2026-09-01
1628 windows (0 with uncertain resolution, excluded from grading) · 19265 paper trades
model Brier t60 0.0483market Brier t60 0.0642lead corr 0.63lead hit 70%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 972 | 53% | +153.94 | +15.8¢ | [+13.0 ; +18.7] | 6.09 |
| LEAD3 | 1469 | 54% | +134.39 | +9.1¢ | [+6.7 ; +11.5] | 14.64 |
| EDGE8 | 1369 | 50% | +130.91 | +9.6¢ | [+7.0 ; +11.9] | 10.09 |
| EDGE12_BUILT | 829 | 52% | +126.58 | +15.3¢ | [+12.2 ; +18.4] | 6.61 |
| COMBO | 1504 | 53% | +126.01 | +8.4¢ | [+6.1 ; +10.7] | 9.05 |
| EDGE8_BUILT | 1240 | 50% | +123.24 | +9.9¢ | [+7.5 ; +12.6] | 10.55 |
| EDGE6 | 1512 | 51% | +114.81 | +7.6¢ | [+5.2 ; +9.9] | 9.89 |
| EDGE4 | 1592 | 52% | +101.20 | +6.4¢ | [+4.0 ; +8.7] | 11.61 |
| EDGE4_EARLY | 1494 | 52% | +99.95 | +6.7¢ | [+4.2 ; +9.3] | 11.21 |
| EDGE2 | 1626 | 54% | +92.56 | +5.7¢ | [+3.4 ; +8.1] | 12.67 |
| EDGE4_T | 1596 | 58% | +81.54 | +5.1¢ | [+2.7 ; +7.5] | 13.14 |
| EDGE4_LATE | 1010 | 43% | +61.77 | +6.1¢ | [+3.7 ; +8.6] | 7.33 |
| IVRV | 1275 | 64% | +47.23 | +3.7¢ | [+1.0 ; +6.3] | 16.69 |
| CTRL_FAV30 | 312 | 91% | +0.74 | +0.2¢ | [−2.8 ; +3.2] | 9.59 |
| CTRL_RND | 1465 | 51% | −25.30 | −1.7¢ | [−3.9 ; +0.3] | 28.76 |
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.