2026-08-17
1632 windows (0 with uncertain resolution, excluded from grading) · 21049 paper trades
model Brier t60 0.0665market Brier t60 0.0407lead corr 0.61lead hit 69%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1438 | 40% | +48.03 | +3.3¢ | [+1.0 ; +5.6] | 24.89 |
| COMBO | 1590 | 40% | +41.82 | +2.6¢ | [+0.3 ; +4.9] | 33.28 |
| IVRV | 1100 | 61% | +38.07 | +3.5¢ | [+0.5 ; +6.3] | 12.57 |
| EDGE8 | 1547 | 38% | +32.95 | +2.1¢ | [−0.2 ; +4.6] | 35.51 |
| EDGE12 | 1334 | 33% | +29.78 | +2.2¢ | [−0.1 ; +4.5] | 24.14 |
| EDGE4_EARLY | 1613 | 42% | +26.24 | +1.6¢ | [−0.7 ; +3.8] | 43.55 |
| EDGE4 | 1630 | 42% | +23.09 | +1.4¢ | [−0.9 ; +3.8] | 45.12 |
| EDGE6 | 1605 | 40% | +22.47 | +1.4¢ | [−0.9 ; +3.8] | 42.08 |
| EDGE4_T | 1627 | 44% | +18.99 | +1.2¢ | [−1.3 ; +3.3] | 41.22 |
| EDGE8_BUILT | 1503 | 36% | +17.80 | +1.2¢ | [−1.1 ; +3.5] | 37.50 |
| EDGE12_BUILT | 1280 | 31% | +15.17 | +1.2¢ | [−1.4 ; +3.5] | 22.12 |
| EDGE2 | 1632 | 42% | +6.49 | +0.4¢ | [−2.0 ; +2.8] | 54.09 |
| CTRL_FAV30 | 392 | 96% | −1.62 | −0.4¢ | [−2.2 ; +1.2] | 5.72 |
| CTRL_RND | 1509 | 50% | −5.17 | −0.3¢ | [−2.3 ; +1.6] | 15.90 |
| EDGE4_LATE | 1249 | 22% | −18.29 | −1.5¢ | [−3.3 ; +0.5] | 31.31 |
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.