Trading Models — Tournament 2026-10-16

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	SNDK	Information Technology	0.92
2	CHRD	Energy	0.91
3	BHF	Financials	0.88
4	AU	Materials	0.85
5	FANG	Energy	0.82
6	MU	Information Technology	0.82
7	EOG	Energy	0.81
8	OXY	Energy	0.79
9	ALB	Materials	0.78
10	NVDA	Information Technology	0.76
11	HLNE	Financials	0.76
12	NU	Financials	0.76
13	CVX	Energy	0.76
14	CINF	Financials	0.75
15	PR	Energy	0.74
16	DINO	Energy	0.73
17	DVN	Energy	0.73
18	AA	Materials	0.73
19	APP	Information Technology	0.73
20	ALL	Financials	0.73
21	INCY	Health Care	0.72
22	MTDR	Energy	0.72
23	BAM	Financials	0.72
24	NLY	Financials	0.72
25	FICO	Information Technology	0.72
26	COP	Energy	0.71
27	CF	Materials	0.71
28	OVV	Energy	0.71
29	NBIX	Health Care	0.70
30	AMG	Financials	0.70
31	BEPC	Utilities	0.68
32	KNSL	Financials	0.68
33	RGA	Financials	0.67
34	BX	Financials	0.67
35	NTRS	Financials	0.67
36	FIS	Financials	0.66
37	RDDT	Communication Services	0.65
38	TDC	Information Technology	0.65
39	JAZZ	Health Care	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	MTN	Consumer Discretionary	0.17
4	CPNG	Consumer Discretionary	0.17
5	IONS	Health Care	0.18
6	LLYVA	Communication Services	0.21
7	MOS	Materials	0.22
8	PEG	Utilities	0.24
9	MOH	Health Care	0.24
10	CMS	Utilities	0.25
11	DKNG	Consumer Discretionary	0.25
12	H	Consumer Discretionary	0.27
13	LPX	Materials	0.28
14	KMB	Consumer Staples	0.28
15	COIN	Financials	0.29
16	CLX	Consumer Staples	0.30
17	NKE	Consumer Discretionary	0.30
18	CEG	Utilities	0.30
19	APD	Materials	0.30
20	BA	Industrials	0.31
21	LW	Consumer Staples	0.31
22	AEE	Utilities	0.31
23	IFF	Materials	0.31
24	EL	Consumer Staples	0.32
25	PNW	Utilities	0.32
26	NI	Utilities	0.33
27	DRI	Consumer Discretionary	0.33
28	F	Consumer Discretionary	0.33
29	CPT	Real Estate	0.33
30	ACHC	Health Care	0.34
31	LNT	Utilities	0.34
32	CNH	Industrials	0.34
33	IDA	Utilities	0.34
34	LBTYK	Communication Services	0.34
35	IRDM	Communication Services	0.34
36	LBTYA	Communication Services	0.34
37	AVTR	Health Care	0.34
38	OLN	Materials	0.36
39	STWD	Financials	0.36
40	FLUT	Consumer Discretionary	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	0.102	0.66	2	6	0.00	deflated_sharpe 0.10 < 0.90; n_trades 2 < 12
base_breakout	0.002	-0.56	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	0.001	-0.90	13	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.024	0.06	2	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
ma_pullback	0.460	0.81	1	6	0.00	deflated_sharpe 0.46 < 0.90; n_trades 1 < 12
ridge_momentum	0.010	-0.23	32	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.054	0.37	2	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 2 < 12
macd	0.019	-0.01	18	6	0.40	deflated_sharpe 0.02 < 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	0.039	0.27	27	5	0.50	deflated_sharpe 0.04 < 0.90
bollinger	0.039	0.27	8	5	0.50	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	0.035	0.21	19	5	0.50	deflated_sharpe 0.03 < 0.90
sma_cross	0.000	-1.12	6	5	0.50	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.035	0.21	14	5	0.50	deflated_sharpe 0.03 < 0.90

AU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.192	1.09	5	5	0.50	deflated_sharpe 0.19 < 0.90; n_trades 5 < 12
base_breakout	0.126	0.84	4	5	0.50	deflated_sharpe 0.13 < 0.90; n_trades 4 < 12
pead	0.000	-0.99	1	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.071	0.53	24	5	0.00	deflated_sharpe 0.07 < 0.90
bollinger	0.486	1.42	2	5	0.00	deflated_sharpe 0.49 < 0.90; n_trades 2 < 12
ma_pullback	0.070	0.50	2	5	0.25	deflated_sharpe 0.07 < 0.90; n_trades 2 < 12
ridge_momentum	0.676	2.25	14	5	1.00	deflated_sharpe 0.68 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.523	1.96	1	5	0.25	deflated_sharpe 0.52 < 0.90; n_trades 1 < 12
macd	0.290	1.39	17	5	0.00	deflated_sharpe 0.29 < 0.90

FANG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.010	-0.21	4	6	0.20	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	0.033	0.18	17	6	0.00	deflated_sharpe 0.03 < 0.90
bollinger	0.113	0.64	1	6	0.00	deflated_sharpe 0.11 < 0.90; n_trades 1 < 12
ma_pullback	0.157	0.82	1	6	0.00	deflated_sharpe 0.16 < 0.90; n_trades 1 < 12
ridge_momentum	0.048	0.33	27	6	0.40	deflated_sharpe 0.05 < 0.90
sma_cross	0.043	0.28	4	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
macd	0.006	-0.35	17	6	0.40	deflated_sharpe 0.01 < 0.90

