2026-08-03
1661 windows (0 with uncertain resolution, excluded from grading) · 21225 paper trades
model Brier t60 0.0852market Brier t60 0.0787lead corr 0.64lead hit 70%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| IVRV | 1274 | 64% | +70.46 | +5.5¢ | [+3.0 ; +8.3] | 9.33 |
| COMBO | 1576 | 46% | +67.44 | +4.3¢ | [+2.0 ; +6.6] | 11.98 |
| LEAD3 | 1504 | 47% | +66.94 | +4.5¢ | [+2.1 ; +6.8] | 13.74 |
| EDGE12 | 971 | 39% | +58.77 | +6.1¢ | [+3.3 ; +8.8] | 8.93 |
| EDGE4_T | 1645 | 53% | +50.19 | +3.1¢ | [+0.8 ; +5.3] | 15.83 |
| EDGE6 | 1591 | 44% | +47.65 | +3.0¢ | [+0.6 ; +5.6] | 15.98 |
| EDGE12_BUILT | 880 | 37% | +42.92 | +4.9¢ | [+1.9 ; +7.6] | 8.68 |
| EDGE8 | 1448 | 39% | +32.84 | +2.3¢ | [+0.0 ; +4.5] | 13.22 |
| EDGE8_BUILT | 1368 | 37% | +24.97 | +1.8¢ | [−0.4 ; +4.3] | 15.06 |
| EDGE4 | 1648 | 44% | +22.77 | +1.4¢ | [−0.8 ; +3.8] | 24.30 |
| EDGE4_EARLY | 1598 | 44% | +21.42 | +1.3¢ | [−1.1 ; +3.6] | 24.14 |
| EDGE2 | 1661 | 46% | +20.56 | +1.2¢ | [−1.2 ; +3.6] | 17.99 |
| CTRL_RND | 1610 | 52% | +0.94 | +0.1¢ | [−1.8 ; +2.0] | 21.28 |
| CTRL_FAV30 | 1178 | 92% | −0.81 | −0.1¢ | [−1.5 ; +1.3] | 13.65 |
| EDGE4_LATE | 1273 | 28% | −37.98 | −3.0¢ | [−4.9 ; −0.9] | 43.57 |
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.