentum	0.033	0.19	16	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.006	-0.38	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.012	-0.15	16	6	0.20	deflated_sharpe 0.01 < 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	0.032	0.17	11	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 11 < 12
bollinger	0.016	-0.07	5	6	0.40	deflated_sharpe 0.02 < 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	0.069	0.48	26	6	0.60	deflated_sharpe 0.07 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.036	0.22	5	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 5 < 12
macd	0.034	0.20	19	6	0.00	deflated_sharpe 0.03 < 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	-0.72	11	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 11 < 12
bollinger	0.012	-0.17	7	5	0.25	deflated_sharpe 0.01 < 0.90; n_trades 7 < 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	-1.13	27	5	0.25	deflated_sharpe 0.00 < 0.90
sma_cross	0.002	-0.73	4	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.000	-1.50	15	5	0.25	deflated_sharpe 0.00 < 0.90

CF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.187	1.01	4	5	0.50	deflated_sharpe 0.19 < 0.90; n_trades 4 < 12
base_breakout	0.155	0.86	1	5	0.25	deflated_sharpe 0.16 < 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	0.017	-0.05	22	5	0.00	deflated_sharpe 0.02 < 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	-0.91	1	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.278	1.38	23	5	0.50	deflated_sharpe 0.28 < 0.90
sma_cross	0.200	1.05	4	5	0.00	deflated_sharpe 0.20 < 0.90; n_trades 4 < 12
macd	0.082	0.59	12	5	0.25	deflated_sharpe 0.08 < 0.90

INCY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.024	0.07	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	0.038	0.25	28	5	0.50	deflated_sharpe 0.04 < 0.90
bollinger	0.101	0.70	5	5	0.00	deflated_sharpe 0.10 < 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	0.060	0.45	6	5	1.00	deflated_sharpe 0.06 < 0.90; n_trades 6 < 12; param change-rate 1.00 > 0.50
sma_cross	0.154	0.92	3	5	0.25	deflated_sharpe 0.15 < 0.90; n_trades 3 < 12
macd	0.163	0.96	10	5	0.00	deflated_sharpe 0.16 < 0.90; n_trades 10 < 12

APP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.053	0.40	4	5	0.50	deflated_sharpe 0.05 < 0.90; n_trades 4 < 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	0.000	-1.09	23	5	0.25	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	0.138	0.88	53	5	0.25	deflated_sharpe 0.14 < 0.90
sma_cross	0.086	0.62	3	5	0.50	deflated_sharpe 0.09 < 0.90; n_trades 3 < 12
macd	0.459	1.73	9	5	0.00	deflated_sharpe 0.46 < 0.90; n_trades 9 < 12

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	0.645	1.79	43	7	0.00	deflated_sharpe 0.65 < 0.90
bollinger	0.238	0.88	7	7	0.33	deflated_sharpe 0.24 < 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	0.575	1.63	33	7	0.17	deflated_sharpe 0.58 < 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	30	7	0.33	deflated_sharpe 0.00 < 0.90

NLY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.100	0.64	7	6	0.20	deflated_sharpe 0.10 < 0.90; n_trades 7 < 12
base_breakout	0.018	-0.03	3	6	0.40	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	0.000	-1.30	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	0.094	0.62	11	6	0.20	deflated_sharpe 0.09 < 0.90; n_trades 11 < 12
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	0.464	1.62	15	6	0.00	deflated_sharpe 0.46 < 0.90

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	0.034	0.22	40	5	0.75	deflated_sharpe 0.03 < 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	0.023	0.07	14	5	0.00	deflated_sharpe 0.02 < 0.90

KNSL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.12	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.000	-1.30	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	-1.04	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	0.002	-0.61	15	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.16	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.000	-1.32	20	6	0.40	deflated_sharpe 0.00 < 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	0.095	0.66	34	6	0.00	deflated_sharpe 0.09 < 0.90
bollinger	0.220	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	0.071	0.49	21	6	0.40	deflated_sharpe 0.07 < 0.90
sma_cross	0.027	0.11	5	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd	0.105	0.66	16	6	0.40	deflated_sharpe 0.11 < 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	0.033	0.18	18	6	0.00	deflated_sharpe 0.03 < 0.90
bollinger	0.145	0.79	7	6	0.60	deflated_sharpe 0.14 < 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	0.338	1.28	14	6	0.60	deflated_sharpe 0.34 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.001	-0.88	8	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
macd	0.076	0.51	20	6	0.00	deflated_sharpe 0.08 < 0.90

