2026-09-09
1626 windows (0 with uncertain resolution, excluded from grading) · 19100 paper trades
model Brier t60 0.0547market Brier t60 0.0492lead corr 0.63lead hit 71%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1382 | 52% | +127.76 | +9.2¢ | [+6.9 ; +11.7] | 8.40 |
| EDGE12 | 889 | 47% | +105.61 | +11.9¢ | [+8.7 ; +14.9] | 7.62 |
| COMBO | 1474 | 49% | +105.15 | +7.1¢ | [+4.7 ; +9.5] | 13.64 |
| EDGE8 | 1341 | 45% | +90.28 | +6.7¢ | [+4.3 ; +9.2] | 9.11 |
| EDGE6 | 1509 | 48% | +87.57 | +5.8¢ | [+3.5 ; +8.1] | 13.96 |
| EDGE12_BUILT | 744 | 42% | +70.11 | +9.4¢ | [+6.2 ; +12.8] | 6.15 |
| EDGE8_BUILT | 1212 | 42% | +61.42 | +5.1¢ | [+2.5 ; +7.7] | 10.48 |
| EDGE4 | 1612 | 48% | +60.87 | +3.8¢ | [+1.4 ; +6.1] | 16.30 |
| EDGE4_EARLY | 1578 | 47% | +57.00 | +3.6¢ | [+1.3 ; +6.0] | 15.97 |
| IVRV | 1325 | 63% | +35.06 | +2.6¢ | [+0.2 ; +5.2] | 14.68 |
| EDGE4_T | 1607 | 53% | +18.49 | +1.2¢ | [−1.1 ; +3.6] | 18.04 |
| EDGE2 | 1624 | 47% | +15.64 | +1.0¢ | [−1.4 ; +3.5] | 16.89 |
| EDGE4_LATE | 1028 | 34% | +7.84 | +0.8¢ | [−1.6 ; +3.1] | 15.52 |
| CTRL_FAV30 | 310 | 95% | −1.06 | −0.3¢ | [−2.9 ; +1.8] | 4.63 |
| CTRL_RND | 1465 | 50% | −19.95 | −1.4¢ | [−3.4 ; +0.7] | 27.48 |
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.