Strategy leaderboard
Lab-wide PBO (CSCV, all trials)
n/a
DSR is the daily-scale Deflated Sharpe; legacy hourly-scale trials show – (their DSR is a vacuous ~0 artifact). The per-row PBO is a per-batch overfitting probability (blank when a batch had too few configs to compute) — the single lab-wide PBO above, computed over every recorded trial, is the honest search-level overfitting figure.
| Strategy | Ver | Status | Verdict | Sortino | Sharpe | Max DD | Trades | DSR | PBO | Created |
|---|---|---|---|---|---|---|---|---|---|---|
| rsi_oversold_bounce | 1 | rejected | rejected | 2.624 | 0.495 | 0.003 | 1 | 0.000 | - | |
| funding_rate_mean_reversion | 1 | rejected | rejected | 1.470 | 0.997 | 0.203 | 218 | 0.249 | 0.057 | |
| tsmom_daily | 1 | rejected | rejected | 1.311 | 0.916 | 0.300 | 150 | - | 0.000 | |
| tsmom_daily_m8 | 1 | rejected | rejected | 1.295 | 0.909 | 0.322 | 49 | 0.549 | - | |
| tsmom_daily_m33 | 1 | rejected | rejected | 1.267 | 0.888 | 0.227 | 40 | 0.000 | - | |
| tsmom_daily_m48 | 1 | rejected | rejected | 1.174 | 0.822 | 0.262 | 65 | 0.000 | - | |
| volatility_breakout_roc | 1 | rejected | rejected | 1.043 | 0.718 | 0.195 | 99 | 0.000 | - | |
| volatility_breakout_donchian | 1 | rejected | rejected | 0.976 | 0.691 | 0.227 | 56 | 0.000 | - | |
| volatility_breakout_atr | 1 | rejected | rejected | 0.917 | 0.649 | 0.596 | 47 | 0.372 | - | |
| trend_ma_slope_filter | 1 | rejected | rejected | 0.656 | 0.464 | 0.532 | 127 | 0.000 | - | |
| funding_z_mean_reversion | 1 | rejected | rejected | 0.639 | 0.439 | 0.143 | 198 | 0.000 | 0.900 | |
| funding_contrarian_trend_m76 | 1 | rejected | rejected | 0.604 | 0.424 | 0.258 | 68 | 0.000 | 0.300 | |
| donchian_breakout_vol_filter | 1 | rejected | rejected | 0.597 | 0.417 | 0.473 | 192 | 0.000 | - | |
| vol_breakout_trend | 1 | rejected | rejected | 0.594 | 0.421 | 0.339 | 120 | 0.000 | - | |
| funding_squeeze_mean_reversion | 1 | rejected | rejected | 0.585 | 0.391 | 0.132 | 160 | 0.000 | - | |
| rsi_volume_oversold_bounce | 1 | rejected | rejected | 0.569 | 0.402 | 0.190 | 21 | 0.000 | - | |
| donchian_vol_filtered_m10 | 1 | rejected | rejected | 0.553 | 0.387 | 0.457 | 200 | 0.099 | - | |
| ema_crossover_momentum | 1 | rejected | rejected | 0.543 | 0.376 | 0.426 | 281 | 0.000 | - | |
| donchian_vol_filtered | 1 | rejected | rejected | 0.541 | 0.379 | 0.469 | 191 | - | - | |
| funding_zscore_reversion | 1 | rejected | rejected | 0.536 | 0.356 | 0.131 | 151 | 0.000 | - | |
| funding_contrarian_trend_m1 | 1 | rejected | rejected | 0.516 | 0.363 | 0.291 | 126 | - | - | |
| donchian_vol_filtered_m0 | 1 | rejected | rejected | 0.469 | 0.330 | 0.472 | 184 | - | - | |
| funding_z_trend_filter | 1 | rejected | rejected | 0.467 | 0.296 | 0.189 | 181 | 0.000 | - | |
| donchian_vol_filtered_m5 | 1 | rejected | rejected | 0.437 | 0.307 | 0.481 | 203 | 0.103 | - | |
| vol_breakout_rsi_filter | 1 | rejected | rejected | 0.377 | 0.263 | 0.418 | 229 | 0.000 | - | |
| ma_crossover_vol_ratio | 1 | rejected | rejected | 0.348 | 0.249 | 0.241 | 130 | 0.000 | - | |
| ema_crossover_volume | 1 | rejected | rejected | 0.222 | 0.155 | 0.442 | 386 | 0.003 | - | |
| atr_ema_crossover | 1 | rejected | rejected | 0.176 | 0.130 | 0.227 | 17 | 0.032 | - | |