LYB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.082	0.55	3	6	0.20	deflated_sharpe 0.08 < 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	0.270	1.03	15	6	0.00	deflated_sharpe 0.27 < 0.90
bollinger	0.004	-0.50	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	0.001	-0.95	30	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
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	0.25	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	7	5	0.50	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	-1.08	16	5	0.00	deflated_sharpe 0.00 < 0.90

PNC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.204	1.01	3	6	0.00	deflated_sharpe 0.20 < 0.90; n_trades 3 < 12
base_breakout	0.207	1.02	3	6	0.00	deflated_sharpe 0.21 < 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	-1.26	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	0.032	0.17	30	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.020	0.01	4	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.414	1.60	12	6	0.40	deflated_sharpe 0.41 < 0.90

NTRS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.269	1.11	7	6	0.20	deflated_sharpe 0.27 < 0.90; n_trades 7 < 12
base_breakout	0.133	0.74	3	6	0.20	deflated_sharpe 0.13 < 0.90; n_trades 3 < 12
pead	0.003	-0.53	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.046	0.30	38	6	0.00	deflated_sharpe 0.05 < 0.90
bollinger	0.164	0.84	6	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 6 < 12
ma_pullback	0.020	0.01	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
ridge_momentum	0.388	1.40	38	6	0.40	deflated_sharpe 0.39 < 0.90
sma_cross	0.189	0.94	3	6	0.60	deflated_sharpe 0.19 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
macd	0.282	1.22	15	6	0.20	deflated_sharpe 0.28 < 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	0.139	0.82	7	6	0.00	deflated_sharpe 0.14 < 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	0.063	0.44	38	6	0.00	deflated_sharpe 0.06 < 0.90
bollinger	0.107	0.62	3	6	0.20	deflated_sharpe 0.11 < 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	0.244	1.14	16	6	0.20	deflated_sharpe 0.24 < 0.90
sma_cross	0.017	-0.04	6	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd	0.198	1.04	13	6	0.20	deflated_sharpe 0.20 < 0.90

JAZZ long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.019	-0.02	4	5	0.00	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
base_breakout	0.003	-0.57	2	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.016	-0.08	1	5	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
rsi2	0.070	0.54	21	5	0.00	deflated_sharpe 0.07 < 0.90
bollinger	0.025	0.09	4	5	0.00	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-1.26	2	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.036	0.23	23	5	0.00	deflated_sharpe 0.04 < 0.90
sma_cross	0.125	0.76	1	5	0.00	deflated_sharpe 0.12 < 0.90; n_trades 1 < 12
macd	0.298	1.15	15	5	0.00	deflated_sharpe 0.30 < 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	26	6	0.00	deflated_sharpe 0.33 < 0.90
bollinger	0.134	0.89	2	6	0.00	deflated_sharpe 0.13 < 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	0.064	0.44	26	6	0.80	deflated_sharpe 0.06 < 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	0.002	-0.72	23	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	0.090	0.63	5	5	0.50	deflated_sharpe 0.09 < 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	0.044	0.33	15	5	0.00	deflated_sharpe 0.04 < 0.90
bollinger	0.000	-1.49	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	0.008	-0.32	16	5	0.50	deflated_sharpe 0.01 < 0.90
sma_cross	0.044	0.31	3	5	0.00	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
macd	0.028	0.14	15	5	0.00	deflated_sharpe 0.03 < 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	0.20	deflated_sharpe 0.31 < 0.90; n_trades 1 < 12
rsi2	0.031	0.16	11	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 11 < 12
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	-1.12	29	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.002	-0.66	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.000	-1.26	17	6	0.00	deflated_sharpe 0.00 < 0.90

