2026-08-23
1632 windows (0 with uncertain resolution, excluded from grading) · 18043 paper trades
model Brier t60 0.0510market Brier t60 0.0476lead corr 0.63lead hit 73%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE4_T | 1603 | 55% | +50.99 | +3.2¢ | [+1.0 ; +5.5] | 19.24 |
| IVRV | 1151 | 65% | +48.98 | +4.3¢ | [+1.5 ; +6.9] | 9.88 |
| EDGE8 | 1228 | 41% | +43.47 | +3.5¢ | [+0.9 ; +6.1] | 13.93 |
| EDGE8_BUILT | 1126 | 39% | +28.59 | +2.5¢ | [+0.0 ; +5.1] | 10.80 |
| EDGE12 | 756 | 36% | +27.71 | +3.7¢ | [+0.6 ; +6.8] | 11.71 |
| EDGE12_BUILT | 686 | 35% | +26.98 | +3.9¢ | [+0.9 ; +7.2] | 11.20 |
| COMBO | 1349 | 42% | +18.43 | +1.4¢ | [−1.0 ; +3.7] | 16.33 |
| EDGE6 | 1457 | 42% | +14.10 | +1.0¢ | [−1.3 ; +3.2] | 30.02 |
| EDGE2 | 1632 | 47% | +10.76 | +0.7¢ | [−1.7 ; +3.0] | 22.70 |
| LEAD3 | 1224 | 43% | +7.64 | +0.6¢ | [−1.9 ; +3.3] | 17.69 |
| EDGE4_EARLY | 1503 | 44% | +4.86 | +0.3¢ | [−2.1 ; +2.8] | 28.06 |
| EDGE4 | 1593 | 44% | −1.48 | −0.1¢ | [−2.5 ; +2.2] | 33.42 |
| CTRL_FAV30 | 275 | 93% | −2.57 | −0.9¢ | [−3.5 ; +1.5] | 6.31 |
| CTRL_RND | 1470 | 50% | −17.87 | −1.2¢ | [−3.2 ; +0.5] | 22.99 |
| EDGE4_LATE | 990 | 30% | −26.78 | −2.7¢ | [−4.9 ; −0.3] | 34.24 |
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.