2026-08-28
1632 windows (0 with uncertain resolution, excluded from grading) · 18925 paper trades
model Brier t60 0.0421market Brier t60 0.0435lead 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 |
|---|---|---|---|---|---|---|
| LEAD3 | 1469 | 51% | +121.05 | +8.2¢ | [+5.9 ; +10.7] | 10.97 |
| COMBO | 1491 | 50% | +107.66 | +7.2¢ | [+4.9 ; +9.6] | 8.54 |
| EDGE6 | 1526 | 48% | +106.08 | +7.0¢ | [+4.6 ; +9.3] | 10.39 |
| EDGE8 | 1326 | 46% | +102.14 | +7.7¢ | [+5.1 ; +10.2] | 10.47 |
| EDGE12 | 854 | 46% | +100.31 | +11.7¢ | [+8.6 ; +14.7] | 6.04 |
| IVRV | 1266 | 67% | +92.78 | +7.3¢ | [+4.8 ; +9.9] | 10.20 |
| EDGE4 | 1616 | 49% | +89.35 | +5.5¢ | [+3.2 ; +7.9] | 9.91 |
| EDGE8_BUILT | 1171 | 44% | +86.10 | +7.4¢ | [+4.7 ; +9.9] | 8.11 |
| EDGE4_EARLY | 1560 | 49% | +83.94 | +5.4¢ | [+3.0 ; +7.8] | 10.59 |
| EDGE4_T | 1597 | 56% | +77.83 | +4.9¢ | [+2.5 ; +7.2] | 12.08 |
| EDGE12_BUILT | 686 | 43% | +70.10 | +10.2¢ | [+6.8 ; +13.8] | 4.65 |
| EDGE2 | 1632 | 48% | +33.34 | +2.0¢ | [−0.3 ; +4.4] | 24.59 |
| EDGE4_LATE | 993 | 36% | +23.88 | +2.4¢ | [−0.1 ; +4.9] | 11.45 |
| CTRL_FAV30 | 268 | 96% | −0.77 | −0.3¢ | [−2.6 ; +1.9] | 4.07 |
| CTRL_RND | 1470 | 51% | −19.74 | −1.3¢ | [−3.1 ; +0.6] | 28.06 |
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.