2026-08-20
1608 windows (0 with uncertain resolution, excluded from grading) · 17716 paper trades
model Brier t60 0.0501market Brier t60 0.0484lead corr 0.63lead hit 74%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1253 | 46% | +93.41 | +7.5¢ | [+5.0 ; +10.0] | 5.65 |
| COMBO | 1383 | 44% | +91.13 | +6.6¢ | [+4.3 ; +9.0] | 6.76 |
| EDGE2 | 1608 | 49% | +80.62 | +5.0¢ | [+2.6 ; +7.4] | 11.79 |
| EDGE4_EARLY | 1506 | 46% | +79.78 | +5.3¢ | [+2.9 ; +7.7] | 9.81 |
| EDGE4 | 1585 | 46% | +72.00 | +4.5¢ | [+2.2 ; +6.9] | 12.32 |
| EDGE8 | 1216 | 39% | +68.83 | +5.7¢ | [+3.2 ; +8.3] | 9.59 |
| EDGE6 | 1454 | 42% | +67.45 | +4.6¢ | [+2.4 ; +7.0] | 8.42 |
| EDGE8_BUILT | 1109 | 38% | +58.07 | +5.2¢ | [+2.7 ; +7.7] | 7.48 |
| EDGE4_T | 1569 | 54% | +54.16 | +3.5¢ | [+1.2 ; +5.9] | 15.33 |
| IVRV | 1083 | 65% | +52.95 | +4.9¢ | [+2.1 ; +7.7] | 6.74 |
| EDGE12 | 724 | 36% | +47.93 | +6.6¢ | [+3.5 ; +9.8] | 4.31 |
| EDGE12_BUILT | 642 | 34% | +40.31 | +6.3¢ | [+3.1 ; +9.6] | 3.35 |
| CTRL_FAV30 | 243 | 92% | −4.22 | −1.7¢ | [−4.7 ; +1.0] | 4.72 |
| EDGE4_LATE | 967 | 25% | −12.19 | −1.3¢ | [−3.7 ; +1.1] | 20.71 |
| CTRL_RND | 1374 | 49% | −21.60 | −1.6¢ | [−3.6 ; +0.4] | 25.77 |
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.