2026-08-01
1660 windows (0 with uncertain resolution, excluded from grading) · 21615 paper trades
model Brier t60 0.1163market Brier t60 0.1033lead corr 0.56lead hit 44%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| IVRV | 1393 | 70% | +95.83 | +6.9¢ | [+4.5 ; +9.2] | 9.76 |
| EDGE4_T | 1646 | 54% | +60.50 | +3.7¢ | [+1.3 ; +6.0] | 20.50 |
| LEAD3 | 1455 | 50% | +58.94 | +4.1¢ | [+1.7 ; +6.4] | 6.32 |
| EDGE8 | 1440 | 44% | +52.66 | +3.7¢ | [+1.3 ; +6.0] | 9.41 |
| EDGE6 | 1606 | 45% | +43.10 | +2.7¢ | [+0.4 ; +4.9] | 13.34 |
| EDGE2 | 1660 | 48% | +42.86 | +2.6¢ | [+0.3 ; +5.0] | 18.10 |
| EDGE12 | 1014 | 41% | +39.20 | +3.9¢ | [+1.1 ; +6.7] | 11.23 |
| EDGE8_BUILT | 1374 | 44% | +38.28 | +2.8¢ | [+0.4 ; +5.2] | 9.17 |
| EDGE12_BUILT | 948 | 40% | +33.27 | +3.5¢ | [+0.8 ; +6.2] | 12.81 |
| COMBO | 1580 | 46% | +30.36 | +1.9¢ | [−0.3 ; +4.2] | 10.85 |
| EDGE4 | 1656 | 46% | +21.56 | +1.3¢ | [−1.0 ; +3.7] | 16.85 |
| EDGE4_LATE | 1283 | 41% | +15.86 | +1.2¢ | [−1.0 ; +3.5] | 11.93 |
| EDGE4_EARLY | 1514 | 45% | +13.32 | +0.9¢ | [−1.6 ; +3.2] | 20.04 |
| CTRL_FAV30 | 1399 | 90% | −16.78 | −1.2¢ | [−2.6 ; +0.2] | 21.28 |
| CTRL_RND | 1647 | 51% | −18.36 | −1.1¢ | [−3.1 ; +0.8] | 24.30 |
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.