2026-07-17
601 windows (12 with uncertain resolution, excluded from grading) · 6446 paper trades
model Brier t60 0.1145market Brier t60 0.1029lead corr 0.57lead hit 53%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 543 | 48% | +18.60 | +3.4¢ | [−0.5 ; +7.4] | 15.47 |
| EDGE12 | 383 | 43% | +14.63 | +3.8¢ | [−0.7 ; +8.4] | 8.68 |
| IVRV | 503 | 63% | +13.36 | +2.7¢ | [−1.3 ; +6.8] | 9.70 |
| EDGE8 | 522 | 43% | +9.27 | +1.8¢ | [−2.2 ; +5.8] | 12.92 |
| CTRL_RND | 589 | 50% | +1.60 | +0.3¢ | [−3.1 ; +3.3] | 7.04 |
| EDGE4_T | 593 | 51% | −0.06 | −0.0¢ | [−3.9 ; +3.8] | 12.78 |
| EDGE6 | 571 | 43% | −1.78 | −0.3¢ | [−4.1 ; +3.4] | 17.24 |
| CTRL_FAV30 | 497 | 90% | −1.82 | −0.4¢ | [−3.0 ; +2.2] | 5.35 |
| EDGE4_LATE | 478 | 41% | −2.96 | −0.6¢ | [−4.5 ; +2.9] | 13.07 |
| EDGE4_EARLY | 567 | 41% | −20.26 | −3.6¢ | [−7.5 ; +0.4] | 25.86 |
| EDGE4 | 599 | 41% | −21.25 | −3.5¢ | [−7.3 ; +0.2] | 27.29 |
| EDGE2 | 601 | 40% | −31.19 | −5.2¢ | [−9.1 ; −1.5] | 32.92 |
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.