2026-08-22
1632 windows (0 with uncertain resolution, excluded from grading) · 17883 paper trades
model Brier t60 0.0520market Brier t60 0.0533lead corr 0.62lead hit 73%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 726 | 38% | +43.54 | +6.0¢ | [+2.9 ; +9.2] | 8.72 |
| EDGE12_BUILT | 648 | 36% | +38.34 | +5.9¢ | [+2.6 ; +9.3] | 9.57 |
| COMBO | 1344 | 42% | +34.23 | +2.5¢ | [+0.1 ; +5.0] | 12.50 |
| LEAD3 | 1247 | 43% | +31.24 | +2.5¢ | [+0.2 ; +4.9] | 8.72 |
| EDGE8 | 1175 | 38% | +24.27 | +2.1¢ | [−0.4 ; +4.7] | 12.10 |
| IVRV | 1174 | 62% | +23.19 | +2.0¢ | [−0.8 ; +4.8] | 8.24 |
| EDGE4_T | 1592 | 54% | +21.68 | +1.4¢ | [−0.8 ; +3.7] | 20.10 |
| EDGE8_BUILT | 1093 | 36% | +14.59 | +1.3¢ | [−1.1 ; +4.0] | 13.02 |
| EDGE6 | 1433 | 41% | +10.72 | +0.7¢ | [−1.6 ; +3.1] | 22.27 |
| EDGE4_EARLY | 1506 | 43% | +1.66 | +0.1¢ | [−2.3 ; +2.6] | 26.37 |
| CTRL_FAV30 | 274 | 91% | +0.95 | +0.3¢ | [−3.0 ; +3.6] | 4.79 |
| EDGE4 | 1591 | 43% | −4.42 | −0.3¢ | [−2.7 ; +2.1] | 28.12 |
| EDGE2 | 1631 | 45% | −8.99 | −0.6¢ | [−3.0 ; +1.9] | 31.15 |
| EDGE4_LATE | 1011 | 30% | −18.59 | −1.8¢ | [−4.2 ; +0.6] | 28.09 |
| CTRL_RND | 1438 | 49% | −22.28 | −1.5¢ | [−3.5 ; +0.4] | 24.48 |
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.