2026-07-29
1632 windows (0 with uncertain resolution, excluded from grading) · 15980 paper trades
model Brier t60 0.0756market Brier t60 0.0745lead corr 0.66lead hit 78%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1357 | 44% | +52.22 | +3.8¢ | [+1.4 ; +6.4] | 12.96 |
| EDGE8 | 1266 | 39% | +43.20 | +3.4¢ | [+0.9 ; +5.9] | 16.55 |
| EDGE2 | 1620 | 47% | +35.99 | +2.2¢ | [−0.2 ; +4.5] | 19.14 |
| EDGE6 | 1507 | 41% | +35.78 | +2.4¢ | [+0.0 ; +4.7] | 32.48 |
| EDGE12 | 721 | 36% | +31.40 | +4.4¢ | [+1.3 ; +7.4] | 10.66 |
| EDGE4 | 1603 | 44% | +18.89 | +1.2¢ | [−1.3 ; +3.6] | 36.40 |
| EDGE4_EARLY | 1516 | 44% | +17.40 | +1.1¢ | [−1.3 ; +3.5] | 39.27 |
| CTRL_FAV30 | 933 | 92% | +0.73 | +0.1¢ | [−1.5 ; +1.7] | 7.49 |
| EDGE4_T | 1591 | 51% | −5.16 | −0.3¢ | [−2.8 ; +2.0] | 32.44 |
| IVRV | 1191 | 59% | −8.32 | −0.7¢ | [−3.3 ; +2.1] | 32.41 |
| CTRL_RND | 1536 | 52% | −10.47 | −0.7¢ | [−2.8 ; +1.3] | 24.09 |
| EDGE4_LATE | 1139 | 27% | −13.20 | −1.2¢ | [−3.3 ; +1.2] | 22.25 |
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.