2026-09-18
1632 windows (0 with uncertain resolution, excluded from grading) · 19995 paper trades
model Brier t60 0.0452market Brier t60 0.0469lead 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 | 1093 | 47% | +165.42 | +15.1¢ | [+12.4 ; +17.8] | 6.85 |
| EDGE8 | 1432 | 47% | +160.40 | +11.2¢ | [+8.8 ; +13.8] | 8.25 |
| EDGE12_BUILT | 970 | 46% | +141.02 | +14.5¢ | [+11.8 ; +17.4] | 4.37 |
| EDGE8_BUILT | 1336 | 45% | +132.11 | +9.9¢ | [+7.5 ; +12.3] | 6.32 |
| COMBO | 1556 | 49% | +131.96 | +8.5¢ | [+6.1 ; +10.7] | 5.36 |
| LEAD3 | 1533 | 50% | +125.25 | +8.2¢ | [+5.8 ; +10.5] | 10.47 |
| EDGE6 | 1542 | 47% | +115.53 | +7.5¢ | [+5.2 ; +9.8] | 7.68 |
| EDGE4 | 1621 | 48% | +89.44 | +5.5¢ | [+3.1 ; +7.8] | 13.57 |
| EDGE4_EARLY | 1580 | 48% | +85.50 | +5.4¢ | [+3.1 ; +7.8] | 13.57 |
| IVRV | 1282 | 65% | +78.27 | +6.1¢ | [+3.6 ; +8.7] | 8.18 |
| EDGE2 | 1632 | 50% | +74.03 | +4.5¢ | [+2.2 ; +6.9] | 15.01 |
| EDGE4_T | 1622 | 56% | +73.83 | +4.6¢ | [+2.1 ; +6.8] | 10.55 |
| CTRL_RND | 1464 | 50% | +0.91 | +0.1¢ | [−2.0 ; +2.0] | 17.49 |
| EDGE4_LATE | 1074 | 27% | −1.67 | −0.2¢ | [−2.5 ; +2.1] | 12.90 |
| CTRL_FAV30 | 258 | 92% | −4.23 | −1.6¢ | [−4.7 ; +1.1] | 6.87 |
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.