2026-09-12
1628 windows (0 with uncertain resolution, excluded from grading) · 20637 paper trades
model Brier t60 0.0710market Brier t60 0.0687lead corr 0.58lead hit 55%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 1154 | 49% | +132.26 | +11.5¢ | [+8.9 ; +14.2] | 6.80 |
| LEAD3 | 1464 | 54% | +101.10 | +6.9¢ | [+4.4 ; +9.5] | 8.03 |
| EDGE12_BUILT | 1014 | 47% | +96.19 | +9.5¢ | [+6.6 ; +12.3] | 7.19 |
| EDGE8 | 1477 | 47% | +76.17 | +5.2¢ | [+2.9 ; +7.4] | 10.47 |
| EDGE8_BUILT | 1398 | 46% | +60.07 | +4.3¢ | [+1.8 ; +6.6] | 10.40 |
| COMBO | 1560 | 49% | +48.83 | +3.1¢ | [+0.8 ; +5.5] | 12.55 |
| EDGE6 | 1587 | 47% | +37.96 | +2.4¢ | [−0.0 ; +4.8] | 16.47 |
| IVRV | 1369 | 62% | +14.08 | +1.0¢ | [−1.5 ; +3.5] | 17.34 |
| EDGE4 | 1620 | 47% | +5.86 | +0.4¢ | [−2.0 ; +2.7] | 21.09 |
| EDGE4_EARLY | 1559 | 47% | +4.55 | +0.3¢ | [−2.1 ; +2.7] | 22.98 |
| EDGE4_LATE | 1159 | 39% | +2.65 | +0.2¢ | [−2.1 ; +2.6] | 9.30 |
| CTRL_RND | 1532 | 50% | −0.38 | −0.0¢ | [−2.1 ; +2.0] | 13.65 |
| CTRL_FAV30 | 492 | 94% | −6.20 | −1.3¢ | [−3.3 ; +0.6] | 7.65 |
| EDGE4_T | 1625 | 51% | −8.06 | −0.5¢ | [−2.8 ; +1.9] | 22.10 |
| EDGE2 | 1627 | 47% | −16.65 | −1.0¢ | [−3.4 ; +1.4] | 33.95 |
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.