MU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.642	2.13	2	5	0.00	deflated_sharpe 0.64 < 0.90; n_trades 2 < 12
base_breakout	0.208	1.11	3	5	0.50	deflated_sharpe 0.21 < 0.90; n_trades 3 < 12
pead	0.200	0.86	2	5	0.25	deflated_sharpe 0.20 < 0.90; n_trades 2 < 12
rsi2	0.181	1.02	24	5	0.00	deflated_sharpe 0.18 < 0.90
bollinger	0.525	1.64	4	5	0.25	deflated_sharpe 0.53 < 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	0.028	0.13	30	5	0.25	deflated_sharpe 0.03 < 0.90
sma_cross	0.636	2.15	4	5	0.00	deflated_sharpe 0.64 < 0.90; n_trades 4 < 12
macd	0.284	1.32	16	5	0.00	deflated_sharpe 0.28 < 0.90

EOG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.084	0.61	5	5	0.00	deflated_sharpe 0.08 < 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	0.017	-0.06	10	5	0.00	deflated_sharpe 0.02 < 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	0.024	0.08	12	5	0.25	deflated_sharpe 0.02 < 0.90
sma_cross	0.054	0.41	4	5	0.00	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
macd	0.082	0.60	15	5	0.00	deflated_sharpe 0.08 < 0.90

OXY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.054	0.37	3	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.051	0.33	3	6	0.60	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
rsi2	0.006	-0.35	16	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.069	0.47	4	6	0.00	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
ma_pullback	0.000	-0.83	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.090	0.59	28	6	0.60	deflated_sharpe 0.09 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.033	0.18	7	6	0.60	deflated_sharpe 0.03 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
macd	0.001	-0.88	21	6	0.40	deflated_sharpe 0.00 < 0.90

ALB long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.104	0.72	4	5	0.25	deflated_sharpe 0.10 < 0.90; n_trades 4 < 12
base_breakout	0.002	-0.69	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	0.643	2.12	19	5	0.00	deflated_sharpe 0.64 < 0.90
bollinger	0.057	0.42	2	5	0.25	deflated_sharpe 0.06 < 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	0.056	0.42	23	5	0.50	deflated_sharpe 0.06 < 0.90
sma_cross	0.519	1.92	0	5	0.25	deflated_sharpe 0.52 < 0.90; n_trades 0 < 12
macd	0.035	0.23	17	5	0.25	deflated_sharpe 0.04 < 0.90

NVDA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.008	-0.27	8	7	0.17	deflated_sharpe 0.01 < 0.90; n_trades 8 < 12
base_breakout	0.001	-0.84	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	0.157	0.79	42	7	0.00	deflated_sharpe 0.16 < 0.90
bollinger	0.634	1.28	5	7	0.33	deflated_sharpe 0.63 < 0.90; n_trades 5 < 12
ma_pullback	0.000	-1.18	6	7	0.17	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
ridge_momentum	0.023	0.04	74	7	0.50	deflated_sharpe 0.02 < 0.90
sma_cross	0.025	0.07	6	7	0.50	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd	0.001	-0.69	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	-1.05	7	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
bollinger	0.038	0.23	10	6	0.20	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	0.001	-0.85	48	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.002	-0.69	7	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd	0.004	-0.47	15	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50

NU long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.72	6	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 6 < 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	0.032	0.18	2	5	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
ma_pullback	0.008	-0.31	3	5	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ridge_momentum	0.081	0.59	19	5	0.25	deflated_sharpe 0.08 < 0.90
sma_cross	0.024	0.08	2	5	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
macd	0.121	0.80	10	5	0.00	deflated_sharpe 0.12 < 0.90; n_trades 10 < 12

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	0.021	0.03	2	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.203	1.06	36	6	0.00	deflated_sharpe 0.20 < 0.90
bollinger	0.026	0.10	3	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
ma_pullback	0.000	-1.04	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.262	1.23	27	6	0.60	deflated_sharpe 0.26 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.016	-0.07	5	6	0.60	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd	0.020	0.00	19	6	0.00	deflated_sharpe 0.02 < 0.90

CINF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.77	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.016	-0.07	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	-0.57	36	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.130	0.73	4	6	0.40	deflated_sharpe 0.13 < 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	0.407	1.58	37	6	0.60	deflated_sharpe 0.41 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.011	-0.19	5	6	0.60	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
macd	0.017	-0.05	20	6	0.20	deflated_sharpe 0.02 < 0.90

PR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.018	-0.04	7	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 7 < 12
base_breakout	0.100	0.64	3	6	0.40	deflated_sharpe 0.10 < 0.90; n_trades 3 < 12
pead	0.003	-0.60	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
rsi2	0.047	0.31	20	6	0.60	deflated_sharpe 0.05 < 0.90; param change-rate 0.60 > 0.50
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	0.030	0.15	43	6	0.60	deflated_sharpe 0.03 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.096	0.62	4	6	0.20	deflated_sharpe 0.10 < 0.90; n_trades 4 < 12
macd	0.070	0.49	17	6	0.40	deflated_sharpe 0.07 < 0.90

