2026-07-21
593 windows (12 with uncertain resolution, excluded from grading) · 6085 paper trades
model Brier t60 0.0927market Brier t60 0.0846lead corr 0.59lead hit 68%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 530 | 49% | +31.89 | +6.0¢ | [+1.8 ; +10.4] | 7.07 |
| EDGE12 | 298 | 46% | +30.92 | +10.4¢ | [+5.5 ; +15.4] | 4.63 |
| EDGE8 | 486 | 43% | +25.81 | +5.3¢ | [+1.2 ; +9.3] | 5.78 |
| EDGE4_T | 580 | 54% | +14.28 | +2.5¢ | [−1.4 ; +6.4] | 8.21 |
| IVRV | 466 | 62% | +13.23 | +2.8¢ | [−1.4 ; +7.1] | 8.20 |
| CTRL_RND | 576 | 52% | +12.07 | +2.1¢ | [−1.0 ; +5.4] | 5.85 |
| EDGE6 | 556 | 43% | +10.62 | +1.9¢ | [−1.8 ; +5.6] | 11.37 |
| EDGE4_EARLY | 555 | 46% | +7.51 | +1.4¢ | [−2.6 ; +5.2] | 10.02 |
| EDGE4 | 585 | 45% | +6.03 | +1.0¢ | [−2.8 ; +4.9] | 11.53 |
| EDGE4_LATE | 436 | 36% | +3.51 | +0.8¢ | [−2.8 ; +4.6] | 7.43 |
| EDGE2 | 592 | 45% | −1.90 | −0.3¢ | [−4.2 ; +3.8] | 18.12 |
| CTRL_FAV30 | 425 | 90% | −8.25 | −1.9¢ | [−4.5 ; +0.5] | 12.05 |
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.