2026-08-10

1632 windows (0 with uncertain resolution, excluded from grading) · 21145 paper trades

model Brier t60 0.0813market Brier t60 0.0625lead corr 0.63lead hit 69%

Strategies this night (bootstrap 95% CI · ● = clear of zero)

strategy	n	win	P&L $	/trade	95% CI ¢/trade	max DD
LEAD3	1439	39%	+16.25	+1.1¢	[−1.3 ; +3.5]	25.22
EDGE12	1232	32%	+15.10	+1.2¢	[−1.2 ; +3.7]	14.83
EDGE12_BUILT	1193	31%	+10.61	+0.9¢	[−1.6 ; +3.4]	14.36
IVRV	1103	58%	−1.71	−0.2¢	[−3.0 ; +2.7]	23.43
COMBO	1575	38%	−2.23	−0.1¢	[−2.4 ; +2.2]	28.83
EDGE8_BUILT	1465	34%	−2.80	−0.2¢	[−2.6 ; +2.2]	23.13
EDGE4_LATE	1249	24%	−5.02	−0.4¢	[−2.5 ; +1.7]	15.83
CTRL_FAV30	741	96%	−10.85	−1.5¢	[−2.8 ; −0.2]	11.77
EDGE8	1511	35%	−11.42	−0.8¢	[−2.9 ; +1.6]	23.71
EDGE6	1597	38%	−13.74	−0.9¢	[−3.1 ; +1.5]	22.43
CTRL_RND	1556	48%	−14.33	−0.9¢	[−2.8 ; +0.9]	15.43
EDGE4	1623	39%	−37.64	−2.3¢	[−4.6 ; +0.1]	44.60
EDGE4_EARLY	1602	39%	−38.28	−2.4¢	[−4.7 ; −0.0]	45.25
EDGE4_T	1628	42%	−42.99	−2.6¢	[−4.8 ; −0.4]	47.89
EDGE2	1631	39%	−54.30	−3.3¢	[−5.7 ; −1.0]	60.73

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.