2026-08-09
1632 windows (0 with uncertain resolution, excluded from grading) · 21566 paper trades
model Brier t60 0.0899market Brier t60 0.0651lead 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 | 34% | +25.20 | +1.9¢ | [−0.4 ; +4.4] | 8.67 |
| EDGE12_BUILT | 1278 | 33% | +16.58 | +1.3¢ | [−1.1 ; +3.7] | 7.27 |
| IVRV | 1065 | 62% | +12.76 | +1.2¢ | [−1.6 ; +4.0] | 10.53 |
| EDGE8_BUILT | 1501 | 36% | +6.44 | +0.4¢ | [−1.7 ; +2.8] | 18.89 |
| CTRL_FAV30 | 1002 | 97% | −1.58 | −0.2¢ | [−1.2 ; +0.9] | 7.43 |
| EDGE8 | 1542 | 36% | −4.25 | −0.3¢ | [−2.6 ; +2.0] | 21.62 |
| EDGE6 | 1596 | 39% | −9.80 | −0.6¢ | [−2.9 ; +1.7] | 21.46 |
| LEAD3 | 1400 | 38% | −10.80 | −0.8¢ | [−3.1 ; +1.6] | 17.87 |
| COMBO | 1575 | 38% | −12.15 | −0.8¢ | [−3.1 ; +1.4] | 24.35 |
| EDGE4 | 1618 | 40% | −13.25 | −0.8¢ | [−3.1 ; +1.5] | 22.88 |
| EDGE4_LATE | 1249 | 26% | −14.81 | −1.2¢ | [−3.2 ; +0.8] | 16.76 |
| EDGE4_T | 1614 | 43% | −14.97 | −0.9¢ | [−3.1 ; +1.4] | 28.25 |
| CTRL_RND | 1586 | 51% | −15.54 | −1.0¢ | [−3.0 ; +0.9] | 30.74 |
| EDGE4_EARLY | 1579 | 40% | −16.32 | −1.0¢ | [−3.4 ; +1.3] | 26.27 |
| EDGE2 | 1624 | 41% | −32.69 | −2.0¢ | [−4.2 ; +0.4] | 36.39 |
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.