DINO long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.156	0.97	5	5	0.25	deflated_sharpe 0.16 < 0.90; n_trades 5 < 12
base_breakout	0.015	-0.09	3	5	0.25	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
pead	0.000	0.00	0	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.145	0.88	25	5	0.25	deflated_sharpe 0.15 < 0.90
bollinger	0.069	0.51	4	5	0.25	deflated_sharpe 0.07 < 0.90; n_trades 4 < 12
ma_pullback	0.007	-0.34	2	5	0.25	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ridge_momentum	0.465	1.69	16	5	0.75	deflated_sharpe 0.47 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.183	1.05	1	5	0.00	deflated_sharpe 0.18 < 0.90; n_trades 1 < 12
macd	0.190	1.11	12	5	1.00	deflated_sharpe 0.19 < 0.90; param change-rate 1.00 > 0.50

DVN long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.66	6	6	0.40	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	-0.82	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.043	0.28	22	6	0.00	deflated_sharpe 0.04 < 0.90
bollinger	0.025	0.08	3	6	0.60	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12; param change-rate 0.60 > 0.50
ma_pullback	0.001	-0.64	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum	0.013	-0.14	22	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.004	-0.48	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.023	0.05	17	6	0.20	deflated_sharpe 0.02 < 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	0.001	-0.76	24	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.177	0.89	5	6	0.00	deflated_sharpe 0.18 < 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	0.002	-0.71	37	6	0.80	deflated_sharpe 0.00 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.239	1.09	2	6	0.00	deflated_sharpe 0.24 < 0.90; n_trades 2 < 12
macd	0.008	-0.28	22	6	0.40	deflated_sharpe 0.01 < 0.90

APP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.143	0.85	5	5	0.25	deflated_sharpe 0.14 < 0.90; n_trades 5 < 12
base_breakout	0.017	-0.05	3	5	0.00	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
pead	0.008	-0.31	3	5	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
rsi2	0.000	-1.33	20	5	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.009	-0.26	2	5	0.25	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ma_pullback	0.000	-0.90	1	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.039	0.27	55	5	0.25	deflated_sharpe 0.04 < 0.90
sma_cross	0.091	0.65	2	5	0.00	deflated_sharpe 0.09 < 0.90; n_trades 2 < 12
macd	0.446	1.70	10	5	0.00	deflated_sharpe 0.45 < 0.90; n_trades 10 < 12

ALL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-2.28	6	5	0.75	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.75 > 0.50
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	0.150	1.01	35	5	0.00	deflated_sharpe 0.15 < 0.90
bollinger	0.149	0.92	6	5	0.50	deflated_sharpe 0.15 < 0.90; n_trades 6 < 12
ma_pullback	0.017	-0.06	1	5	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
ridge_momentum	0.163	0.99	23	5	0.50	deflated_sharpe 0.16 < 0.90
sma_cross	0.003	-0.61	5	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.015	-0.10	18	5	0.50	deflated_sharpe 0.01 < 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	0.057	0.43	28	5	0.50	deflated_sharpe 0.06 < 0.90
bollinger	0.098	0.69	6	5	0.00	deflated_sharpe 0.10 < 0.90; n_trades 6 < 12
ma_pullback	0.000	-1.74	1	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.039	0.26	16	5	1.00	deflated_sharpe 0.04 < 0.90; param change-rate 1.00 > 0.50
sma_cross	0.170	0.98	3	5	0.25	deflated_sharpe 0.17 < 0.90; n_trades 3 < 12
macd	0.199	1.08	9	5	0.00	deflated_sharpe 0.20 < 0.90; n_trades 9 < 12

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	0.041	0.27	13	6	0.00	deflated_sharpe 0.04 < 0.90
bollinger	0.066	0.45	6	6	0.20	deflated_sharpe 0.07 < 0.90; n_trades 6 < 12
ma_pullback	0.014	-0.12	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
ridge_momentum	0.034	0.20	25	6	0.80	deflated_sharpe 0.03 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.017	-0.04	3	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.043	0.28	15	6	0.40	deflated_sharpe 0.04 < 0.90

BAM long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.11	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	-1.17	19	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.078	0.53	6	6	0.40	deflated_sharpe 0.08 < 0.90; n_trades 6 < 12
ma_pullback	0.032	0.17	5	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
ridge_momentum	0.020	0.00	14	6	0.40	deflated_sharpe 0.02 < 0.90
sma_cross	0.003	-0.56	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.004	-0.48	15	6	0.20	deflated_sharpe 0.00 < 0.90

NLY long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.169	0.91	7	6	0.20	deflated_sharpe 0.17 < 0.90; n_trades 7 < 12
base_breakout	0.041	0.27	2	6	0.60	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12; param change-rate 0.60 > 0.50
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	-1.02	31	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.034	0.20	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
ma_pullback	0.000	-1.29	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.169	0.94	19	6	0.60	deflated_sharpe 0.17 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.036	0.22	7	6	0.20	deflated_sharpe 0.04 < 0.90; n_trades 7 < 12
macd	0.586	1.88	15	6	0.00	deflated_sharpe 0.59 < 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	0.004	-0.52	10	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 10 < 12
bollinger	0.011	-0.20	8	5	0.25	deflated_sharpe 0.01 < 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	-1.22	43	5	0.50	deflated_sharpe 0.00 < 0.90
sma_cross	0.005	-0.46	3	5	0.50	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.000	-1.50	16	5	0.75	deflated_sharpe 0.00 < 0.90; param change-rate 0.75 > 0.50

