2026-08-08
1690 windows (0 with uncertain resolution, excluded from grading) · 22448 paper trades
model Brier t60 0.1006market Brier t60 0.0982lead corr 0.51lead hit 40%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 1359 | 40% | +89.04 | +6.6¢ | [+4.0 ; +9.1] | 7.09 |
| LEAD3 | 1494 | 44% | +88.22 | +5.9¢ | [+3.6 ; +8.3] | 7.01 |
| EDGE12_BUILT | 1291 | 39% | +83.38 | +6.5¢ | [+4.0 ; +9.0] | 6.77 |
| EDGE4_T | 1682 | 50% | +82.97 | +4.9¢ | [+2.7 ; +7.4] | 8.68 |
| EDGE8 | 1586 | 42% | +75.78 | +4.8¢ | [+2.4 ; +7.2] | 8.66 |
| EDGE8_BUILT | 1526 | 41% | +75.72 | +5.0¢ | [+2.7 ; +7.3] | 8.76 |
| COMBO | 1639 | 44% | +74.72 | +4.6¢ | [+2.2 ; +6.9] | 8.10 |
| EDGE6 | 1652 | 43% | +68.73 | +4.2¢ | [+1.9 ; +6.5] | 11.66 |
| IVRV | 1132 | 67% | +59.95 | +5.3¢ | [+2.6 ; +7.9] | 8.61 |
| EDGE4_LATE | 1352 | 35% | +56.89 | +4.2¢ | [+2.1 ; +6.4] | 7.30 |
| EDGE4 | 1687 | 44% | +52.87 | +3.1¢ | [+0.8 ; +5.4] | 11.29 |
| EDGE4_EARLY | 1622 | 44% | +52.71 | +3.2¢ | [+0.8 ; +5.7] | 11.47 |
| EDGE2 | 1690 | 46% | +47.73 | +2.8¢ | [+0.6 ; +5.2] | 17.33 |
| CTRL_RND | 1659 | 46% | −41.40 | −2.5¢ | [−4.4 ; −0.5] | 49.55 |
| CTRL_FAV30 | 1077 | 89% | −76.97 | −7.1¢ | [−8.9 ; −5.3] | 77.93 |
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.