2026-07-30
1632 windows (0 with uncertain resolution, excluded from grading) · 19215 paper trades
model Brier t60 0.0821market Brier t60 0.0782lead corr 0.63lead hit 73%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1374 | 50% | +90.77 | +6.6¢ | [+4.1 ; +9.2] | 9.05 |
| COMBO | 1210 | 49% | +77.20 | +6.4¢ | [+3.9 ; +9.0] | 7.64 |
| EDGE8 | 1274 | 43% | +67.40 | +5.3¢ | [+2.7 ; +7.9] | 8.39 |
| EDGE12 | 748 | 43% | +56.31 | +7.5¢ | [+4.4 ; +10.7] | 6.38 |
| EDGE6 | 1513 | 44% | +55.02 | +3.6¢ | [+1.2 ; +6.1] | 12.76 |
| EDGE8_BUILT | 991 | 42% | +48.53 | +4.9¢ | [+2.1 ; +7.9] | 11.27 |
| EDGE12_BUILT | 548 | 43% | +48.26 | +8.8¢ | [+4.9 ; +12.6] | 5.85 |
| EDGE4 | 1613 | 45% | +18.30 | +1.1¢ | [−1.2 ; +3.5] | 21.16 |
| EDGE4_EARLY | 1535 | 45% | +17.72 | +1.2¢ | [−1.1 ; +3.5] | 19.79 |
| EDGE4_T | 1612 | 54% | +15.96 | +1.0¢ | [−1.3 ; +3.3] | 29.49 |
| EDGE4_LATE | 1137 | 34% | +9.68 | +0.9¢ | [−1.6 ; +3.1] | 9.54 |
| CTRL_FAV30 | 1112 | 92% | +1.54 | +0.1¢ | [−1.4 ; +1.6] | 13.92 |
| EDGE2 | 1629 | 46% | +0.39 | +0.0¢ | [−2.3 ; +2.4] | 27.60 |
| CTRL_RND | 1585 | 50% | −2.33 | −0.1¢ | [−2.1 ; +1.9] | 17.18 |
| IVRV | 1334 | 59% | −4.34 | −0.3¢ | [−3.0 ; +2.2] | 21.15 |
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.