2026-07-18
530 windows (1 with uncertain resolution, excluded from grading) · 1915 paper trades
model Brier t60 0.1073market Brier t60 0.0615lead corr —lead hit —
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 6 | 100% | +2.86 | +47.7¢ | [+34.7 ; +57.7] | 0.00 |
| EDGE4_LATE | 93 | 47% | +0.73 | +0.8¢ | [−6.9 ; +8.2] | 5.58 |
| EDGE4_EARLY | 132 | 48% | −3.50 | −2.7¢ | [−10.9 ; +5.6] | 7.30 |
| EDGE4_T | 238 | 45% | −5.04 | −2.1¢ | [−7.9 ; +3.6] | 12.60 |
| EDGE4 | 237 | 43% | −6.01 | −2.5¢ | [−8.1 ; +3.2] | 12.08 |
| CTRL_RND | 148 | 38% | −6.18 | −4.2¢ | [−9.6 ; +1.5] | 7.05 |
| EDGE2 | 240 | 44% | −6.66 | −2.8¢ | [−8.7 ; +3.0] | 13.70 |
| IVRV | 159 | 62% | −6.78 | −4.3¢ | [−11.4 ; +2.9] | 14.98 |
| EDGE6 | 228 | 40% | −10.25 | −4.5¢ | [−10.6 ; +1.2] | 13.57 |
| EDGE8 | 222 | 38% | −10.76 | −4.8¢ | [−10.7 ; +0.8] | 13.57 |
| EDGE12 | 212 | 36% | −12.39 | −5.8¢ | [−12.0 ; +0.5] | 14.81 |
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.