2026-09-07
1632 windows (0 with uncertain resolution, excluded from grading) · 19074 paper trades
model Brier t60 0.0625market Brier t60 0.0612lead corr 0.63lead hit 73%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 832 | 46% | +90.57 | +10.9¢ | [+7.9 ; +14.0] | 5.50 |
| LEAD3 | 1434 | 52% | +89.76 | +6.3¢ | [+4.0 ; +8.6] | 14.29 |
| EDGE12_BUILT | 708 | 46% | +79.97 | +11.3¢ | [+7.8 ; +14.9] | 5.26 |
| EDGE8 | 1294 | 46% | +70.92 | +5.5¢ | [+3.1 ; +8.2] | 10.00 |
| COMBO | 1483 | 50% | +66.46 | +4.5¢ | [+2.1 ; +6.8] | 12.28 |
| EDGE8_BUILT | 1178 | 44% | +51.70 | +4.4¢ | [+1.9 ; +6.9] | 10.60 |
| EDGE6 | 1507 | 46% | +47.40 | +3.1¢ | [+0.8 ; +5.6] | 12.49 |
| EDGE4_EARLY | 1549 | 49% | +43.30 | +2.8¢ | [+0.5 ; +5.3] | 16.23 |
| EDGE4 | 1616 | 48% | +42.99 | +2.7¢ | [+0.3 ; +5.0] | 15.73 |
| IVRV | 1340 | 63% | +40.11 | +3.0¢ | [+0.5 ; +5.5] | 10.24 |
| EDGE4_T | 1615 | 55% | +37.38 | +2.3¢ | [−0.0 ; +4.6] | 14.69 |
| EDGE4_LATE | 1053 | 40% | +32.50 | +3.1¢ | [+0.6 ; +5.6] | 13.67 |
| EDGE2 | 1632 | 47% | +12.76 | +0.8¢ | [−1.6 ; +3.2] | 18.20 |
| CTRL_FAV30 | 358 | 95% | +2.37 | +0.7¢ | [−1.5 ; +2.6] | 5.76 |
| CTRL_RND | 1475 | 51% | −6.23 | −0.4¢ | [−2.4 ; +1.6] | 23.79 |
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.