2026-08-12
1632 windows (0 with uncertain resolution, excluded from grading) · 21042 paper trades
model Brier t60 0.0772market Brier t60 0.0644lead 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 | 42% | +51.13 | +3.6¢ | [+1.1 ; +5.9] | 14.29 |
| COMBO | 1571 | 41% | +25.53 | +1.6¢ | [−0.6 ; +3.8] | 26.15 |
| IVRV | 1195 | 61% | +13.78 | +1.2¢ | [−1.7 ; +3.9] | 25.98 |
| EDGE6 | 1596 | 40% | +7.03 | +0.4¢ | [−1.7 ; +2.7] | 24.47 |
| EDGE12_BUILT | 1158 | 32% | +6.61 | +0.6¢ | [−2.0 ; +3.2] | 28.05 |
| EDGE8_BUILT | 1451 | 36% | +5.85 | +0.4¢ | [−2.0 ; +2.8] | 25.29 |
| EDGE4 | 1625 | 42% | +5.08 | +0.3¢ | [−1.9 ; +2.6] | 25.38 |
| EDGE4_EARLY | 1573 | 42% | +3.44 | +0.2¢ | [−2.3 ; +2.6] | 26.71 |
| EDGE8 | 1512 | 37% | +2.40 | +0.2¢ | [−2.2 ; +2.5] | 27.03 |
| EDGE12 | 1226 | 33% | −0.97 | −0.1¢ | [−2.6 ; +2.5] | 32.09 |
| CTRL_FAV30 | 625 | 95% | −5.11 | −0.8¢ | [−2.5 ; +0.6] | 8.71 |
| EDGE4_T | 1627 | 46% | −7.72 | −0.5¢ | [−2.9 ; +1.8] | 38.07 |
| CTRL_RND | 1539 | 50% | −10.59 | −0.7¢ | [−2.6 ; +1.2] | 24.91 |
| EDGE4_LATE | 1284 | 26% | −12.57 | −1.0¢ | [−3.1 ; +1.1] | 24.60 |
| EDGE2 | 1632 | 42% | −15.91 | −1.0¢ | [−3.2 ; +1.4] | 32.61 |
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.