2026-07-25
596 windows (12 with uncertain resolution, excluded from grading) · 6318 paper trades
model Brier t60 0.1180market Brier t60 0.1081lead corr 0.53lead hit 52%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 350 | 53% | +36.27 | +10.4¢ | [+5.3 ; +15.3] | 5.39 |
| LEAD3 | 517 | 53% | +32.23 | +6.2¢ | [+2.3 ; +10.3] | 5.95 |
| EDGE4_LATE | 446 | 52% | +31.17 | +7.0¢ | [+3.0 ; +10.8] | 6.00 |
| EDGE8 | 507 | 49% | +24.59 | +4.8¢ | [+0.7 ; +9.1] | 6.56 |
| EDGE6 | 567 | 48% | +20.95 | +3.7¢ | [−0.3 ; +7.7] | 8.68 |
| EDGE4 | 590 | 49% | +17.69 | +3.0¢ | [−1.0 ; +7.3] | 11.64 |
| EDGE4_EARLY | 537 | 48% | +15.87 | +3.0¢ | [−1.2 ; +7.3] | 10.72 |
| EDGE2 | 596 | 47% | +8.64 | +1.4¢ | [−2.6 ; +5.6] | 13.59 |
| EDGE4_T | 591 | 52% | +7.87 | +1.3¢ | [−2.8 ; +5.3] | 8.75 |
| CTRL_FAV30 | 495 | 91% | −1.27 | −0.3¢ | [−2.8 ; +2.1] | 5.56 |
| IVRV | 536 | 59% | −19.41 | −3.6¢ | [−7.6 ; +0.4] | 24.42 |
| CTRL_RND | 586 | 48% | −21.06 | −3.6¢ | [−7.2 ; −0.1] | 24.70 |
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.