COP long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.046	0.30	3	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
base_breakout	0.001	-0.80	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	0.001	-0.82	15	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.195	0.96	5	6	0.00	deflated_sharpe 0.20 < 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	0.031	0.16	16	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.012	-0.16	5	6	1.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12; param change-rate 1.00 > 0.50
macd	0.001	-0.95	22	6	0.20	deflated_sharpe 0.00 < 0.90

CF long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.293	1.29	2	5	0.00	deflated_sharpe 0.29 < 0.90; n_trades 2 < 12
base_breakout	0.124	0.77	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	0.046	0.33	23	5	0.00	deflated_sharpe 0.05 < 0.90
bollinger	0.033	0.20	3	5	0.25	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
ma_pullback	0.000	-0.91	1	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.267	1.33	24	5	0.75	deflated_sharpe 0.27 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.050	0.36	3	5	0.50	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
macd	0.065	0.48	14	5	0.25	deflated_sharpe 0.06 < 0.90

OVV long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.027	0.11	4	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
base_breakout	0.000	-1.46	2	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.053	0.37	21	6	0.20	deflated_sharpe 0.05 < 0.90
bollinger	0.157	0.83	6	6	0.20	deflated_sharpe 0.16 < 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	0.123	0.76	36	6	0.80	deflated_sharpe 0.12 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.008	-0.27	6	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.051	0.35	21	6	0.00	deflated_sharpe 0.05 < 0.90

NBIX long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.015	-0.11	5	5	0.00	deflated_sharpe 0.01 < 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	0.012	-0.17	21	5	0.25	deflated_sharpe 0.01 < 0.90
bollinger	0.016	-0.07	5	5	0.25	deflated_sharpe 0.02 < 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	0.022	0.05	32	5	0.50	deflated_sharpe 0.02 < 0.90
sma_cross	0.017	-0.06	2	5	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
macd	0.015	-0.11	15	5	0.00	deflated_sharpe 0.01 < 0.90

AMG long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.212	0.99	5	7	0.67	deflated_sharpe 0.21 < 0.90; n_trades 5 < 12; param change-rate 0.67 > 0.50
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	0.584	1.67	41	7	0.00	deflated_sharpe 0.58 < 0.90
bollinger	0.597	1.40	6	7	0.17	deflated_sharpe 0.60 < 0.90; n_trades 6 < 12
ma_pullback	0.016	-0.07	2	7	0.00	deflated_sharpe 0.02 < 0.90; n_trades 2 < 12
ridge_momentum	0.144	0.74	37	7	0.17	deflated_sharpe 0.14 < 0.90
sma_cross	0.464	1.53	2	7	0.17	deflated_sharpe 0.46 < 0.90; n_trades 2 < 12
macd	0.006	-0.34	27	7	0.33	deflated_sharpe 0.01 < 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	0.123	0.80	33	6	0.00	deflated_sharpe 0.12 < 0.90
bollinger	0.243	1.03	3	6	0.20	deflated_sharpe 0.24 < 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	0.056	0.39	18	6	0.00	deflated_sharpe 0.06 < 0.90
sma_cross	0.024	0.06	6	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
macd	0.063	0.43	18	6	0.60	deflated_sharpe 0.06 < 0.90; param change-rate 0.60 > 0.50

KNSL long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.76	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	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.017	-0.04	14	6	0.00	deflated_sharpe 0.02 < 0.90
bollinger	0.045	0.30	9	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 9 < 12
ma_pullback	0.000	-0.83	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.009	-0.24	16	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-0.92	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.000	-1.18	21	6	0.40	deflated_sharpe 0.00 < 0.90

RGA long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.037	0.24	1	5	0.00	deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
base_breakout	0.000	-1.05	1	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.009	-0.28	1	5	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
rsi2	0.119	0.76	11	5	0.00	deflated_sharpe 0.12 < 0.90; n_trades 11 < 12
bollinger	0.202	1.10	10	5	0.25	deflated_sharpe 0.20 < 0.90; n_trades 10 < 12
ma_pullback	0.875	1.49	0	5	0.00	deflated_sharpe 0.88 < 0.90; n_trades 0 < 12
ridge_momentum	0.141	0.84	11	5	0.75	deflated_sharpe 0.14 < 0.90; n_trades 11 < 12; param change-rate 0.75 > 0.50
sma_cross	0.004	-0.53	6	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.094	0.65	16	5	0.00	deflated_sharpe 0.09 < 0.90

BX long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.015	-0.09	5	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
base_breakout	0.011	-0.20	1	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 1 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	-1.28	14	6	0.40	deflated_sharpe 0.00 < 0.90
bollinger	0.183	0.87	9	6	0.00	deflated_sharpe 0.18 < 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	0.004	-0.52	17	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.004	-0.49	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
macd	0.003	-0.61	19	6	0.20	deflated_sharpe 0.00 < 0.90

