2026-08-09
1632 windows (0 with uncertain resolution, excluded from grading) · 21566 paper trades
model Brier t60 0.0955market Brier t60 0.0867lead corr 0.42lead hit 35%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 1337 | 38% | +79.20 | +5.9¢ | [+3.6 ; +8.5] | 7.88 |
| EDGE12_BUILT | 1278 | 37% | +73.58 | +5.8¢ | [+3.4 ; +8.3] | 7.47 |
| EDGE8_BUILT | 1501 | 39% | +50.44 | +3.4¢ | [+1.0 ; +5.6] | 9.88 |
| EDGE8 | 1542 | 40% | +47.75 | +3.1¢ | [+0.8 ; +5.5] | 9.36 |
| EDGE6 | 1596 | 42% | +43.20 | +2.7¢ | [+0.3 ; +5.1] | 10.14 |
| IVRV | 1065 | 65% | +41.76 | +3.9¢ | [+1.1 ; +6.7] | 10.87 |
| LEAD3 | 1400 | 41% | +40.20 | +2.9¢ | [+0.6 ; +5.4] | 9.27 |
| EDGE4 | 1618 | 43% | +39.75 | +2.5¢ | [+0.1 ; +4.8] | 8.71 |
| EDGE4_LATE | 1249 | 31% | +36.19 | +2.9¢ | [+0.6 ; +5.1] | 13.57 |
| EDGE4_T | 1614 | 46% | +36.03 | +2.2¢ | [−0.2 ; +4.6] | 10.10 |
| EDGE4_EARLY | 1579 | 43% | +35.68 | +2.3¢ | [−0.2 ; +4.7] | 8.22 |
| COMBO | 1575 | 41% | +33.85 | +2.1¢ | [−0.2 ; +4.6] | 13.99 |
| EDGE2 | 1624 | 44% | +16.31 | +1.0¢ | [−1.3 ; +3.4] | 17.66 |
| CTRL_RND | 1586 | 51% | −4.54 | −0.3¢ | [−2.3 ; +1.6] | 12.09 |
| CTRL_FAV30 | 1002 | 89% | −78.58 | −7.8¢ | [−9.8 ; −6.0] | 78.63 |
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.