2026-07-16
1051 windows (12 with uncertain resolution, excluded from grading) · 8130 paper trades
model Brier t60 0.1069market Brier t60 0.0783lead corr 0.56lead hit 72%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| IVRV | 709 | 68% | +45.25 | +6.4¢ | [+3.1 ; +9.7] | 7.55 |
| EDGE4_T | 848 | 54% | +20.35 | +2.4¢ | [−0.8 ; +5.3] | 10.00 |
| CTRL_RND | 741 | 51% | +9.31 | +1.3¢ | [−1.5 ; +4.0] | 7.27 |
| EDGE8 | 787 | 43% | +5.66 | +0.7¢ | [−2.2 ; +3.9] | 14.63 |
| EDGE12 | 684 | 43% | +2.09 | +0.3¢ | [−3.0 ; +3.6] | 16.08 |
| EDGE2 | 862 | 47% | +1.33 | +0.2¢ | [−2.7 ; +3.2] | 16.04 |
| LEAD3 | 63 | 35% | −1.38 | −2.2¢ | [−12.6 ; +8.5] | 3.15 |
| EDGE4 | 843 | 45% | −5.39 | −0.6¢ | [−3.6 ; +2.4] | 15.14 |
| EDGE4_EARLY | 755 | 45% | −10.03 | −1.3¢ | [−4.7 ; +2.0] | 15.80 |
| EDGE6 | 831 | 43% | −10.23 | −1.2¢ | [−4.2 ; +1.7] | 17.20 |
| CTRL_FAV30 | 416 | 90% | −10.89 | −2.6¢ | [−5.2 ; −0.1] | 12.19 |
| EDGE4_LATE | 591 | 34% | −12.23 | −2.1¢ | [−5.0 ; +0.9] | 19.75 |
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.