NTRS long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.701	1.87	6	6	0.00	deflated_sharpe 0.70 < 0.90; n_trades 6 < 12
base_breakout	0.306	1.16	2	6	0.00	deflated_sharpe 0.31 < 0.90; n_trades 2 < 12
pead	0.003	-0.53	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.073	0.50	37	6	0.00	deflated_sharpe 0.07 < 0.90
bollinger	0.131	0.73	6	6	0.00	deflated_sharpe 0.13 < 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	0.266	1.17	36	6	0.00	deflated_sharpe 0.27 < 0.90
sma_cross	0.227	1.04	3	6	0.80	deflated_sharpe 0.23 < 0.90; n_trades 3 < 12; param change-rate 0.80 > 0.50
macd	0.299	1.26	17	6	0.20	deflated_sharpe 0.30 < 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	-1.09	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	0.002	-0.68	8	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
bollinger	0.001	-0.82	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	-1.23	15	5	0.25	deflated_sharpe 0.00 < 0.90
sma_cross	0.029	0.14	2	5	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
macd	0.000	-1.17	13	5	0.25	deflated_sharpe 0.00 < 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

TDC long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.70	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	-0.67	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.008	-0.29	16	6	0.20	deflated_sharpe 0.01 < 0.90
bollinger	0.259	1.01	4	6	0.20	deflated_sharpe 0.26 < 0.90; n_trades 4 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.011	-0.18	25	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.004	-0.47	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.001	-0.86	17	6	0.00	deflated_sharpe 0.00 < 0.90

JAZZ long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.051	0.38	4	5	0.00	deflated_sharpe 0.05 < 0.90; n_trades 4 < 12
base_breakout	0.018	-0.03	2	5	0.25	deflated_sharpe 0.02 < 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	0.139	0.91	23	5	0.00	deflated_sharpe 0.14 < 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	0.037	0.24	31	5	0.50	deflated_sharpe 0.04 < 0.90
sma_cross	0.196	0.99	1	5	0.00	deflated_sharpe 0.20 < 0.90; n_trades 1 < 12
macd	0.324	1.21	14	5	0.00	deflated_sharpe 0.32 < 0.90

PLTR long no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.050	0.37	6	5	1.00	deflated_sharpe 0.05 < 0.90; n_trades 6 < 12; param change-rate 1.00 > 0.50
base_breakout	0.002	-0.78	6	5	0.75	deflated_sharpe 0.00 < 0.90; n_trades 6 < 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	0.078	0.55	28	5	0.00	deflated_sharpe 0.08 < 0.90
bollinger	0.025	0.10	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	0.106	0.71	30	5	0.00	deflated_sharpe 0.11 < 0.90
sma_cross	0.141	0.87	4	5	0.25	deflated_sharpe 0.14 < 0.90; n_trades 4 < 12
macd	0.462	1.65	13	5	0.50	deflated_sharpe 0.46 < 0.90

EQH short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.004	-0.49	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.043	0.26	1	6	0.00	deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
rsi2	0.336	1.23	27	6	0.00	deflated_sharpe 0.34 < 0.90
bollinger	0.067	0.48	2	6	0.00	deflated_sharpe 0.07 < 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	0.009	-0.24	27	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.022	0.04	4	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.001	-0.94	23	6	0.20	deflated_sharpe 0.00 < 0.90

MTN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.79	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	0.010	-0.25	23	5	0.25	deflated_sharpe 0.01 < 0.90
bollinger	0.051	0.39	5	5	0.75	deflated_sharpe 0.05 < 0.90; n_trades 5 < 12; param change-rate 0.75 > 0.50
ma_pullback	0.032	0.19	2	5	0.00	deflated_sharpe 0.03 < 0.90; n_trades 2 < 12
ridge_momentum	0.400	1.64	26	5	0.25	deflated_sharpe 0.40 < 0.90
sma_cross	0.044	0.32	1	5	0.00	deflated_sharpe 0.04 < 0.90; n_trades 1 < 12
macd	0.025	0.09	14	5	0.00	deflated_sharpe 0.03 < 0.90

CPNG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.093	0.65	4	5	0.25	deflated_sharpe 0.09 < 0.90; n_trades 4 < 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	0.039	0.27	16	5	0.25	deflated_sharpe 0.04 < 0.90
bollinger	0.001	-1.04	4	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ma_pullback	0.002	-0.67	2	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.008	-0.30	22	5	0.50	deflated_sharpe 0.01 < 0.90
sma_cross	0.027	0.12	4	5	0.00	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.016	-0.08	15	5	0.00	deflated_sharpe 0.02 < 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	10	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 10 < 12
bollinger	0.026	0.09	7	6	0.80	deflated_sharpe 0.03 < 0.90; n_trades 7 < 12; param change-rate 0.80 > 0.50
ma_pullback	0.008	-0.28	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ridge_momentum	0.000	-1.75	29	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.001	-0.75	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.000	-1.35	18	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	0.007	-0.34	7	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
base_breakout	0.003	-0.42	1	6	0.00	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	0.062	0.43	30	6	0.00	deflated_sharpe 0.06 < 0.90
bollinger	0.146	0.82	7	6	0.20	deflated_sharpe 0.15 < 0.90; n_trades 7 < 12
ma_pullback	0.015	-0.09	1	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 1 < 12
ridge_momentum	0.018	-0.03	14	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.003	-0.53	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.014	-0.12	18	6	0.00	deflated_sharpe 0.01 < 0.90

