2026-08-27
1632 windows (0 with uncertain resolution, excluded from grading) · 18828 paper trades
model Brier t60 0.0431market Brier t60 0.0418lead corr 0.63lead hit 72%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1446 | 48% | +106.39 | +7.4¢ | [+5.0 ; +9.8] | 8.21 |
| EDGE8 | 1322 | 43% | +90.99 | +6.9¢ | [+4.4 ; +9.4] | 7.47 |
| EDGE6 | 1522 | 45% | +89.18 | +5.9¢ | [+3.5 ; +8.2] | 7.98 |
| COMBO | 1491 | 45% | +82.53 | +5.5¢ | [+3.1 ; +7.8] | 10.18 |
| EDGE4_T | 1592 | 54% | +73.30 | +4.6¢ | [+2.2 ; +7.0] | 9.07 |
| EDGE12 | 839 | 41% | +71.08 | +8.5¢ | [+5.4 ; +11.5] | 9.31 |
| EDGE8_BUILT | 1176 | 40% | +62.78 | +5.3¢ | [+2.8 ; +8.1] | 13.93 |
| EDGE4 | 1616 | 46% | +59.76 | +3.7¢ | [+1.4 ; +6.1] | 9.27 |
| EDGE4_EARLY | 1552 | 46% | +57.63 | +3.7¢ | [+1.3 ; +6.1] | 9.02 |
| EDGE12_BUILT | 700 | 39% | +57.09 | +8.2¢ | [+5.0 ; +11.8] | 5.23 |
| IVRV | 1201 | 64% | +45.36 | +3.8¢ | [+1.0 ; +6.4] | 9.56 |
| EDGE4_LATE | 1008 | 33% | +18.19 | +1.8¢ | [−0.5 ; +4.1] | 12.16 |
| CTRL_FAV30 | 249 | 94% | −0.73 | −0.3¢ | [−3.1 ; +2.2] | 4.18 |
| CTRL_RND | 1482 | 51% | −3.13 | −0.2¢ | [−2.2 ; +1.8] | 37.13 |
| EDGE2 | 1632 | 44% | −18.60 | −1.1¢ | [−3.4 ; +1.3] | 22.85 |
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.