2026-07-28
492 windows (0 with uncertain resolution, excluded from grading) · 4869 paper trades
model Brier t60 0.0779market Brier t60 0.0745lead corr 0.64lead hit 74%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE4_T | 482 | 58% | +25.22 | +5.2¢ | [+1.2 ; +9.3] | 14.21 |
| EDGE8 | 390 | 43% | +23.14 | +5.9¢ | [+1.4 ; +10.3] | 7.05 |
| EDGE12 | 244 | 41% | +18.85 | +7.7¢ | [+2.4 ; +13.5] | 4.12 |
| IVRV | 373 | 62% | +9.97 | +2.7¢ | [−2.5 ; +7.7] | 12.60 |
| LEAD3 | 415 | 44% | +8.46 | +2.0¢ | [−2.3 ; +6.5] | 9.52 |
| EDGE6 | 447 | 42% | +4.87 | +1.1¢ | [−3.0 ; +5.5] | 10.45 |
| EDGE4_EARLY | 445 | 43% | −1.27 | −0.3¢ | [−4.7 ; +3.9] | 15.21 |
| CTRL_FAV30 | 290 | 90% | −2.05 | −0.7¢ | [−3.8 ; +2.5] | 4.53 |
| EDGE4 | 482 | 42% | −3.65 | −0.8¢ | [−4.8 ; +3.4] | 17.12 |
| CTRL_RND | 471 | 49% | −9.97 | −2.1¢ | [−6.0 ; +1.6] | 16.29 |
| EDGE2 | 492 | 42% | −10.44 | −2.1¢ | [−6.3 ; +1.9] | 19.95 |
| EDGE4_LATE | 338 | 27% | −12.88 | −3.8¢ | [−8.0 ; +0.3] | 18.71 |
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.