2026-07-23
600 windows (12 with uncertain resolution, excluded from grading) · 6189 paper trades
model Brier t60 0.1052market Brier t60 0.1044lead corr 0.58lead hit 67%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE8 | 495 | 50% | +56.80 | +11.5¢ | [+7.4 ; +15.5] | 6.87 |
| EDGE6 | 567 | 49% | +46.52 | +8.2¢ | [+4.3 ; +12.2] | 5.74 |
| EDGE12 | 316 | 53% | +46.50 | +14.7¢ | [+9.9 ; +19.6] | 3.27 |
| EDGE4_T | 593 | 60% | +42.41 | +7.2¢ | [+3.3 ; +10.9] | 9.33 |
| LEAD3 | 523 | 53% | +42.37 | +8.1¢ | [+4.1 ; +11.8] | 5.87 |
| EDGE4 | 591 | 50% | +34.43 | +5.8¢ | [+2.1 ; +9.8] | 7.65 |
| EDGE4_EARLY | 556 | 50% | +34.27 | +6.2¢ | [+2.5 ; +10.1] | 6.24 |
| IVRV | 506 | 63% | +21.97 | +4.3¢ | [+0.1 ; +8.6] | 9.09 |
| EDGE2 | 596 | 49% | +20.29 | +3.4¢ | [−0.3 ; +7.4] | 11.17 |
| EDGE4_LATE | 446 | 34% | −7.35 | −1.6¢ | [−5.4 ; +2.2] | 11.03 |
| CTRL_FAV30 | 418 | 89% | −10.99 | −2.6¢ | [−5.4 ; −0.1] | 14.43 |
| CTRL_RND | 582 | 46% | −24.30 | −4.2¢ | [−7.5 ; −0.8] | 27.00 |
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.