cand name split n mean median win payoff t_p rs_total maxdd_rs random_mean random_pctile q_bh 0 P1 ORB15 breakout train 277 -8.24 -27.27 33.94 1.27 1.00 -171232.68 -180312.90 -4.53 9.55 NaN 1 P1 ORB15 breakout test 181 -3.22 -29.61 33.15 1.75 0.77 -37934.97 -103009.83 -3.48 54.25 0.77 2 P2 ORB5 first 5-min candle train 281 -4.81 -24.62 35.94 1.39 0.96 -101319.20 -129187.68 -4.69 50.70 NaN 3 P2 ORB5 first 5-min candle test 189 -0.04 -29.24 34.39 1.90 0.50 -508.29 -64463.65 -1.96 68.95 0.67 4 P3 Prior-day high/low breakout train 128 -2.93 -11.44 39.06 1.26 0.82 -28118.93 -33316.61 -2.42 44.60 NaN 5 P3 Prior-day high/low breakout test 74 0.89 -9.69 37.84 1.76 0.42 4293.43 -29842.12 -1.34 69.00 0.67 6 P4 Narrow-CPR breakout + VWAP train 77 -10.11 -19.97 27.27 1.45 0.98 -58364.57 -72165.83 -2.08 6.20 NaN 7 P4 Narrow-CPR breakout + VWAP test 51 4.78 -6.91 39.22 2.09 0.24 15849.45 -30167.51 -3.61 89.25 0.67 8 P5 Supertrend(10,3) flip + VWAP train 165 -5.56 -16.50 34.55 1.37 0.94 -68824.76 -76340.87 -2.85 20.00 NaN 9 P5 Supertrend(10,3) flip + VWAP test 128 4.43 -6.24 43.75 1.61 0.17 36827.78 -22835.75 -1.79 92.30 0.67 10 P6 EMA 9/21 cross + VWAP train 202 -4.43 -14.29 36.14 1.34 0.94 -67183.92 -87753.28 -3.76 40.25 NaN 11 P6 EMA 9/21 cross + VWAP test 152 0.84 -15.73 37.50 1.75 0.42 8345.72 -38598.79 -1.54 75.30 0.67 12 P7 RSI(14) 30/70 reversal train 222 -3.02 -11.88 29.73 1.84 0.88 -50252.36 -77628.22 -3.75 64.00 NaN 13 P7 RSI(14) 30/70 reversal test 160 0.53 -14.86 28.12 2.65 0.45 5558.22 -39860.93 -4.26 94.75 0.67 14 P8 Gap fade (gap-fill) train 46 -19.69 -34.29 23.91 0.97 1.00 -67914.68 -70946.14 -6.26 1.70 NaN 15 P8 Gap fade (gap-fill) test 39 -3.15 -36.69 28.21 2.27 0.62 -7977.29 -28479.14 -3.35 55.40 0.71 test cand rule oos_n oos_mean always_mean p train_n train_mean train_always subset_pctile random_regime_pctile random_regime_mean q_bh counts 0 opt_regime P1 no filter found on train 0 NaN -3.224 1.000 NaN NaN NaN NaN NaN NaN 1.000 False 1 opt_regime P2 L5_NR7 in ['NR7'] 29 28.343 -0.041 0.025 42.0 2.114 -4.808 99.30 99.70 -2.212 0.345 False 2 opt_regime P3 L5_NR7 in ['NR7'] 15 22.976 0.893 0.097 23.0 7.932 -2.929 98.45 96.85 2.402 0.389 False 3 opt_regime P4 L5_NR7 in ['NR7'] 18 23.686 4.781 0.047 25.0 1.903 -10.106 97.95 90.75 9.703 0.345 False 4 opt_regime P5 L3_ER20 in ['mid0.2-0.4'] 33 11.858 4.426 0.133 47.0 6.459 -5.562 81.85 85.40 1.517 0.427 False 5 opt_regime P6 L4_PDR in ['compressed<0.8'] 50 -3.158 0.845 0.694 75.0 0.983 -4.435 24.05 27.05 -0.467 0.869 False 6 opt_regime P7 L4_PDR in ['compressed<0.8'] 55 -7.989 0.534 0.931 82.0 3.113 -3.018 5.55 9.05 -2.120 1.000 False 7 opt_regime P8 no filter found on train 0 NaN -3.147 1.000 NaN NaN NaN NaN NaN NaN 1.000 False 8 spot_walkforward P1 walk-forward (see wf table) 428 1.469 -0.968 0.360 NaN NaN NaN 77.55 NaN NaN 0.865 False 9 spot_walkforward P2 walk-forward (see wf table) 298 0.654 -0.003 0.450 NaN NaN NaN 58.00 NaN NaN 0.865 False 10 spot_walkforward P3 walk-forward (see wf table) 277 5.489 4.508 0.090 NaN NaN NaN 67.05 NaN NaN 0.389 False 11 