2026-08-02
1652 windows (0 with uncertain resolution, excluded from grading) · 21207 paper trades
model Brier t60 0.0916market Brier t60 0.0846lead corr 0.58lead hit 59%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1438 | 48% | +82.36 | +5.7¢ | [+3.3 ; +8.0] | 10.24 |
| COMBO | 1568 | 45% | +48.89 | +3.1¢ | [+1.0 ; +5.3] | 16.42 |
| EDGE8 | 1454 | 41% | +41.78 | +2.9¢ | [+0.5 ; +5.2] | 16.93 |
| IVRV | 1210 | 64% | +38.01 | +3.1¢ | [+0.5 ; +5.7] | 10.32 |
| EDGE8_BUILT | 1397 | 40% | +34.07 | +2.4¢ | [+0.0 ; +4.7] | 16.88 |
| EDGE6 | 1576 | 43% | +32.86 | +2.1¢ | [−0.2 ; +4.4] | 16.65 |
| EDGE12 | 1025 | 37% | +31.09 | +3.0¢ | [+0.5 ; +5.7] | 15.76 |
| EDGE4 | 1645 | 44% | +29.68 | +1.8¢ | [−0.5 ; +4.2] | 19.71 |
| EDGE4_EARLY | 1568 | 44% | +27.05 | +1.7¢ | [−0.6 ; +4.0] | 18.30 |
| EDGE12_BUILT | 938 | 35% | +14.93 | +1.6¢ | [−1.2 ; +4.2] | 20.70 |
| EDGE4_T | 1639 | 49% | +11.44 | +0.7¢ | [−1.6 ; +3.0] | 14.85 |
| EDGE2 | 1652 | 45% | +9.87 | +0.6¢ | [−1.8 ; +2.9] | 23.85 |
| EDGE4_LATE | 1254 | 33% | +5.73 | +0.5¢ | [−1.5 ; +2.6] | 16.72 |
| CTRL_FAV30 | 1227 | 92% | −3.89 | −0.3¢ | [−1.8 ; +1.0] | 11.04 |
| CTRL_RND | 1616 | 50% | −4.18 | −0.3¢ | [−2.1 ; +1.7] | 23.45 |
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.