2026-09-02
1632 windows (0 with uncertain resolution, excluded from grading) · 19470 paper trades
model Brier t60 0.0456market Brier t60 0.0767lead corr 0.64lead hit 73%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE6 | 1491 | 55% | +154.78 | +10.4¢ | [+8.0 ; +12.7] | 10.77 |
| LEAD3 | 1450 | 56% | +152.21 | +10.5¢ | [+8.2 ; +13.0] | 10.55 |
| EDGE12 | 1007 | 56% | +151.16 | +15.0¢ | [+12.2 ; +17.9] | 8.94 |
| EDGE8 | 1361 | 54% | +146.83 | +10.8¢ | [+8.3 ; +13.2] | 13.10 |
| EDGE8_BUILT | 1253 | 54% | +138.06 | +11.0¢ | [+8.5 ; +13.6] | 15.33 |
| COMBO | 1504 | 55% | +135.85 | +9.0¢ | [+6.7 ; +11.4] | 12.05 |
| EDGE12_BUILT | 873 | 55% | +133.07 | +15.2¢ | [+12.2 ; +18.3] | 8.27 |
| EDGE4_T | 1599 | 62% | +117.27 | +7.3¢ | [+5.0 ; +9.7] | 11.60 |
| EDGE4 | 1595 | 54% | +109.97 | +6.9¢ | [+4.7 ; +9.1] | 15.03 |
| EDGE4_EARLY | 1484 | 53% | +99.38 | +6.7¢ | [+4.1 ; +9.1] | 13.85 |
| EDGE4_LATE | 1045 | 48% | +76.53 | +7.3¢ | [+5.0 ; +9.6] | 12.26 |
| IVRV | 1293 | 65% | +69.56 | +5.4¢ | [+2.8 ; +8.0] | 21.83 |
| EDGE2 | 1613 | 52% | +53.74 | +3.3¢ | [+1.1 ; +5.6] | 24.49 |
| CTRL_FAV30 | 433 | 76% | −40.79 | −9.4¢ | [−13.4 ; −5.5] | 42.41 |
| CTRL_RND | 1469 | 50% | −58.31 | −4.0¢ | [−6.1 ; −1.8] | 62.45 |
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.