2026-08-05
1707 windows (0 with uncertain resolution, excluded from grading) · 21650 paper trades
model Brier t60 0.0907market Brier t60 0.0879lead corr 0.61lead hit 65%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1526 | 50% | +119.79 | +7.8¢ | [+5.6 ; +10.3] | 6.85 |
| EDGE8 | 1465 | 45% | +108.39 | +7.4¢ | [+5.0 ; +9.8] | 9.30 |
| COMBO | 1612 | 48% | +103.78 | +6.4¢ | [+4.2 ; +8.6] | 11.42 |
| IVRV | 1367 | 67% | +100.73 | +7.4¢ | [+4.9 ; +9.8] | 13.53 |
| EDGE12 | 991 | 42% | +88.95 | +9.0¢ | [+6.3 ; +11.8] | 5.86 |
| EDGE4_T | 1680 | 55% | +80.27 | +4.8¢ | [+2.5 ; +7.0] | 11.58 |
| EDGE8_BUILT | 1371 | 41% | +76.40 | +5.6¢ | [+3.0 ; +8.0] | 5.96 |
| EDGE12_BUILT | 885 | 39% | +72.01 | +8.1¢ | [+5.3 ; +11.2] | 6.78 |
| EDGE6 | 1617 | 44% | +62.51 | +3.9¢ | [+1.6 ; +6.2] | 11.83 |
| EDGE4_EARLY | 1610 | 47% | +49.22 | +3.1¢ | [+0.7 ; +5.3] | 13.51 |
| EDGE4 | 1689 | 46% | +48.97 | +2.9¢ | [+0.7 ; +5.2] | 11.66 |
| EDGE4_LATE | 1283 | 32% | +17.64 | +1.4¢ | [−0.7 ; +3.5] | 13.79 |
| EDGE2 | 1696 | 46% | +13.09 | +0.8¢ | [−1.5 ; +3.0] | 19.56 |
| CTRL_FAV30 | 1207 | 91% | −11.29 | −0.9¢ | [−2.4 ; +0.6] | 16.78 |
| CTRL_RND | 1651 | 50% | −14.85 | −0.9¢ | [−2.9 ; +1.0] | 23.81 |
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.