2026-08-08
1632 windows (0 with uncertain resolution, excluded from grading) · 21680 paper trades
model Brier t60 0.0962market Brier t60 0.0718lead 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 |
|---|---|---|---|---|---|---|
| IVRV | 1098 | 65% | +36.25 | +3.3¢ | [+0.6 ; +6.1] | 10.08 |
| EDGE4_T | 1625 | 46% | +25.67 | +1.6¢ | [−0.8 ; +4.1] | 17.07 |
| LEAD3 | 1443 | 39% | +12.57 | +0.9¢ | [−1.3 ; +3.3] | 17.02 |
| EDGE6 | 1597 | 40% | +9.90 | +0.6¢ | [−1.7 ; +2.9] | 15.54 |
| CTRL_FAV30 | 1039 | 97% | +6.52 | +0.6¢ | [−0.4 ; +1.6] | 4.79 |
| EDGE8 | 1531 | 37% | +5.30 | +0.3¢ | [−1.9 ; +2.6] | 17.83 |
| EDGE12 | 1308 | 33% | +3.95 | +0.3¢ | [−2.1 ; +2.6] | 14.92 |
| EDGE4_EARLY | 1568 | 41% | +1.67 | +0.1¢ | [−2.2 ; +2.5] | 22.06 |
| EDGE4 | 1629 | 41% | −1.44 | −0.1¢ | [−2.4 ; +2.2] | 25.12 |
| COMBO | 1583 | 39% | −5.45 | −0.3¢ | [−2.6 ; +1.8] | 18.87 |
| EDGE8_BUILT | 1474 | 36% | −7.76 | −0.5¢ | [−2.8 ; +1.8] | 18.90 |
| EDGE12_BUILT | 1243 | 31% | −8.28 | −0.7¢ | [−3.1 ; +1.8] | 22.79 |
| EDGE2 | 1632 | 42% | −19.41 | −1.2¢ | [−3.3 ; +1.3] | 38.90 |
| EDGE4_LATE | 1307 | 29% | −22.11 | −1.7¢ | [−3.7 ; +0.3] | 30.44 |
| CTRL_RND | 1603 | 47% | −28.98 | −1.8¢ | [−3.7 ; +0.1] | 33.39 |
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.