2026-09-20
1627 windows (0 with uncertain resolution, excluded from grading) · 19261 paper trades
model Brier t60 0.0533market Brier t60 0.0499lead corr 0.64lead hit 73%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 877 | 44% | +110.89 | +12.6¢ | [+9.4 ; +15.7] | 4.77 |
| EDGE8 | 1344 | 44% | +106.83 | +7.9¢ | [+5.4 ; +10.4] | 7.72 |
| LEAD3 | 1487 | 49% | +102.35 | +6.9¢ | [+4.5 ; +9.3] | 7.29 |
| EDGE8_BUILT | 1245 | 43% | +96.39 | +7.7¢ | [+5.3 ; +10.3] | 7.11 |
| COMBO | 1532 | 47% | +90.45 | +5.9¢ | [+3.6 ; +8.2] | 9.58 |
| EDGE6 | 1525 | 46% | +87.58 | +5.7¢ | [+3.5 ; +8.1] | 12.29 |
| EDGE12_BUILT | 770 | 41% | +78.87 | +10.2¢ | [+7.3 ; +13.5] | 4.10 |
| EDGE4 | 1615 | 47% | +64.49 | +4.0¢ | [+1.7 ; +6.3] | 11.97 |
| EDGE4_EARLY | 1576 | 47% | +64.15 | +4.1¢ | [+1.7 ; +6.6] | 12.14 |
| EDGE4_T | 1610 | 54% | +39.68 | +2.5¢ | [+0.1 ; +4.8] | 12.61 |
| IVRV | 1301 | 63% | +37.54 | +2.9¢ | [+0.4 ; +5.4] | 12.60 |
| EDGE2 | 1627 | 46% | +17.62 | +1.1¢ | [−1.3 ; +3.4] | 30.50 |
| EDGE4_LATE | 997 | 34% | +13.25 | +1.3¢ | [−1.2 ; +3.9] | 11.36 |
| CTRL_FAV30 | 275 | 94% | −0.78 | −0.3¢ | [−2.9 ; +2.2] | 3.98 |
| CTRL_RND | 1480 | 49% | −25.98 | −1.8¢ | [−3.8 ; +0.2] | 30.85 |
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.