2026-08-06
1701 windows (0 with uncertain resolution, excluded from grading) · 21479 paper trades
model Brier t60 0.0960market Brier t60 0.0948lead corr 0.59lead hit 62%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1455 | 49% | +89.41 | +6.1¢ | [+3.9 ; +8.5] | 7.41 |
| EDGE8 | 1429 | 43% | +72.61 | +5.1¢ | [+2.8 ; +7.5] | 6.81 |
| COMBO | 1588 | 47% | +71.77 | +4.5¢ | [+2.3 ; +6.9] | 7.58 |
| EDGE8_BUILT | 1360 | 42% | +69.48 | +5.1¢ | [+2.6 ; +7.5] | 7.90 |
| EDGE12 | 923 | 41% | +66.97 | +7.3¢ | [+4.4 ; +10.2] | 4.70 |
| EDGE12_BUILT | 848 | 39% | +58.43 | +6.9¢ | [+3.9 ; +9.9] | 7.28 |
| IVRV | 1414 | 62% | +45.09 | +3.2¢ | [+0.7 ; +5.7] | 27.72 |
| EDGE6 | 1612 | 43% | +45.05 | +2.8¢ | [+0.6 ; +5.1] | 10.06 |
| EDGE4_T | 1692 | 54% | +33.09 | +2.0¢ | [−0.3 ; +4.2] | 13.73 |
| EDGE4_EARLY | 1609 | 44% | +20.62 | +1.3¢ | [−1.0 ; +3.7] | 21.48 |
| EDGE4 | 1687 | 44% | +14.00 | +0.8¢ | [−1.3 ; +3.1] | 21.47 |
| EDGE4_LATE | 1272 | 35% | +10.69 | +0.8¢ | [−1.4 ; +3.0] | 10.88 |
| CTRL_RND | 1655 | 50% | +1.39 | +0.1¢ | [−1.8 ; +2.0] | 19.70 |
| CTRL_FAV30 | 1234 | 91% | −9.50 | −0.8¢ | [−2.2 ; +0.7] | 18.78 |
| EDGE2 | 1701 | 44% | −18.02 | −1.1¢ | [−3.4 ; +1.2] | 31.28 |
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.