LLYVA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-0.99	4	6	0.80	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.80 > 0.50
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.382	0.96	2	6	0.00	deflated_sharpe 0.38 < 0.90; n_trades 2 < 12
bollinger	0.010	-0.21	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.068	0.46	36	6	0.40	deflated_sharpe 0.07 < 0.90
sma_cross	0.001	-0.77	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd	0.003	-0.55	20	6	0.40	deflated_sharpe 0.00 < 0.90

MOS short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.004	-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	0.025	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	0.107	0.65	18	6	0.80	deflated_sharpe 0.11 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.002	-0.65	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.021	0.02	17	6	0.00	deflated_sharpe 0.02 < 0.90

DKNG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.075	0.50	5	6	0.00	deflated_sharpe 0.08 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.004	-0.48	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.159	0.86	37	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	0.008	-0.27	17	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.024	0.06	4	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.086	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	25	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	0.084	0.55	32	6	0.40	deflated_sharpe 0.08 < 0.90
sma_cross	0.004	-0.46	6	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.001	-0.77	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	30	5	0.25	deflated_sharpe 0.06 < 0.90
bollinger	0.159	0.88	7	5	0.25	deflated_sharpe 0.16 < 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	0.178	0.91	23	5	0.75	deflated_sharpe 0.18 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.052	0.38	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	0.002	-0.73	4	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.001	-0.74	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	0.007	-0.34	21	5	0.25	deflated_sharpe 0.01 < 0.90
bollinger	0.091	0.69	5	5	1.00	deflated_sharpe 0.09 < 0.90; n_trades 5 < 12; param change-rate 1.00 > 0.50
ma_pullback	0.034	0.21	2	5	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
ridge_momentum	0.541	1.95	27	5	0.50	deflated_sharpe 0.54 < 0.90
sma_cross	0.037	0.25	1	5	0.00	deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
macd	0.028	0.14	14	5	0.00	deflated_sharpe 0.03 < 0.90

CMS short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.56	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
base_breakout	0.000	-1.10	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	0.044	0.28	22	6	0.40	deflated_sharpe 0.04 < 0.90
sma_cross	0.003	-0.52	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.000	-1.19	23	6	1.00	deflated_sharpe 0.00 < 0.90; param change-rate 1.00 > 0.50

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	0.137	0.72	4	6	0.00	deflated_sharpe 0.14 < 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	0.003	-0.53	28	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 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	-0.71	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	0.147	0.90	28	5	0.00	deflated_sharpe 0.15 < 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	0.109	0.76	24	5	0.75	deflated_sharpe 0.11 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.016	-0.07	3	5	0.25	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.065	0.49	15	5	0.25	deflated_sharpe 0.07 < 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	0.064	0.48	16	5	0.00	deflated_sharpe 0.06 < 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	0.013	-0.15	19	5	0.50	deflated_sharpe 0.01 < 0.90
sma_cross	0.051	0.39	3	5	0.25	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
macd	0.198	1.10	10	5	0.00	deflated_sharpe 0.20 < 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	0.047	0.31	33	6	0.20	deflated_sharpe 0.05 < 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	0.036	0.21	46	6	0.40	deflated_sharpe 0.04 < 0.90
sma_cross	0.017	-0.05	5	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.004	-0.46	22	6	0.20	deflated_sharpe 0.00 < 0.90

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	0.000	0.00	0	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 0 < 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	0.018	-0.02	5	5	0.25	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
ma_pullback	0.058	0.38	6	5	0.00	deflated_sharpe 0.06 < 0.90; n_trades 6 < 12
ridge_momentum	0.012	-0.18	28	5	0.25	deflated_sharpe 0.01 < 0.90
sma_cross	0.037	0.24	4	5	0.00	deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
macd	0.195	0.98	11	5	0.00	deflated_sharpe 0.19 < 0.90; n_trades 11 < 12