PEG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.58	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
base_breakout	0.002	-0.72	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	0.007	-0.33	37	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.004	-0.50	6	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.002	-0.68	19	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	0.009	-0.28	8	5	0.50	deflated_sharpe 0.01 < 0.90; n_trades 8 < 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	0.034	0.20	30	5	0.25	deflated_sharpe 0.03 < 0.90
bollinger	0.120	0.73	6	5	0.25	deflated_sharpe 0.12 < 0.90; n_trades 6 < 12
ma_pullback	0.335	1.14	3	5	0.00	deflated_sharpe 0.33 < 0.90; n_trades 3 < 12
ridge_momentum	0.105	0.67	24	5	0.75	deflated_sharpe 0.11 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.032	0.19	4	5	0.50	deflated_sharpe 0.03 < 0.90; n_trades 4 < 12
macd	0.341	1.25	11	5	0.25	deflated_sharpe 0.34 < 0.90; n_trades 11 < 12

CMS short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.80	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
base_breakout	0.000	-1.39	2	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 2 < 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	0.809	1.40	6	6	0.00	deflated_sharpe 0.81 < 0.90; n_trades 6 < 12
bollinger	0.003	-0.53	3	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.039	0.24	18	6	0.60	deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.001	-0.82	6	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12
macd	0.001	-0.77	19	6	0.00	deflated_sharpe 0.00 < 0.90

DKNG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.024	0.07	6	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 6 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.004	-0.48	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.085	0.56	37	6	0.00	deflated_sharpe 0.08 < 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	0.011	-0.19	16	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.009	-0.27	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.053	0.37	16	6	0.00	deflated_sharpe 0.05 < 0.90

H short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.015	-0.10	5	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.163	0.67	1	6	0.20	deflated_sharpe 0.16 < 0.90; n_trades 1 < 12
rsi2	0.003	-0.53	13	6	0.20	deflated_sharpe 0.00 < 0.90
bollinger	0.111	0.63	3	6	0.00	deflated_sharpe 0.11 < 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	-0.82	21	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.010	-0.22	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.004	-0.47	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	0.001	-0.79	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	0.185	1.04	31	5	0.00	deflated_sharpe 0.18 < 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	0.028	0.14	18	5	0.25	deflated_sharpe 0.03 < 0.90
sma_cross	0.022	0.04	3	5	0.25	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.019	-0.02	16	5	0.75	deflated_sharpe 0.02 < 0.90; param change-rate 0.75 > 0.50

KMB short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.025	0.08	4	6	0.00	deflated_sharpe 0.03 < 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	0.038	0.23	31	6	0.20	deflated_sharpe 0.04 < 0.90
bollinger	0.001	-0.86	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ma_pullback	0.004	-0.40	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.010	-0.22	51	6	0.00	deflated_sharpe 0.01 < 0.90
sma_cross	0.017	-0.04	5	6	0.20	deflated_sharpe 0.02 < 0.90; n_trades 5 < 12
macd	0.010	-0.21	17	6	0.60	deflated_sharpe 0.01 < 0.90; param change-rate 0.60 > 0.50

COIN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.050	0.38	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	0.083	0.59	17	5	0.00	deflated_sharpe 0.08 < 0.90
bollinger	0.003	-0.60	4	5	0.25	deflated_sharpe 0.00 < 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	0.012	-0.18	17	5	0.50	deflated_sharpe 0.01 < 0.90
sma_cross	0.013	-0.16	3	5	0.25	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.174	1.02	10	5	0.00	deflated_sharpe 0.17 < 0.90; n_trades 10 < 12

CLX short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.072	0.53	5	5	0.25	deflated_sharpe 0.07 < 0.90; n_trades 5 < 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	0.106	0.71	30	5	0.25	deflated_sharpe 0.11 < 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	0.017	-0.06	15	5	0.75	deflated_sharpe 0.02 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.103	0.70	3	5	0.25	deflated_sharpe 0.10 < 0.90; n_trades 3 < 12
macd	0.216	1.12	15	5	0.25	deflated_sharpe 0.22 < 0.90

NKE short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.025	0.08	9	6	0.00	deflated_sharpe 0.02 < 0.90; n_trades 9 < 12
base_breakout	0.002	-0.67	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
pead	0.053	0.31	3	6	0.20	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
rsi2	0.006	-0.38	26	6	0.40	deflated_sharpe 0.01 < 0.90
bollinger	0.021	0.02	4	6	0.60	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12; param change-rate 0.60 > 0.50
ma_pullback	0.000	-1.02	3	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ridge_momentum	0.565	1.84	40	6	0.60	deflated_sharpe 0.56 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.011	-0.20	6	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 6 < 12
macd	0.003	-0.55	20	6	0.20	deflated_sharpe 0.00 < 0.90

CEG short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.58	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	-0.53	15	6	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.012	-0.16	4	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.076	0.50	31	6	0.20	deflated_sharpe 0.08 < 0.90
sma_cross	0.001	-0.92	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.009	-0.23	13	6	0.40	deflated_sharpe 0.01 < 0.90

