2026-08-04
1672 windows (0 with uncertain resolution, excluded from grading) · 20908 paper trades
model Brier t60 0.0879market Brier t60 0.0834lead corr 0.62lead hit 65%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 943 | 40% | +54.22 | +5.7¢ | [+3.0 ; +8.6] | 9.51 |
| LEAD3 | 1472 | 47% | +48.97 | +3.3¢ | [+0.9 ; +5.8] | 14.71 |
| EDGE12_BUILT | 841 | 38% | +44.52 | +5.3¢ | [+2.4 ; +8.3] | 11.53 |
| EDGE8_BUILT | 1321 | 40% | +43.75 | +3.3¢ | [+0.9 ; +5.7] | 19.89 |
| EDGE8 | 1402 | 41% | +43.02 | +3.1¢ | [+0.7 ; +5.4] | 21.67 |
| COMBO | 1569 | 45% | +35.12 | +2.2¢ | [+0.0 ; +4.5] | 26.81 |
| EDGE4_T | 1652 | 54% | +29.97 | +1.8¢ | [−0.4 ; +4.0] | 26.12 |
| IVRV | 1294 | 62% | +23.30 | +1.8¢ | [−0.9 ; +4.4] | 23.07 |
| EDGE4_LATE | 1217 | 33% | +1.42 | +0.1¢ | [−2.3 ; +2.6] | 29.69 |
| EDGE6 | 1569 | 40% | −3.37 | −0.2¢ | [−2.5 ; +2.1] | 39.16 |
| CTRL_FAV30 | 1145 | 91% | −15.42 | −1.3¢ | [−2.9 ; +0.1] | 19.58 |
| CTRL_RND | 1610 | 50% | −20.32 | −1.3¢ | [−3.3 ; +0.7] | 29.45 |
| EDGE4_EARLY | 1556 | 42% | −21.64 | −1.4¢ | [−3.8 ; +1.0] | 35.55 |
| EDGE4 | 1652 | 42% | −23.47 | −1.4¢ | [−3.7 ; +0.9] | 39.39 |
| EDGE2 | 1665 | 43% | −48.98 | −2.9¢ | [−5.2 ; −0.6] | 62.73 |
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.