spot_walkforward P4 walk-forward (see wf table) 28 33.020 2.896 0.009 NaN NaN NaN 98.40 NaN NaN 0.299 False 12 spot_walkforward P5 walk-forward (see wf table) 33 30.248 7.721 0.054 NaN NaN NaN 93.80 NaN NaN 0.345 False 13 spot_walkforward P6 walk-forward (see wf table) 112 15.253 3.217 0.041 NaN NaN NaN 97.70 NaN NaN 0.345 False 14 spot_walkforward P7 walk-forward (see wf table) 142 -4.085 -2.837 0.748 NaN NaN NaN 41.30 NaN NaN 0.869 False 15 spot_walkforward P8 walk-forward (see wf table) 88 -3.603 -7.032 0.640 NaN NaN NaN 67.25 NaN NaN 0.865 False 16 opt_M20 P1 M20 50 -0.276 -3.224 0.512 NaN NaN NaN 66.25 NaN NaN 0.865 False 17 spot_M20 P1 M20 366 -1.379 -0.968 0.617 NaN NaN NaN 44.15 NaN NaN 0.865 False 18 opt_M20 P2 M20 74 -5.623 -0.041 0.760 NaN NaN NaN 16.35 NaN NaN 0.869 False 19 spot_M20 P2 M20 418 -7.338 -0.003 0.954 NaN NaN NaN 1.20 NaN NaN 1.000 False 20 opt_M20 P3 M20 25 0.517 0.893 0.468 NaN NaN NaN 49.25 NaN NaN 0.865 False 21 spot_M20 P3 M20 221 0.901 4.508 0.420 NaN NaN NaN 11.00 NaN NaN 0.865 False 22 opt_M20 P4 M20 28 -0.638 4.781 0.540 NaN NaN NaN 19.00 NaN NaN 0.865 False 23 spot_M20 P4 M20 41 15.317 5.060 0.078 NaN NaN NaN 81.60 NaN NaN 0.389 False 24 opt_M20 P5 M20 81 -1.623 4.426 0.635 NaN NaN NaN 4.00 NaN NaN 0.865 False 25 spot_M20 P5 M20 166 6.489 6.750 0.147 NaN NaN NaN 47.40 NaN NaN 0.427 False 26 opt_M20 P6 M20 68 -4.602 0.845 0.740 NaN NaN NaN 11.10 NaN NaN 0.869 False 27 spot_M20 P6 M20 196 0.884 4.703 0.438 NaN NaN NaN 15.65 NaN NaN 0.865 False 28 opt_M20 P7 M20 84 -0.988 0.534 0.575 NaN NaN NaN 34.45 NaN NaN 0.865 False 29 spot_M20 P7 M20 316 -1.256 -2.837 0.649 NaN NaN NaN 74.50 NaN NaN 0.865 False 30 opt_M20 P8 M20 8 26.390 -3.147 0.205 NaN NaN NaN 91.00 NaN NaN 0.546 False 31 spot_M20 P8 M20 58 17.860 -7.032 0.117 NaN NaN NaN 99.35 NaN NaN 0.415 False cand test_year rule train_n train_mean oos_n oos_mean always_mean 0 P1 2023 L7_Expiry in ['day_before', 'expiry_day'] 102 13.01 93 -1.87 -6.55 1 P1 2024 L7_Expiry in ['day_before', 'expiry_day'] 195 5.91 99 4.94 6.95 2 P1 2025 L4_PDR in ['compressed<0.8', 'normal'] 503 4.78 174 -2.05 -5.03 3 P1 2026 L4_PDR in ['compressed<0.8'] 344 6.21 62 10.80 0.96 4 P2 2023 L7_Expiry in ['expiry_day'] 50 24.91 51 -5.92 -5.44 5 P2 2024 L7_Expiry in ['day_before', 'expiry_day'] 199 5.80 101 6.24 1.74 6 P2 2025 L7_Expiry in ['day_before', 'expiry_day'] 300 5.95 105 -5.70 -1.93 7 P2 2026 L7_Expiry in ['expiry_day'] 204 6.45 41 11.34 7.00 8 P3 2023 L8_FII_long in ['25-45%', '<25%'] 36 1.15 48 3.36 -0.09 9 P3 2024 L4_PDR in ['compressed<0.8'] 60 4.53 52 10.21 8.17 10 P3 2025 L8_FII_long in ['25-45%', '<25%'] 145 9.96 103 2.37 3.20 11 P3 2026 L8_FII_long in ['25-45%', '<25%'] 248 6.80 74 7.90 7.90 12 P4 2025 none (trade nothing) 9 NaN 0 NaN -11.09 13 P4 2026 L4_PDR in ['compressed<0.8'] 53 2.29 28 33.02 22.09 14 P5 2025 none (trade nothing) 25 NaN 0 NaN -0.20 15 P5 2026 L3_ER20 in ['mid0.2-0.4'] 49 14.59 33 30.25 16.86 16 P6 2025 none (trade nothing) 30 NaN 0 NaN -1.61 17 P6 2026 L2_DMA_trend in ['down', 'mixed'] 117 9.53 112 15.25 9.02 18 P7 2023 