2026-08-18
1620 windows (0 with uncertain resolution, excluded from grading) · 19612 paper trades
model Brier t60 0.0496market Brier t60 0.0399lead corr 0.57lead hit 63%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| IVRV | 1170 | 64% | +33.64 | +2.9¢ | [+0.1 ; +5.5] | 21.30 |
| LEAD3 | 1260 | 43% | +33.40 | +2.7¢ | [+0.3 ; +5.1] | 10.36 |
| EDGE12 | 1070 | 36% | +24.84 | +2.3¢ | [−0.3 ; +4.9] | 21.67 |
| EDGE4_T | 1598 | 50% | +12.33 | +0.8¢ | [−1.5 ; +3.1] | 15.28 |
| COMBO | 1497 | 41% | +11.65 | +0.8¢ | [−1.4 ; +3.0] | 15.59 |
| EDGE4 | 1599 | 44% | +10.87 | +0.7¢ | [−1.7 ; +3.0] | 15.24 |
| EDGE12_BUILT | 979 | 33% | +9.54 | +1.0¢ | [−1.7 ; +3.7] | 21.28 |
| EDGE4_EARLY | 1563 | 44% | +7.21 | +0.5¢ | [−1.8 ; +2.8] | 15.98 |
| EDGE8_BUILT | 1363 | 37% | +5.16 | +0.4¢ | [−1.9 ; +2.7] | 21.07 |
| EDGE6 | 1546 | 41% | +2.69 | +0.2¢ | [−2.2 ; +2.6] | 26.19 |
| EDGE8 | 1430 | 38% | +2.18 | +0.2¢ | [−2.1 ; +2.5] | 24.97 |
| CTRL_FAV30 | 404 | 97% | −2.14 | −0.5¢ | [−2.2 ; +1.0] | 3.83 |
| EDGE2 | 1608 | 44% | −11.43 | −0.7¢ | [−3.1 ; +1.6] | 24.95 |
| EDGE4_LATE | 1052 | 28% | −23.93 | −2.3¢ | [−4.5 ; −0.1] | 26.96 |
| CTRL_RND | 1473 | 48% | −25.39 | −1.7¢ | [−3.6 ; +0.1] | 29.82 |
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.