2026-09-13
1632 windows (0 with uncertain resolution, excluded from grading) · 20017 paper trades
model Brier t60 0.0544market Brier t60 0.0502lead corr 0.59lead hit 46%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 1024 | 52% | +128.57 | +12.6¢ | [+9.8 ; +15.4] | 3.32 |
| EDGE12_BUILT | 907 | 49% | +104.89 | +11.6¢ | [+8.5 ; +14.5] | 4.65 |
| LEAD3 | 1460 | 54% | +100.99 | +6.9¢ | [+4.6 ; +9.3] | 5.79 |
| IVRV | 1327 | 69% | +97.42 | +7.3¢ | [+5.0 ; +9.8] | 8.65 |
| EDGE8 | 1422 | 50% | +96.23 | +6.8¢ | [+4.5 ; +9.2] | 5.69 |
| EDGE4_T | 1625 | 57% | +95.88 | +5.9¢ | [+3.6 ; +8.2] | 11.18 |
| COMBO | 1563 | 52% | +86.90 | +5.6¢ | [+3.3 ; +7.8] | 9.98 |
| EDGE6 | 1564 | 50% | +83.97 | +5.4¢ | [+3.1 ; +7.7] | 9.56 |
| EDGE8_BUILT | 1337 | 48% | +81.61 | +6.1¢ | [+3.8 ; +8.5] | 8.91 |
| EDGE4 | 1627 | 49% | +55.69 | +3.4¢ | [+1.1 ; +5.8] | 10.40 |
| EDGE4_EARLY | 1573 | 50% | +52.89 | +3.4¢ | [+1.0 ; +5.6] | 9.60 |
| EDGE2 | 1632 | 50% | +50.18 | +3.1¢ | [+0.9 ; +5.5] | 16.19 |
| EDGE4_LATE | 1056 | 39% | +12.96 | +1.2¢ | [−1.1 ; +3.6] | 6.26 |
| CTRL_FAV30 | 395 | 95% | −3.53 | −0.9¢ | [−2.7 ; +0.9] | 6.64 |
| CTRL_RND | 1505 | 50% | −12.42 | −0.8¢ | [−2.8 ; +1.1] | 20.94 |
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.