APD short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.63	6	6	0.40	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	0.134	0.66	22	6	0.00	deflated_sharpe 0.13 < 0.90
bollinger	0.006	-0.36	2	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ma_pullback	0.002	-0.68	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.004	-0.48	36	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.003	-0.60	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.001	-0.85	24	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	-1.59	7	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
bollinger	0.003	-0.54	3	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 3 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.003	-0.52	15	6	0.20	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.57	4	6	0.40	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.025	0.08	15	6	0.40	deflated_sharpe 0.02 < 0.90

LW short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.002	-0.59	8	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 8 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.026	0.10	3	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 3 < 12
rsi2	0.111	0.68	35	6	0.00	deflated_sharpe 0.11 < 0.90
bollinger	0.357	1.11	3	6	0.20	deflated_sharpe 0.36 < 0.90; n_trades 3 < 12
ma_pullback	0.005	-0.42	3	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
ridge_momentum	0.079	0.49	45	6	0.20	deflated_sharpe 0.08 < 0.90
sma_cross	0.012	-0.17	7	6	0.40	deflated_sharpe 0.01 < 0.90; n_trades 7 < 12
macd	0.029	0.13	14	6	0.20	deflated_sharpe 0.03 < 0.90

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	0.061	0.41	35	6	0.60	deflated_sharpe 0.06 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-2.40	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.000	-1.84	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	0.016	-0.06	4	6	0.00	deflated_sharpe 0.02 < 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	0.128	0.67	28	6	0.40	deflated_sharpe 0.13 < 0.90
bollinger	0.294	1.23	4	6	0.20	deflated_sharpe 0.29 < 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	0.022	0.03	41	6	0.20	deflated_sharpe 0.02 < 0.90
sma_cross	0.050	0.34	3	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 3 < 12
macd	0.000	-1.21	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	0.038	0.25	3	5	0.00	deflated_sharpe 0.04 < 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	0.116	0.68	15	5	0.00	deflated_sharpe 0.12 < 0.90
bollinger	0.000	-1.59	1	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ma_pullback	0.000	-0.90	1	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
ridge_momentum	0.003	-0.60	14	5	0.25	deflated_sharpe 0.00 < 0.90
sma_cross	0.016	-0.08	3	5	0.25	deflated_sharpe 0.02 < 0.90; n_trades 3 < 12
macd	0.009	-0.26	16	5	0.25	deflated_sharpe 0.01 < 0.90

PNW short 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	-1.03	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	0.019	-0.00	8	6	0.00	deflated_sharpe 0.02 < 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	0.017	-0.05	28	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.87	7	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
macd	0.000	-1.26	18	6	0.00	deflated_sharpe 0.00 < 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	0.017	-0.05	26	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.51	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.000	-1.80	20	6	0.20	deflated_sharpe 0.00 < 0.90

DRI short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.84	4	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
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	0.031	0.17	11	5	0.00	deflated_sharpe 0.03 < 0.90; n_trades 11 < 12
bollinger	0.204	0.93	2	5	0.00	deflated_sharpe 0.20 < 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	0.009	-0.28	22	5	0.50	deflated_sharpe 0.01 < 0.90
sma_cross	0.011	-0.21	3	5	0.25	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.000	-1.31	15	5	0.25	deflated_sharpe 0.00 < 0.90

F short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.003	-0.53	4	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.031	0.15	1	6	0.00	deflated_sharpe 0.03 < 0.90; n_trades 1 < 12
pead	0.000	-1.74	1	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 1 < 12
rsi2	0.082	0.54	14	6	0.00	deflated_sharpe 0.08 < 0.90
bollinger	0.058	0.41	7	6	0.60	deflated_sharpe 0.06 < 0.90; n_trades 7 < 12; param change-rate 0.60 > 0.50
ma_pullback	0.000	-0.99	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ridge_momentum	0.010	-0.22	44	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.007	-0.34	3	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.017	-0.04	15	6	0.00	deflated_sharpe 0.02 < 0.90

CPT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.24	6	5	0.75	deflated_sharpe 0.00 < 0.90; n_trades 6 < 12; param change-rate 0.75 > 0.50
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	0.001	-0.86	19	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	0.109	0.72	21	5	0.50	deflated_sharpe 0.11 < 0.90
sma_cross	0.006	-0.40	3	5	0.00	deflated_sharpe 0.01 < 0.90; n_trades 3 < 12
macd	0.021	0.03	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	0.050	0.34	3	6	0.00	deflated_sharpe 0.05 < 0.90; n_trades 3 < 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	0.014	-0.11	30	6	0.00	deflated_sharpe 0.01 < 0.90
bollinger	0.000	-1.17	7	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 7 < 12
ma_pullback	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
ridge_momentum	0.013	-0.13	27	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.008	-0.28	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

LNT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.001	-0.94	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
base_breakout	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
bollinger	0.007	-0.34	9	6	0.20	deflated_sharpe 0.01 < 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	0.040	0.25	28	6	0.60	deflated_sharpe 0.04 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.000	-1.49	5	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
macd	0.000	-1.27	19	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50

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	0.004	-0.54	14	5	0.00	deflated_sharpe 0.00 < 0.90
bollinger	0.001	-1.05	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	0.017	-0.06	23	5	0.75	deflated_sharpe 0.02 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.001	-0.87	4	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
macd	0.026	0.10	14	5	0.50	deflated_sharpe 0.03 < 0.90

