2026-09-16
1632 windows (0 with uncertain resolution, excluded from grading) · 19562 paper trades
model Brier t60 0.0453market Brier t60 0.0434lead corr 0.64lead hit 76%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 941 | 51% | +166.32 | +17.7¢ | [+14.8 ; +20.7] | 5.45 |
| EDGE8 | 1380 | 49% | +157.34 | +11.4¢ | [+9.0 ; +13.8] | 9.51 |
| LEAD3 | 1480 | 52% | +138.87 | +9.4¢ | [+6.9 ; +11.9] | 8.53 |
| EDGE6 | 1542 | 49% | +134.46 | +8.7¢ | [+6.3 ; +11.1] | 7.54 |
| EDGE12_BUILT | 832 | 49% | +132.64 | +15.9¢ | [+12.8 ; +18.9] | 9.12 |
| COMBO | 1527 | 49% | +117.06 | +7.7¢ | [+5.4 ; +10.1] | 12.24 |
| EDGE8_BUILT | 1284 | 46% | +112.68 | +8.8¢ | [+6.3 ; +11.5] | 22.94 |
| EDGE4 | 1608 | 48% | +85.62 | +5.3¢ | [+3.1 ; +7.7] | 11.70 |
| EDGE4_EARLY | 1563 | 48% | +81.58 | +5.2¢ | [+2.8 ; +7.7] | 12.70 |
| EDGE4_T | 1616 | 57% | +68.62 | +4.2¢ | [+1.9 ; +6.6] | 14.82 |
| EDGE2 | 1632 | 48% | +37.48 | +2.3¢ | [−0.0 ; +4.7] | 18.36 |
| IVRV | 1326 | 61% | +26.35 | +2.0¢ | [−0.6 ; +4.4] | 19.76 |
| EDGE4_LATE | 1049 | 33% | +6.79 | +0.6¢ | [−1.7 ; +3.0] | 19.01 |
| CTRL_FAV30 | 295 | 95% | −1.76 | −0.6¢ | [−3.2 ; +1.8] | 6.66 |
| CTRL_RND | 1487 | 51% | −17.22 | −1.2¢ | [−3.1 ; +0.8] | 18.67 |
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.