2026-08-07
1632 windows (0 with uncertain resolution, excluded from grading) · 21006 paper trades
model Brier t60 0.0828market Brier t60 0.0676lead 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 |
|---|---|---|---|---|---|---|
| LEAD3 | 1431 | 44% | +35.54 | +2.5¢ | [+0.1 ; +4.7] | 12.21 |
| COMBO | 1540 | 42% | +22.90 | +1.5¢ | [−0.8 ; +3.8] | 16.32 |
| EDGE12 | 1136 | 34% | +19.01 | +1.7¢ | [−0.9 ; +4.3] | 16.12 |
| IVRV | 1271 | 60% | +16.82 | +1.3¢ | [−1.3 ; +4.0] | 23.94 |
| EDGE12_BUILT | 1089 | 33% | +16.03 | +1.5¢ | [−0.9 ; +4.1] | 16.42 |
| EDGE8_BUILT | 1413 | 37% | +12.09 | +0.9¢ | [−1.5 ; +3.2] | 16.79 |
| CTRL_FAV30 | 813 | 95% | +9.61 | +1.2¢ | [−0.2 ; +2.5] | 3.45 |
| EDGE4_T | 1624 | 49% | +6.39 | +0.4¢ | [−1.9 ; +2.7] | 21.74 |
| EDGE8 | 1467 | 38% | +3.24 | +0.2¢ | [−2.2 ; +2.6] | 19.77 |
| EDGE6 | 1586 | 41% | +2.15 | +0.1¢ | [−2.3 ; +2.6] | 18.84 |
| EDGE4 | 1625 | 43% | −1.57 | −0.1¢ | [−2.5 ; +2.3] | 20.16 |
| EDGE4_EARLY | 1566 | 43% | −9.06 | −0.6¢ | [−2.9 ; +1.7] | 22.41 |
| EDGE4_LATE | 1262 | 27% | −23.42 | −1.9¢ | [−3.8 ; +0.3] | 27.32 |
| EDGE2 | 1632 | 44% | −25.90 | −1.6¢ | [−3.9 ; +0.9] | 34.45 |
| CTRL_RND | 1551 | 48% | −37.65 | −2.4¢ | [−4.3 ; −0.5] | 41.62 |
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.