2026-09-03
1632 windows (0 with uncertain resolution, excluded from grading) · 19619 paper trades
model Brier t60 0.0463market Brier t60 0.0765lead corr 0.64lead hit 75%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 1032 | 53% | +155.39 | +15.1¢ | [+12.4 ; +17.9] | 6.31 |
| EDGE8 | 1381 | 51% | +141.94 | +10.3¢ | [+7.8 ; +12.7] | 7.45 |
| EDGE12_BUILT | 884 | 53% | +138.47 | +15.7¢ | [+12.3 ; +18.7] | 4.85 |
| EDGE8_BUILT | 1279 | 50% | +119.95 | +9.4¢ | [+6.9 ; +11.8] | 8.03 |
| LEAD3 | 1460 | 53% | +118.95 | +8.1¢ | [+5.9 ; +10.6] | 11.04 |
| EDGE6 | 1501 | 50% | +113.88 | +7.6¢ | [+5.3 ; +10.0] | 7.91 |
| COMBO | 1507 | 51% | +102.41 | +6.8¢ | [+4.5 ; +9.0] | 12.08 |
| EDGE4_T | 1595 | 60% | +100.10 | +6.3¢ | [+4.0 ; +8.5] | 12.38 |
| EDGE4 | 1608 | 52% | +85.37 | +5.3¢ | [+3.0 ; +7.5] | 15.18 |
| EDGE4_LATE | 1069 | 48% | +84.23 | +7.9¢ | [+5.5 ; +10.3] | 8.18 |
| EDGE4_EARLY | 1503 | 50% | +81.58 | +5.4¢ | [+3.1 ; +8.0] | 15.15 |
| EDGE2 | 1621 | 52% | +61.56 | +3.8¢ | [+1.6 ; +6.1] | 15.17 |
| IVRV | 1251 | 65% | +60.57 | +4.8¢ | [+2.2 ; +7.5] | 22.23 |
| CTRL_FAV30 | 451 | 77% | −37.02 | −8.2¢ | [−12.0 ; −4.3] | 46.86 |
| CTRL_RND | 1477 | 50% | −52.85 | −3.6¢ | [−5.8 ; −1.4] | 56.98 |
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.