2026-09-06
1632 windows (0 with uncertain resolution, excluded from grading) · 19416 paper trades
model Brier t60 0.0580market Brier t60 0.0542lead corr 0.62lead hit 61%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE8 | 1365 | 51% | +135.27 | +9.9¢ | [+7.4 ; +12.4] | 7.18 |
| LEAD3 | 1419 | 55% | +123.84 | +8.7¢ | [+6.4 ; +11.1] | 11.30 |
| EDGE12 | 948 | 50% | +121.02 | +12.8¢ | [+9.9 ; +15.6] | 4.39 |
| EDGE6 | 1536 | 51% | +112.28 | +7.3¢ | [+5.1 ; +9.5] | 8.33 |
| EDGE8_BUILT | 1241 | 49% | +92.73 | +7.5¢ | [+5.0 ; +10.0] | 9.31 |
| COMBO | 1504 | 52% | +90.39 | +6.0¢ | [+3.6 ; +8.3] | 8.52 |
| EDGE12_BUILT | 801 | 46% | +84.66 | +10.6¢ | [+7.6 ; +13.6] | 7.07 |
| EDGE4 | 1623 | 50% | +74.25 | +4.6¢ | [+2.3 ; +6.9] | 11.37 |
| EDGE4_EARLY | 1562 | 50% | +73.22 | +4.7¢ | [+2.2 ; +7.1] | 11.74 |
| EDGE4_T | 1609 | 56% | +70.45 | +4.4¢ | [+2.1 ; +6.8] | 13.33 |
| IVRV | 1301 | 66% | +59.96 | +4.6¢ | [+2.1 ; +7.1] | 15.45 |
| EDGE2 | 1632 | 47% | +18.13 | +1.1¢ | [−1.2 ; +3.4] | 19.01 |
| EDGE4_LATE | 1052 | 40% | +14.35 | +1.4¢ | [−1.0 ; +3.7] | 15.44 |
| CTRL_FAV30 | 361 | 98% | +7.95 | +2.2¢ | [+0.5 ; +3.7] | 2.38 |
| CTRL_RND | 1462 | 50% | −23.29 | −1.6¢ | [−3.5 ; +0.4] | 30.74 |
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.