▮ Ranked by robustness, not backtest profit. The score rewards out-of-sample performance and punishes the in-sample→out-of-sample drop that marks overfitting. A pass generates hundreds of variations, walk-forward-tests each on every asset, Monte-Carlo-checks the leaders, and assigns each to the asset it held up best on. These are research candidates, not proven money-makers — mean-reversion in particular flatters itself in backtests. Paper-trade before trusting any of them.

▮ NEW — the Edge (DSR) column is the honest test: the Deflated Sharpe Ratio discounts each strategy's Sharpe by how many combinations were searched to find it. A high robustness with a low DSR means the backtest is within what luck throws up across thousands of tries — NO proven edge. Only an EDGE ✓ (DSR ≥ 95%) has beaten the multiple-testing luck benchmark. This is what protects real capital from a lucky backtest.