2026-09-05
1628 windows (0 with uncertain resolution, excluded from grading) · 19959 paper trades
model Brier t60 0.0614market Brier t60 0.0557lead corr 0.61lead hit 57%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 1062 | 48% | +121.21 | +11.4¢ | [+8.5 ; +14.4] | 8.56 |
| LEAD3 | 1404 | 51% | +91.88 | +6.5¢ | [+4.0 ; +9.2] | 8.63 |
| EDGE12_BUILT | 903 | 44% | +84.13 | +9.3¢ | [+6.3 ; +12.4] | 6.81 |
| EDGE8 | 1431 | 46% | +76.14 | +5.3¢ | [+2.9 ; +7.7] | 14.90 |
| COMBO | 1516 | 47% | +49.06 | +3.2¢ | [+0.9 ; +5.6] | 18.54 |
| EDGE6 | 1578 | 46% | +48.37 | +3.1¢ | [+0.6 ; +5.5] | 18.27 |
| EDGE8_BUILT | 1327 | 43% | +45.34 | +3.4¢ | [+1.0 ; +5.9] | 17.88 |
| IVRV | 1312 | 65% | +30.85 | +2.4¢ | [−0.1 ; +4.8] | 11.38 |
| EDGE4_EARLY | 1563 | 47% | +25.02 | +1.6¢ | [−0.8 ; +4.2] | 13.52 |
| EDGE4_T | 1619 | 53% | +24.86 | +1.5¢ | [−0.8 ; +3.9] | 14.09 |
| EDGE4 | 1621 | 47% | +23.87 | +1.5¢ | [−0.9 ; +3.8] | 13.38 |
| EDGE2 | 1628 | 48% | +16.92 | +1.0¢ | [−1.4 ; +3.5] | 18.81 |
| EDGE4_LATE | 1102 | 38% | +7.79 | +0.7¢ | [−1.7 ; +3.2] | 15.70 |
| CTRL_FAV30 | 394 | 96% | +2.27 | +0.6¢ | [−1.5 ; +2.4] | 4.10 |
| CTRL_RND | 1499 | 49% | −25.27 | −1.7¢ | [−3.6 ; +0.3] | 30.04 |
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.