2026-09-08
1632 windows (0 with uncertain resolution, excluded from grading) · 19299 paper trades
model Brier t60 0.0549market Brier t60 0.0553lead corr 0.64lead hit 73%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE8 | 1311 | 46% | +101.84 | +7.8¢ | [+5.3 ; +10.3] | 8.99 |
| EDGE12 | 897 | 46% | +97.51 | +10.9¢ | [+7.8 ; +13.9] | 8.01 |
| LEAD3 | 1432 | 50% | +75.30 | +5.3¢ | [+2.9 ; +7.8] | 14.73 |
| EDGE8_BUILT | 1192 | 44% | +73.95 | +6.2¢ | [+3.6 ; +8.8] | 7.71 |
| EDGE6 | 1502 | 46% | +70.22 | +4.7¢ | [+2.2 ; +7.1] | 14.03 |
| EDGE12_BUILT | 741 | 44% | +68.59 | +9.3¢ | [+5.9 ; +12.5] | 6.25 |
| COMBO | 1484 | 48% | +66.01 | +4.4¢ | [+2.0 ; +6.9] | 13.26 |
| EDGE4_T | 1622 | 57% | +60.84 | +3.8¢ | [+1.4 ; +6.0] | 12.96 |
| EDGE4 | 1618 | 48% | +54.27 | +3.4¢ | [+1.0 ; +5.7] | 19.25 |
| EDGE4_EARLY | 1570 | 48% | +54.17 | +3.5¢ | [+1.1 ; +5.9] | 20.01 |
| IVRV | 1409 | 63% | +43.40 | +3.1¢ | [+0.6 ; +5.5] | 18.93 |
| EDGE2 | 1632 | 48% | +26.00 | +1.6¢ | [−0.7 ; +3.9] | 19.50 |
| CTRL_FAV30 | 360 | 94% | +0.12 | +0.0¢ | [−2.1 ; +2.0] | 5.85 |
| EDGE4_LATE | 1034 | 37% | −5.58 | −0.5¢ | [−2.9 ; +1.9] | 12.70 |
| CTRL_RND | 1495 | 52% | −7.12 | −0.5¢ | [−2.5 ; +1.5] | 21.35 |
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.