2026-08-12
1632 windows (0 with uncertain resolution, excluded from grading) · 21042 paper trades
model Brier t60 0.0793market Brier t60 0.0819lead corr 0.57lead hit 58%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1428 | 46% | +99.13 | +6.9¢ | [+4.5 ; +9.3] | 8.76 |
| COMBO | 1571 | 44% | +71.53 | +4.6¢ | [+2.2 ; +7.0] | 18.86 |
| EDGE12_BUILT | 1158 | 37% | +68.61 | +5.9¢ | [+3.2 ; +8.6] | 16.12 |
| EDGE6 | 1596 | 43% | +62.03 | +3.9¢ | [+1.5 ; +6.2] | 17.92 |
| EDGE12 | 1226 | 38% | +62.03 | +5.1¢ | [+2.5 ; +7.7] | 20.04 |
| EDGE8 | 1512 | 41% | +61.40 | +4.1¢ | [+1.8 ; +6.4] | 20.01 |
| EDGE4 | 1625 | 45% | +60.08 | +3.7¢ | [+1.4 ; +6.0] | 18.51 |
| EDGE8_BUILT | 1451 | 40% | +59.85 | +4.1¢ | [+1.8 ; +6.5] | 17.34 |
| EDGE4_EARLY | 1573 | 46% | +58.44 | +3.7¢ | [+1.2 ; +6.2] | 19.90 |
| EDGE4_LATE | 1284 | 31% | +54.43 | +4.2¢ | [+2.1 ; +6.5] | 6.54 |
| EDGE4_T | 1627 | 49% | +41.28 | +2.5¢ | [+0.1 ; +5.0] | 25.07 |
| EDGE2 | 1632 | 46% | +41.09 | +2.5¢ | [+0.0 ; +4.9] | 17.57 |
| IVRV | 1195 | 63% | +38.78 | +3.2¢ | [+0.6 ; +6.0] | 19.35 |
| CTRL_RND | 1539 | 49% | −15.59 | −1.0¢ | [−3.1 ; +1.0] | 22.68 |
| CTRL_FAV30 | 625 | 87% | −59.11 | −9.5¢ | [−12.1 ; −6.9] | 59.21 |
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.