| atr_breakout_roc | 1 | rejected | rejected | 0.149 | 0.099 | 0.138 | 170 | 0.002 | - | |
| ema_crossover_funding_filter | 1 | rejected | rejected | 0.084 | 0.058 | 0.559 | 416 | 0.032 | - | |
| momentum_reversion_combo | 1 | rejected | rejected | -0.024 | -0.017 | 0.257 | 232 | 0.026 | - | |
| donchian_vol_expansion | 1 | rejected | rejected | -0.073 | -0.050 | 0.356 | 295 | 0.000 | - | |
| mean_reversion_channel | 1 | rejected | rejected | -0.117 | -0.085 | 0.318 | 358 | 0.016 | 0.171 | |
| funding_z_momentum | 1 | rejected | rejected | -0.133 | -0.095 | 0.318 | 170 | 0.000 | - | |
| rsi_meanrev_m22 | 1 | rejected | rejected | -0.152 | -0.110 | 0.156 | 98 | 0.000 | - | |
| rsi_pullback_trend | 1 | rejected | rejected | -0.220 | -0.158 | 0.427 | 310 | 0.000 | - | |
| rsi_meanrev_m2 | 1 | rejected | rejected | -0.269 | -0.194 | 0.210 | 108 | - | - | |
| rsi_meanrev_m17 | 1 | rejected | rejected | -0.336 | -0.243 | 0.221 | 106 | 0.000 | 0.057 | |
| rsi_meanrev | 1 | rejected | rejected | -0.338 | -0.244 | 0.226 | 107 | - | - | |
| rsi_meanrev_m7 | 1 | rejected | rejected | -0.388 | -0.281 | 0.266 | 103 | 0.005 | 0.286 | |
| vol_breakout_m4 | 1 | rejected | rejected | -0.396 | -0.267 | 0.041 | 13 | 0.005 | - | |
| vol_breakout_m9 | 1 | rejected | rejected | -0.405 | -0.291 | 0.027 | 8 | 0.003 | - | |
| rsi_meanrev_m12 | 1 | rejected | rejected | -0.420 | -0.305 | 0.242 | 124 | 0.001 | 0.014 | |
| funding_contrarian_trend_m6 | 1 | rejected | rejected | -0.539 | -0.378 | 0.640 | 773 | 0.003 | 0.257 | |
| rsi_mean_reversion | 1 | rejected | rejected | -0.555 | -0.404 | 0.541 | 246 | 0.000 | - | |
| funding_contrarian_trend | 1 | rejected | rejected | -0.594 | -0.419 | 0.659 | 759 | - | - | |
| rsi_oversold_trend | 1 | rejected | rejected | -0.616 | -0.449 | 0.472 | 248 | 0.000 | - | |
| funding_contrarian_trend_m31 | 1 | rejected | rejected | -0.616 | -0.433 | 0.660 | 793 | 0.000 | 0.071 | |
| funding_contrarian_trend_m36 | 1 | rejected | rejected | -0.662 | -0.465 | 0.673 | 803 | 0.000 | - | |
| vol_breakout_m14 | 1 | rejected | rejected | -0.668 | -0.502 | 0.114 | 37 | 0.000 | 0.043 | |
| rsi_meanrev_m82 | 1 | rejected | rejected | -0.766 | -0.562 | 0.322 | 130 | 0.000 | 0.300 | |
| rsi_mean_reversion_deep | 1 | rejected | rejected | -0.873 | -0.641 | 0.526 | 287 | 0.000 | - | |
| vol_breakout | 1 | rejected | rejected | -0.939 | -0.749 | 0.108 | 23 | - | 0.057 | |
| tsmom_daily_m23 | 1 | rejected | rejected | -1.200 | -0.847 | 0.817 | 1,347 | 0.000 | - | |
| tsmom_daily_m3 | 1 | rejected | rejected | -2.265 | -1.605 | 0.923 | 1,850 | 0.000 | - | |
| tsmom_ema_trend_following | 1 | rejected | rejected | -2.460 | -1.731 | 0.841 | 1,592 | 0.000 | 0.257 | |
| swing_high_rank | 1 | rejected | rejected | -3.925 | -2.754 | 0.922 | 1,676 | 0.000 | 0.000 | |
| tsmom_daily_m28 | 1 | rejected | rejected | -6.161 | -4.455 | 0.997 | 3,634 | 0.000 | 0.000 | |
| funding_contrarian_trend_m21 | 1 | rejected | rejected | -13.934 | -10.414 | 1.000 | 8,774 | 0.000 | - | |
| roc_mean_reversion | 1 | rejected | rejected | - | - | -0.000 | 0 | 0.000 | - | |
| volume_breakout_rsv | 1 | rejected | rejected | - | - | -0.000 | 0 | 0.000 | - | |
| funding_rate_contrarian | 1 | rejected | rejected | - | - | -0.000 | 0 | 0.000 | 0.000 |