2026-07-13
590 windows (11 with uncertain resolution, excluded from grading) · 5913 paper trades
model Brier t60 0.0891market Brier t60 0.0869lead corr 0.62lead hit 75%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 521 | 51% | +38.39 | +7.4¢ | [+3.2 ; +11.4] | 8.46 |
| EDGE12 | 261 | 50% | +37.42 | +14.3¢ | [+9.0 ; +20.1] | 3.57 |
| EDGE8 | 469 | 44% | +28.31 | +6.0¢ | [+1.9 ; +10.2] | 6.92 |
| EDGE4_T | 576 | 57% | +27.40 | +4.8¢ | [+1.0 ; +8.6] | 6.61 |
| IVRV | 473 | 63% | +22.46 | +4.7¢ | [+0.4 ; +9.0] | 6.47 |
| EDGE6 | 541 | 43% | +19.04 | +3.5¢ | [−0.4 ; +7.3] | 13.72 |
| EDGE2 | 587 | 48% | +16.26 | +2.8¢ | [−1.2 ; +6.7] | 20.41 |
| EDGE4 | 580 | 47% | +15.84 | +2.7¢ | [−1.3 ; +6.7] | 14.57 |
| EDGE4_EARLY | 545 | 46% | +9.78 | +1.8¢ | [−2.2 ; +5.8] | 16.14 |
| CTRL_RND | 570 | 51% | +5.88 | +1.0¢ | [−2.2 ; +4.4] | 6.46 |
| CTRL_FAV30 | 381 | 93% | +0.22 | +0.1¢ | [−2.6 ; +2.5] | 4.25 |
| EDGE4_LATE | 409 | 31% | −9.67 | −2.4¢ | [−6.1 ; +1.4] | 21.84 |
Trades simulated at the book's real ask, at most 1 trade per strategy per window, never in the last 20 seconds. Controls serve as the comparison baseline.