L5_NR7 in ['NR7'] 36 3.54 33 -6.47 -0.91 19 P7 2024 L1_VIX in ['13-16'] 72 5.08 109 -3.36 -9.22 20 P7 2025 none (trade nothing) 558 NaN 0 NaN -3.98 21 P7 2026 none (trade nothing) 746 NaN 0 NaN 3.09 22 P8 2023 L4_PDR in ['compressed<0.8', 'normal'] 55 10.02 29 -17.44 -16.67 23 P8 2024 L7_Expiry in ['day_before', 'expiry_day'] 51 26.00 25 22.65 16.85 24 P8 2025 L7_Expiry in ['day_before', 'expiry_day'] 76 24.90 18 -44.60 -36.18 25 P8 2026 L7_Expiry in ['day_before', 'expiry_day'] 94 11.59 16 26.57 -2.26 data cand rule oos_n oos_mean always_n always_mean p subset_pctile 0 options_2026 P1 M20 50 -0.28 181 -3.22 0.51 66.25 1 options_2026 P1 M40 47 2.90 181 -3.22 0.38 79.40 2 options_2026 P1 8w 46 6.63 181 -3.22 0.25 90.20 3 spot_2023_26 P1 M20 366 -1.38 877 -0.97 0.62 44.15 4 spot_2023_26 P1 M40 348 0.16 877 -0.97 0.49 62.35 5 spot_2023_26 P1 8w 356 0.90 877 -0.97 0.43 69.85 6 options_2026 P2 M20 74 -5.62 189 -0.04 0.76 16.35 7 options_2026 P2 M40 69 -6.78 189 -0.04 0.83 11.95 8 options_2026 P2 8w 63 -2.85 189 -0.04 0.63 32.35 9 spot_2023_26 P2 M20 418 -7.34 905 -0.00 0.95 1.20 10 spot_2023_26 P2 M40 409 -6.39 905 -0.00 0.92 2.35 11 spot_2023_26 P2 8w 428 -5.45 905 -0.00 0.90 4.00 12 options_2026 P3 M20 25 0.52 74 0.89 0.47 49.25 13 options_2026 P3 M40 16 -12.10 74 0.89 0.98 6.15 14 options_2026 P3 8w 27 0.98 74 0.89 0.44 51.95 15 spot_2023_26 P3 M20 221 0.90 378 4.51 0.42 11.00 16 spot_2023_26 P3 M40 199 -0.85 378 4.51 0.57 5.65 17 spot_2023_26 P3 8w 200 4.34 378 4.51 0.20 46.45 18 options_2026 P4 M20 28 -0.64 51 4.78 0.54 19.00 19 options_2026 P4 M40 33 -4.93 51 4.78 0.80 2.05 20 options_2026 P4 8w 17 18.92 51 4.78 0.10 92.10 21 spot_2023_26 P4 M20 41 15.32 130 5.06 0.08 81.60 22 spot_2023_26 P4 M40 46 13.37 130 5.06 0.12 78.95 23 spot_2023_26 P4 8w 51 2.24 130 5.06 0.43 37.85 24 options_2026 P5 M20 81 -1.62 128 4.43 0.64 4.00 25 options_2026 P5 M40 101 -1.16 128 4.43 0.60 1.25 26 options_2026 P5 8w 88 -2.56 128 4.43 0.72 1.15 27 spot_2023_26 P5 M20 166 6.49 303 6.75 0.15 47.40 28 spot_2023_26 P5 M40 188 13.51 303 6.75 0.02 96.20 29 spot_2023_26 P5 8w 189 3.89 303 6.75 0.26 22.05 30 options_2026 P6 M20 68 -4.60 152 0.84 0.74 11.10 31 options_2026 P6 M40 62 -1.80 152 0.84 0.60 31.10 32 options_2026 P6 8w 53 1.71 152 0.84 0.42 56.35 33 spot_2023_26 P6 M20 196 0.88 367 4.70 0.44 15.65 34 spot_2023_26 P6 M40 190 0.27 367 4.70 0.48 13.80 35 spot_2023_26 P6 8w 216 4.39 367 4.70 0.22 45.60 36 options_2026 P7 M20 84 -0.99 160 0.53 0.57 34.45 37 options_2026 P7 M40 70 -0.72 160 0.53 0.56 39.30 38 options_2026 P7 8w 76 -3.21 160 0.53 0.74 20.40 39 spot_2023_26 P7 M20 316 -1.26 712 -2.84 0.65 74.50 40 spot_2023_26 P7 M40 261 -3.98 712 -2.84 0.88 35.50 41 spot_2023_26 P7 8w 299 -0.65 712 -2.84 0.57 77.90 42 options_2026 P8 M20 8 26.39 39 -3.15 0.20 91.00 43 options_2026 P8 M40 0 NaN 39 -3.15 1.00 NaN 44 options_2026 P8 8w 18 -2.01 39 -3.15 0.55 54.70 45 spot_2023_26 P8 M20 58 17.86 188 -7.03 0.12 99.35 46 spot_2023_26 P8 M40 51 5.11 188 -7.03 0.36 85.90 47 spot_2023_26 P8 8w 62 9.41 188 -7.03 0.25 95.95 cuts 23 713 charts done