2026-07-19
593 windows (12 with uncertain resolution, excluded from grading) · 6002 paper trades
model Brier t60 0.0725market Brier t60 0.0706lead corr 0.64lead hit 78%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| IVRV | 382 | 66% | +26.85 | +7.0¢ | [+2.3 ; +11.5] | 5.88 |
| EDGE12 | 353 | 38% | +25.98 | +7.4¢ | [+2.9 ; +11.9] | 5.13 |
| LEAD3 | 521 | 44% | +23.88 | +4.6¢ | [+0.8 ; +8.5] | 11.10 |
| EDGE8 | 518 | 38% | +15.32 | +3.0¢ | [−0.9 ; +6.9] | 15.71 |
| EDGE4_LATE | 422 | 32% | +8.29 | +2.0¢ | [−1.9 ; +5.7] | 7.77 |
| CTRL_RND | 562 | 48% | +0.38 | +0.1¢ | [−3.0 ; +3.1] | 16.62 |
| EDGE6 | 567 | 39% | +0.10 | +0.0¢ | [−3.8 ; +3.8] | 24.36 |
| CTRL_FAV30 | 345 | 92% | −1.04 | −0.3¢ | [−3.0 ; +2.3] | 7.08 |
| EDGE4_T | 576 | 46% | −7.24 | −1.3¢ | [−5.2 ; +2.6] | 24.84 |
| EDGE2 | 593 | 41% | −16.94 | −2.9¢ | [−6.7 ; +1.1] | 31.61 |
| EDGE4 | 590 | 39% | −17.98 | −3.0¢ | [−6.7 ; +0.8] | 32.10 |
| EDGE4_EARLY | 573 | 39% | −20.72 | −3.6¢ | [−7.2 ; +0.2] | 34.31 |
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.