2026-07-22
589 windows (12 with uncertain resolution, excluded from grading) · 6192 paper trades
model Brier t60 0.1084market Brier t60 0.1001lead corr 0.60lead hit 68%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| IVRV | 476 | 65% | +26.75 | +5.6¢ | [+1.5 ; +9.8] | 6.34 |
| EDGE12 | 342 | 41% | +19.28 | +5.6¢ | [+1.0 ; +10.4] | 4.11 |
| EDGE8 | 504 | 41% | +18.00 | +3.6¢ | [−0.2 ; +7.7] | 6.84 |
| EDGE6 | 563 | 42% | +10.51 | +1.9¢ | [−1.8 ; +5.9] | 11.28 |
| EDGE4_T | 584 | 52% | +7.42 | +1.3¢ | [−2.6 ; +5.3] | 11.92 |
| LEAD3 | 546 | 45% | +4.90 | +0.9¢ | [−2.7 ; +4.6] | 7.05 |
| CTRL_FAV30 | 439 | 90% | −4.53 | −1.0¢ | [−3.6 ; +1.5] | 13.74 |
| EDGE4 | 586 | 42% | −7.01 | −1.2¢ | [−5.0 ; +2.6] | 12.22 |
| EDGE4_EARLY | 558 | 42% | −7.88 | −1.4¢ | [−5.2 ; +2.8] | 12.31 |
| EDGE4_LATE | 434 | 31% | −8.14 | −1.9¢ | [−5.6 ; +2.0] | 18.21 |
| CTRL_RND | 571 | 50% | −8.74 | −1.5¢ | [−4.8 ; +1.8] | 13.26 |
| EDGE2 | 589 | 42% | −20.60 | −3.5¢ | [−7.3 ; +0.3] | 27.36 |
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.