IDA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.67	7	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 7 < 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	-0.95	6	5	0.50	deflated_sharpe 0.00 < 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	-1.31	29	5	0.50	deflated_sharpe 0.00 < 0.90
sma_cross	0.000	-1.26	2	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
macd	0.000	-1.21	12	5	0.00	deflated_sharpe 0.00 < 0.90

LBTYK short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.34	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	0.006	-0.39	15	6	0.40	deflated_sharpe 0.01 < 0.90
bollinger	0.251	1.08	8	6	0.00	deflated_sharpe 0.25 < 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	0.032	0.17	57	6	0.40	deflated_sharpe 0.03 < 0.90
sma_cross	0.038	0.23	4	6	0.40	deflated_sharpe 0.04 < 0.90; n_trades 4 < 12
macd	0.000	-1.00	19	6	0.20	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	-1.10	1	6	0.20	deflated_sharpe 0.00 < 0.90; n_trades 1 < 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	0.071	0.49	6	6	0.40	deflated_sharpe 0.07 < 0.90; n_trades 6 < 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	-1.24	15	6	0.60	deflated_sharpe 0.00 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.017	-0.05	4	6	0.40	deflated_sharpe 0.02 < 0.90; n_trades 4 < 12
macd	0.001	-0.83	16	6	0.40	deflated_sharpe 0.00 < 0.90

LBTYA short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.000	-1.17	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	0.027	0.11	13	6	0.00	deflated_sharpe 0.03 < 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	0.012	-0.16	60	6	0.80	deflated_sharpe 0.01 < 0.90; param change-rate 0.80 > 0.50
sma_cross	0.014	-0.12	4	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 4 < 12
macd	0.001	-0.89	18	6	0.40	deflated_sharpe 0.00 < 0.90

AVTR short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.062	0.43	5	6	0.00	deflated_sharpe 0.06 < 0.90; n_trades 5 < 12
base_breakout	0.052	0.36	2	6	0.40	deflated_sharpe 0.05 < 0.90; n_trades 2 < 12
pead	0.004	-0.45	5	6	0.60	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12; param change-rate 0.60 > 0.50
rsi2	0.273	1.13	43	6	0.20	deflated_sharpe 0.27 < 0.90
bollinger	0.009	-0.24	2	6	0.20	deflated_sharpe 0.01 < 0.90; n_trades 2 < 12
ma_pullback	0.000	-1.11	5	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 5 < 12
ridge_momentum	0.014	-0.11	40	6	0.40	deflated_sharpe 0.01 < 0.90
sma_cross	0.028	0.12	5	6	0.20	deflated_sharpe 0.03 < 0.90; n_trades 5 < 12
macd	0.027	0.11	13	6	0.00	deflated_sharpe 0.03 < 0.90

OLN short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.038	0.26	3	5	0.00	deflated_sharpe 0.04 < 0.90; n_trades 3 < 12
base_breakout	0.099	0.74	1	5	0.00	deflated_sharpe 0.10 < 0.90; n_trades 1 < 12
pead	0.041	0.29	2	5	0.25	deflated_sharpe 0.04 < 0.90; n_trades 2 < 12
rsi2	0.369	1.50	20	5	0.00	deflated_sharpe 0.37 < 0.90
bollinger	0.000	-1.06	2	5	0.25	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
ma_pullback	0.000	-1.44	4	5	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
ridge_momentum	0.006	-0.39	47	5	0.75	deflated_sharpe 0.01 < 0.90; param change-rate 0.75 > 0.50
sma_cross	0.052	0.40	5	5	0.00	deflated_sharpe 0.05 < 0.90; n_trades 5 < 12
macd	0.002	-0.73	14	5	0.25	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	-0.60	4	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 4 < 12
base_breakout	0.000	-1.23	2	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 2 < 12
pead	0.000	0.00	0	6	0.00	deflated_sharpe 0.00 < 0.90; n_trades 0 < 12
rsi2	0.200	1.01	15	6	0.20	deflated_sharpe 0.20 < 0.90
bollinger	0.226	0.95	7	6	0.00	deflated_sharpe 0.23 < 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	0.017	-0.05	15	6	0.60	deflated_sharpe 0.02 < 0.90; param change-rate 0.60 > 0.50
sma_cross	0.007	-0.31	5	6	0.00	deflated_sharpe 0.01 < 0.90; n_trades 5 < 12
macd	0.005	-0.40	20	6	0.00	deflated_sharpe 0.01 < 0.90

FLUT short no survivor 29 parameter sets tried

strategy	DSR	Sharpe	trades	windows	param drift	verdict
donchian	0.127	0.74	7	6	0.20	deflated_sharpe 0.13 < 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	0.329	1.05	23	6	0.40	deflated_sharpe 0.33 < 0.90
bollinger	0.018	-0.03	4	6	0.00	deflated_sharpe 0.02 < 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	0.003	-0.56	23	6	0.40	deflated_sharpe 0.00 < 0.90
sma_cross	0.259	1.11	6	6	0.00	deflated_sharpe 0.26 < 0.90; n_trades 6 < 12
macd	0.059	0.41	21	6	0.60	deflated_sharpe 0.06 < 0.90; param change-rate 0.60 > 0.50

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