2026-07-24
591 windows (12 with uncertain resolution, excluded from grading) · 6368 paper trades
model Brier t60 0.1482market Brier t60 0.1299lead corr 0.58lead hit 52%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 519 | 48% | +19.46 | +3.7¢ | [−0.2 ; +7.8] | 9.74 |
| EDGE4 | 585 | 47% | +18.23 | +3.1¢ | [−0.8 ; +7.2] | 9.04 |
| EDGE4_EARLY | 525 | 47% | +16.16 | +3.1¢ | [−1.4 ; +7.1] | 7.39 |
| EDGE4_LATE | 505 | 48% | +14.69 | +2.9¢ | [−0.8 ; +6.7] | 10.05 |
| EDGE6 | 572 | 45% | +13.91 | +2.4¢ | [−1.6 ; +6.3] | 8.49 |
| EDGE12 | 364 | 45% | +13.69 | +3.8¢ | [−1.0 ; +8.4] | 10.77 |
| EDGE8 | 518 | 44% | +9.58 | +1.8¢ | [−2.2 ; +5.8] | 12.72 |
| EDGE2 | 591 | 48% | +9.58 | +1.6¢ | [−2.4 ; +5.9] | 9.13 |
| EDGE4_T | 585 | 52% | −1.07 | −0.2¢ | [−3.9 ; +4.1] | 19.04 |
| IVRV | 516 | 60% | −11.33 | −2.2¢ | [−6.2 ; +1.9] | 23.24 |
| CTRL_FAV30 | 507 | 85% | −18.82 | −3.7¢ | [−6.6 ; −1.0] | 18.89 |
| CTRL_RND | 581 | 49% | −24.20 | −4.2¢ | [−7.7 ; −0.6] | 31.60 |
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.