CEG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.73	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	0.003	-0.55	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	0.387	1.13	28	6	0.40	deflated_sharpe 0.39 < 0.90
sma_cross	0.000	-1.10	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.012	-0.15	14	6	0.40	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	0.082	0.59	28	5	0.25	deflated_sharpe 0.08 < 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	0.012	-0.19	17	5	0.50	deflated_sharpe 0.01 < 0.90
sma_cross	0.157	0.92	3	5	0.00	deflated_sharpe 0.16 < 0.90; n_trades 3 < 12
macd	0.224	1.14	14	5	0.25	deflated_sharpe 0.22 < 0.90

IFF short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.029	0.14	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	0.105	0.65	35	6	0.40	deflated_sharpe 0.10 < 0.90
sma_cross	0.063	0.44	4	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
macd	0.000	-1.15	23	6	0.20	deflated_sharpe 0.00 < 0.90

BA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.17	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	0.000	-1.20	1	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.000	-1.70	8	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
bollinger	0.006	-0.37	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	0.001	-0.85	9	6	0.80	deflated_sharpe 0.00 < 0.90; n_trades 9 < 12; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.40	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.029	0.13	14	6	0.40	deflated_sharpe 0.03 < 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	0.001	-0.97	19	5	0.25	deflated_sharpe 0.00 < 0.90
sma_cross	0.004	-0.55	4	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.056	0.43	13	5	0.50	deflated_sharpe 0.06 < 0.90

EL short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.011	-0.22	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	0.077	0.52	14	5	0.00	deflated_sharpe 0.08 < 0.90
bollinger	0.000	-1.25	1	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ma_pullback	0.003	-0.62	2	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.005	-0.47	14	5	0.50	deflated_sharpe 0.01 < 0.90
sma_cross	0.006	-0.43	4	5	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.001	-0.87	16	5	0.75	deflated_sharpe 0.00 < 0.90; param change-rate 0.75 > 0.50

AEE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.19	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger	0.000	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	0.051	0.34	33	6	0.80	deflated_sharpe 0.05 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.000	-1.33	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd	0.000	-1.70	19	6	0.00	deflated_sharpe 0.00 < 0.90

F short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.006	-0.35	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	34	6	1.00	deflated_sharpe 0.00 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.011	-0.20	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.018	-0.02	16	6	0.00	deflated_sharpe 0.02 < 0.90

LEN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.023	0.05	5	7	0.33	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
base_breakout	0.015	-0.08	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	0.442	1.44	39	7	0.33	deflated_sharpe 0.44 < 0.90
bollinger	0.004	-0.42	1	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ma_pullback	0.031	0.15	5	7	0.00	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
ridge_momentum	0.057	0.36	62	7	0.83	deflated_sharpe 0.06 < 0.90; param change-rate 0.83 > 0.50
sma_cross	0.219	0.98	1	7	0.17	deflated_sharpe 0.22 < 0.90; n_trades 1 < 12
macd	0.046	0.29	17	7	0.00	deflated_sharpe 0.05 < 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	-0.34	22	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-0.99	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd	0.000	-1.67	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	0.059	0.40	8	6	0.40	deflated_sharpe 0.06 < 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	-1.08	12	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.020	0.00	5	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.003	-0.58	16	6	0.20	deflated_sharpe 0.00 < 0.90

BKR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.12	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	0.019	-0.01	39	6	0.60	deflated_sharpe 0.02 < 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	-0.98	12	6	0.40	deflated_sharpe 0.00 < 0.90

CPT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.66	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	0.005	-0.50	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	0.198	1.03	30	5	0.75	deflated_sharpe 0.20 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.006	-0.40	3	5	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.017	-0.05	15	5	0.25	deflated_sharpe 0.02 < 0.90

IDA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.57	5	5	0.50	deflated_sharpe 0.00 < 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	0.000	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	0.016	-0.08	26	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	0.002	-0.78	10	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 10 < 12

