2026-08-18

360 windows (0 with uncertain resolution, excluded from grading) · 4553 paper trades

model Brier t60 0.0649market Brier t60 0.0338lead corr 0.57lead hit 62%

Strategies this night (bootstrap 95% CI · ● = clear of zero)

strategy	n	win	P&L $	/trade	95% CI ¢/trade	max DD
IVRV	222	66%	+15.88	+7.2¢	[+0.6 ; +13.5]	4.82
LEAD3	305	37%	−0.09	−0.0¢	[−4.5 ; +5.0]	7.34
CTRL_FAV30	76	96%	−1.06	−1.4¢	[−5.5 ; +2.0]	2.33
CTRL_RND	332	50%	−2.43	−0.7¢	[−4.3 ; +3.2]	10.58
EDGE4_LATE	264	22%	−3.46	−1.3¢	[−5.1 ; +2.5]	8.38
COMBO	348	34%	−10.29	−3.0¢	[−7.7 ; +1.4]	15.55
EDGE2	360	39%	−10.65	−3.0¢	[−8.0 ; +1.8]	15.71
EDGE4_T	357	41%	−12.09	−3.4¢	[−8.3 ; +1.3]	14.44
EDGE4	360	38%	−12.61	−3.5¢	[−8.5 ; +1.1]	14.17
EDGE4_EARLY	358	38%	−12.95	−3.6¢	[−8.2 ; +1.3]	14.91
EDGE6	352	35%	−15.65	−4.4¢	[−9.3 ; +0.5]	17.57
EDGE8	335	33%	−16.82	−5.0¢	[−9.9 ; −0.1]	18.64
EDGE8_BUILT	324	30%	−17.38	−5.4¢	[−9.9 ; −0.7]	20.11
EDGE12_BUILT	271	24%	−19.52	−7.2¢	[−11.6 ; −2.6]	20.80
EDGE12	289	26%	−20.03	−6.9¢	[−11.6 ; −2.2]	21.10

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.