2026-09-17
1632 windows (0 with uncertain resolution, excluded from grading) · 19648 paper trades
model Brier t60 0.0441market Brier t60 0.0424lead corr 0.65lead hit 75%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 966 | 48% | +152.45 | +15.8¢ | [+12.9 ; +18.8] | 4.37 |
| EDGE12_BUILT | 860 | 47% | +145.75 | +16.9¢ | [+13.8 ; +20.2] | 4.73 |
| EDGE8_BUILT | 1293 | 43% | +119.82 | +9.3¢ | [+6.8 ; +11.8] | 8.00 |
| EDGE8 | 1397 | 43% | +108.40 | +7.8¢ | [+5.5 ; +10.2] | 14.39 |
| LEAD3 | 1500 | 48% | +96.65 | +6.4¢ | [+4.0 ; +8.9] | 16.97 |
| COMBO | 1539 | 46% | +90.24 | +5.9¢ | [+3.5 ; +8.3] | 14.01 |
| EDGE6 | 1560 | 42% | +54.24 | +3.5¢ | [+1.2 ; +5.7] | 21.09 |
| IVRV | 1278 | 63% | +52.40 | +4.1¢ | [+1.5 ; +6.6] | 16.31 |
| EDGE4_T | 1608 | 54% | +38.39 | +2.4¢ | [+0.1 ; +4.6] | 29.79 |
| EDGE4_LATE | 1025 | 32% | +27.10 | +2.6¢ | [+0.3 ; +5.0] | 9.44 |
| CTRL_FAV30 | 284 | 96% | +4.77 | +1.7¢ | [−0.6 ; +3.7] | 1.72 |
| CTRL_RND | 1492 | 50% | −1.82 | −0.1¢ | [−2.0 ; +1.8] | 18.93 |
| EDGE4_EARLY | 1591 | 42% | −7.32 | −0.5¢ | [−2.9 ; +1.9] | 41.76 |
| EDGE4 | 1623 | 42% | −7.46 | −0.5¢ | [−2.7 ; +1.9] | 42.17 |
| EDGE2 | 1632 | 43% | −28.22 | −1.7¢ | [−4.2 ; +0.7] | 57.29 |
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.