2026-08-11
1632 windows (0 with uncertain resolution, excluded from grading) · 21265 paper trades
model Brier t60 0.0781market Brier t60 0.0860lead corr 0.57lead hit 49%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 1257 | 43% | +144.05 | +11.5¢ | [+9.0 ; +14.0] | 7.98 |
| LEAD3 | 1435 | 49% | +141.39 | +9.9¢ | [+7.4 ; +12.2] | 6.86 |
| EDGE12_BUILT | 1189 | 43% | +138.86 | +11.7¢ | [+9.1 ; +14.2] | 7.93 |
| EDGE4_T | 1617 | 52% | +109.98 | +6.8¢ | [+4.4 ; +9.1] | 11.03 |
| EDGE6 | 1597 | 46% | +108.65 | +6.8¢ | [+4.4 ; +9.3] | 8.93 |
| COMBO | 1567 | 46% | +107.73 | +6.9¢ | [+4.4 ; +9.1] | 10.58 |
| EDGE4_EARLY | 1602 | 48% | +104.42 | +6.5¢ | [+4.1 ; +8.9] | 11.72 |
| EDGE4 | 1628 | 47% | +103.60 | +6.4¢ | [+4.0 ; +8.7] | 12.21 |
| EDGE8 | 1509 | 43% | +100.55 | +6.7¢ | [+4.3 ; +9.1] | 8.86 |
| EDGE2 | 1632 | 49% | +98.41 | +6.0¢ | [+3.7 ; +8.5] | 11.15 |
| EDGE8_BUILT | 1448 | 42% | +93.09 | +6.4¢ | [+4.0 ; +8.9] | 10.32 |
| EDGE4_LATE | 1217 | 33% | +66.76 | +5.5¢ | [+3.2 ; +7.7] | 5.56 |
| IVRV | 1205 | 64% | +62.18 | +5.2¢ | [+2.5 ; +7.9] | 8.23 |
| CTRL_RND | 1565 | 50% | −10.33 | −0.7¢ | [−2.7 ; +1.4] | 21.48 |
| CTRL_FAV30 | 797 | 85% | −91.81 | −11.5¢ | [−13.9 ; −9.2] | 91.94 |
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.