2026-07-26
595 windows (12 with uncertain resolution, excluded from grading) · 6131 paper trades
model Brier t60 0.0938market Brier t60 0.0873lead corr 0.61lead hit 71%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE8 | 510 | 48% | +57.11 | +11.2¢ | [+7.3 ; +15.3] | 3.77 |
| EDGE6 | 564 | 47% | +43.89 | +7.8¢ | [+3.8 ; +11.7] | 8.60 |
| LEAD3 | 501 | 50% | +41.54 | +8.3¢ | [+4.3 ; +12.3] | 9.78 |
| EDGE4_T | 584 | 57% | +38.36 | +6.6¢ | [+2.8 ; +10.6] | 9.47 |
| EDGE12 | 338 | 44% | +37.66 | +11.1¢ | [+6.4 ; +15.9] | 2.83 |
| EDGE4 | 587 | 48% | +35.39 | +6.0¢ | [+2.1 ; +9.9] | 7.88 |
| IVRV | 455 | 68% | +33.88 | +7.4¢ | [+3.0 ; +11.4] | 10.01 |
| EDGE4_EARLY | 546 | 48% | +33.30 | +6.1¢ | [+2.1 ; +10.2] | 7.39 |
| EDGE2 | 595 | 49% | +29.21 | +4.9¢ | [+1.0 ; +8.8] | 6.16 |
| CTRL_RND | 577 | 52% | +9.21 | +1.6¢ | [−1.9 ; +5.2] | 8.74 |
| EDGE4_LATE | 450 | 33% | +5.64 | +1.3¢ | [−2.4 ; +5.1] | 5.47 |
| CTRL_FAV30 | 424 | 92% | +2.09 | +0.5¢ | [−1.8 ; +2.7] | 4.09 |
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.