2026-07-27
591 windows (12 with uncertain resolution, excluded from grading) · 7285 paper trades
model Brier t60 0.0927market Brier t60 0.0869lead corr 0.66lead hit 73%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE6 | 556 | 47% | +36.52 | +6.6¢ | [+2.7 ; +10.5] | 7.41 |
| LEAD3 | 504 | 51% | +35.81 | +7.1¢ | [+3.2 ; +11.0] | 5.86 |
| EDGE4_EARLY | 539 | 50% | +34.52 | +6.4¢ | [+2.4 ; +10.3] | 9.50 |
| EDGE2 | 591 | 51% | +33.33 | +5.6¢ | [+1.8 ; +9.6] | 6.88 |
| COMBO | 545 | 48% | +29.28 | +5.4¢ | [+1.7 ; +9.2] | 7.09 |
| EDGE4 | 585 | 48% | +28.97 | +5.0¢ | [+1.3 ; +8.6] | 11.15 |
| EDGE12 | 312 | 38% | +21.03 | +6.7¢ | [+2.2 ; +11.5] | 5.86 |
| EDGE12_BUILT | 285 | 36% | +17.74 | +6.2¢ | [+1.6 ; +11.1] | 5.82 |
| EDGE8 | 484 | 40% | +14.67 | +3.0¢ | [−0.8 ; +7.0] | 7.80 |
| IVRV | 452 | 63% | +13.69 | +3.0¢ | [−1.2 ; +7.3] | 15.35 |
| EDGE8_BUILT | 460 | 38% | +13.48 | +2.9¢ | [−1.2 ; +7.0] | 9.00 |
| EDGE4_T | 587 | 55% | +11.61 | +2.0¢ | [−1.9 ; +5.8] | 13.64 |
| CTRL_FAV30 | 373 | 94% | +10.17 | +2.7¢ | [+0.5 ; +4.8] | 3.11 |
| CTRL_RND | 567 | 53% | +2.69 | +0.5¢ | [−2.9 ; +3.7] | 13.18 |
| EDGE4_LATE | 445 | 31% | −6.42 | −1.4¢ | [−5.2 ; +2.4] | 13.33 |
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.