2026-09-04
1632 windows (0 with uncertain resolution, excluded from grading) · 19053 paper trades
model Brier t60 0.0514market Brier t60 0.0495lead corr 0.62lead hit 72%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE8 | 1326 | 47% | +100.94 | +7.6¢ | [+5.1 ; +10.1] | 12.86 |
| COMBO | 1480 | 49% | +96.73 | +6.5¢ | [+4.1 ; +9.0] | 10.43 |
| LEAD3 | 1424 | 50% | +95.45 | +6.7¢ | [+4.2 ; +9.2] | 11.85 |
| EDGE12 | 862 | 46% | +94.00 | +10.9¢ | [+7.9 ; +14.2] | 5.32 |
| EDGE8_BUILT | 1204 | 44% | +81.27 | +6.7¢ | [+4.2 ; +9.2] | 10.25 |
| EDGE6 | 1517 | 46% | +76.79 | +5.1¢ | [+2.7 ; +7.4] | 14.82 |
| EDGE4_T | 1603 | 56% | +61.73 | +3.9¢ | [+1.5 ; +6.1] | 18.10 |
| EDGE12_BUILT | 734 | 43% | +60.19 | +8.2¢ | [+5.2 ; +11.6] | 5.34 |
| EDGE4_EARLY | 1547 | 47% | +48.52 | +3.1¢ | [+0.6 ; +5.5] | 17.49 |
| EDGE4 | 1614 | 47% | +46.91 | +2.9¢ | [+0.5 ; +5.2] | 17.92 |
| IVRV | 1265 | 62% | +17.75 | +1.4¢ | [−1.2 ; +4.0] | 31.40 |
| EDGE2 | 1632 | 46% | +4.77 | +0.3¢ | [−2.0 ; +2.8] | 18.35 |
| EDGE4_LATE | 1030 | 35% | +3.80 | +0.4¢ | [−2.1 ; +2.8] | 17.95 |
| CTRL_FAV30 | 338 | 96% | +0.88 | +0.3¢ | [−1.8 ; +2.2] | 1.94 |
| CTRL_RND | 1477 | 52% | −1.82 | −0.1¢ | [−2.1 ; +1.8] | 17.00 |
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.