2026-08-15
1632 windows (0 with uncertain resolution, excluded from grading) · 21371 paper trades
model Brier t60 0.0837market Brier t60 0.0530lead corr 0.56lead hit 46%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| IVRV | 1069 | 62% | +10.04 | +0.9¢ | [−1.8 ; +3.7] | 19.27 |
| CTRL_FAV30 | 620 | 97% | +0.27 | +0.0¢ | [−1.2 ; +1.2] | 3.62 |
| EDGE12 | 1371 | 33% | −2.85 | −0.2¢ | [−2.7 ; +2.3] | 24.98 |
| LEAD3 | 1397 | 38% | −7.81 | −0.6¢ | [−3.0 ; +1.8] | 26.58 |
| CTRL_RND | 1543 | 49% | −16.65 | −1.1¢ | [−3.0 ; +0.8] | 20.34 |
| EDGE8_BUILT | 1516 | 35% | −19.95 | −1.3¢ | [−3.6 ; +0.9] | 39.67 |
| EDGE12_BUILT | 1311 | 30% | −22.87 | −1.7¢ | [−4.0 ; +0.6] | 35.18 |
| COMBO | 1601 | 37% | −25.56 | −1.6¢ | [−3.8 ; +0.5] | 46.83 |
| EDGE4_EARLY | 1583 | 40% | −28.29 | −1.8¢ | [−4.2 ; +0.5] | 49.05 |
| EDGE8 | 1547 | 36% | −28.83 | −1.9¢ | [−4.2 ; +0.4] | 47.13 |
| EDGE4 | 1630 | 40% | −29.53 | −1.8¢ | [−4.3 ; +0.5] | 50.71 |
| EDGE6 | 1607 | 38% | −32.25 | −2.0¢ | [−4.3 ; +0.2] | 46.21 |
| EDGE4_T | 1627 | 42% | −38.21 | −2.3¢ | [−4.6 ; −0.0] | 59.81 |
| EDGE4_LATE | 1317 | 26% | −39.62 | −3.0¢ | [−4.9 ; −1.1] | 50.69 |
| EDGE2 | 1632 | 40% | −45.84 | −2.8¢ | [−5.2 ; −0.5] | 56.54 |
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.