CARR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.034	0.22	3	5	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
base_breakout	0.001	-0.74	1	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.079	0.55	1	5	0.00	deflated_sharpe 0.08 < 0.90; n_trades 1 < 12
rsi2	0.056	0.44	25	5	0.00	deflated_sharpe 0.06 < 0.90
bollinger	0.015	-0.09	3	5	0.00	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
ma_pullback	0.061	0.49	1	5	0.00	deflated_sharpe 0.06 < 0.90; n_trades 1 < 12
ridge_momentum	0.004	-0.52	15	5	0.50	deflated_sharpe 0.00 < 0.90
sma_cross	0.009	-0.28	3	5	0.50	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.050	0.37	13	5	0.25	deflated_sharpe 0.05 < 0.90

LBTYK short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.56	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	0.269	1.12	9	6	0.00	deflated_sharpe 0.27 < 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	0.032	0.17	54	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.017	-0.05	4	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.000	-1.14	20	6	0.20	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	-0.81	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.001	-0.66	1	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.029	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	34	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.000	-1.51	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.001	-0.91	18	6	0.00	deflated_sharpe 0.00 < 0.90

RHI short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.120	0.74	3	6	0.20	deflated_sharpe 0.12 < 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	0.061	0.43	4	6	0.20	deflated_sharpe 0.06 < 0.90; n_trades 4 < 12
ridge_momentum	0.108	0.67	17	6	0.60	deflated_sharpe 0.11 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.310	1.33	2	6	0.00	deflated_sharpe 0.31 < 0.90; n_trades 2 < 12
macd	0.068	0.50	14	6	0.40	deflated_sharpe 0.07 < 0.90

DRI short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.20	4	5	0.75	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12; param change-rate 0.75 > 0.50
base_breakout	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.017	-0.05	1	5	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
rsi2	0.008	-0.31	9	5	0.00	deflated_sharpe 0.01 < 0.90; n_trades 9 < 12
bollinger	0.034	0.22	2	5	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
ma_pullback	0.002	-0.55	1	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.001	-0.92	29	5	0.75	deflated_sharpe 0.00 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.005	-0.48	2	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd	0.000	-1.28	14	5	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	0.046	0.32	4	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
base_breakout	0.202	0.83	1	6	0.00	deflated_sharpe 0.20 < 0.90; n_trades 1 < 12
pead	0.000	-1.35	3	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
rsi2	0.005	-0.41	31	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.000	-1.06	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	0.083	0.57	22	6	0.20	deflated_sharpe 0.08 < 0.90
sma_cross	0.014	-0.11	4	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
macd	0.093	0.59	14	6	0.60	deflated_sharpe 0.09 < 0.90; param change-rate 0.60 > 0.50

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	0.008	-0.27	56	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.003	-0.60	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.000	-1.18	18	6	0.20	deflated_sharpe 0.00 < 0.90

MRK short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.84	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.013	-0.14	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead	0.052	0.37	1	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 1 < 12
rsi2	0.007	-0.31	24	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.294	1.01	2	6	0.00	deflated_sharpe 0.29 < 0.90; n_trades 2 < 12
ma_pullback	0.096	0.58	2	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 2 < 12
ridge_momentum	0.009	-0.24	12	6	0.20	deflated_sharpe 0.01 < 0.90
sma_cross	0.002	-0.69	5	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd	0.005	-0.40	17	6	0.20	deflated_sharpe 0.01 < 0.90

FLUT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.190	0.93	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	0.491	1.24	22	6	0.40	deflated_sharpe 0.49 < 0.90
bollinger	0.028	0.11	4	6	0.00	deflated_sharpe 0.03 < 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	0.046	0.30	32	6	0.60	deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.238	1.06	5	6	0.00	deflated_sharpe 0.24 < 0.90; n_trades 5 < 12
macd	0.211	1.02	20	6	0.20	deflated_sharpe 0.21 < 0.90

CLF short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-0.95	5	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.025	0.08	2	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
rsi2	0.002	-0.62	26	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.019	-0.02	4	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
ma_pullback	0.022	0.03	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
ridge_momentum	0.034	0.19	55	6	0.20	deflated_sharpe 0.03 < 0.90
sma_cross	0.007	-0.34	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.019	-0.02	16	6	0.20	deflated_sharpe 0.02 < 0.90

③ Create trade — tickets & performance since issue

no tickets on this date