2026-07-20
256 windows (12 with uncertain resolution, excluded from grading) · 2596 paper trades
model Brier t60 0.1012market Brier t60 0.1050lead corr 0.58lead hit 59%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 217 | 56% | +19.73 | +9.1¢ | [+3.1 ; +15.0] | 2.77 |
| EDGE4 | 254 | 50% | +14.26 | +5.6¢ | [−0.1 ; +11.2] | 5.17 |
| EDGE4_EARLY | 240 | 51% | +13.98 | +5.8¢ | [−0.3 ; +11.7] | 5.50 |
| EDGE6 | 230 | 50% | +13.54 | +5.9¢ | [−0.3 ; +11.9] | 4.12 |
| EDGE12 | 134 | 49% | +11.03 | +8.2¢ | [+0.8 ; +15.9] | 3.56 |
| EDGE2 | 256 | 50% | +8.18 | +3.2¢ | [−2.9 ; +9.1] | 7.63 |
| EDGE8 | 204 | 45% | +7.17 | +3.5¢ | [−2.7 ; +9.8] | 6.58 |
| EDGE4_T | 252 | 56% | +7.13 | +2.8¢ | [−3.2 ; +8.4] | 8.95 |
| IVRV | 225 | 62% | +4.49 | +2.0¢ | [−4.2 ; +8.3] | 11.08 |
| CTRL_FAV30 | 170 | 91% | −0.65 | −0.4¢ | [−4.2 ; +3.2] | 3.25 |
| EDGE4_LATE | 173 | 38% | −0.94 | −0.5¢ | [−7.3 ; +5.9] | 9.08 |
| CTRL_RND | 241 | 54% | −2.72 | −1.1¢ | [−6.1 ; +3.9] | 8.15 |
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.