2026-09-15
1632 windows (0 with uncertain resolution, excluded from grading) · 19678 paper trades
model Brier t60 0.0594market Brier t60 0.0585lead corr 0.66lead hit 73%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 989 | 45% | +115.55 | +11.7¢ | [+9.0 ; +14.5] | 6.27 |
| EDGE12_BUILT | 877 | 42% | +92.48 | +10.5¢ | [+7.6 ; +13.4] | 4.68 |
| COMBO | 1542 | 46% | +65.56 | +4.3¢ | [+1.9 ; +6.5] | 12.38 |
| EDGE8 | 1391 | 42% | +63.03 | +4.5¢ | [+2.2 ; +6.9] | 13.62 |
| LEAD3 | 1513 | 46% | +59.20 | +3.9¢ | [+1.6 ; +6.3] | 22.40 |
| EDGE8_BUILT | 1302 | 40% | +55.61 | +4.3¢ | [+1.8 ; +6.7] | 11.56 |
| IVRV | 1283 | 63% | +47.87 | +3.7¢ | [+1.1 ; +6.5] | 18.86 |
| EDGE4_T | 1604 | 53% | +28.14 | +1.8¢ | [−0.6 ; +4.0] | 26.40 |
| EDGE6 | 1550 | 42% | +23.52 | +1.5¢ | [−0.8 ; +3.8] | 19.96 |
| EDGE4_LATE | 1028 | 33% | +19.67 | +1.9¢ | [−0.6 ; +4.4] | 11.26 |
| EDGE4 | 1623 | 44% | +7.23 | +0.4¢ | [−1.8 ; +2.8] | 17.13 |
| EDGE4_EARLY | 1588 | 44% | +5.77 | +0.4¢ | [−2.0 ; +2.7] | 17.66 |
| CTRL_FAV30 | 307 | 93% | −1.52 | −0.5¢ | [−2.9 ; +1.9] | 3.71 |
| EDGE2 | 1632 | 45% | −8.99 | −0.6¢ | [−2.9 ; +1.8] | 21.52 |
| CTRL_RND | 1449 | 49% | −26.41 | −1.8¢ | [−3.8 ; +0.3] | 36.61 |
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.