2026-09-22
1636 windows (0 with uncertain resolution, excluded from grading) · 19415 paper trades
model Brier t60 0.0529market Brier t60 0.0525lead corr 0.67lead hit 78%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 889 | 51% | +141.71 | +15.9¢ | [+13.0 ; +19.0] | 8.32 |
| EDGE8 | 1340 | 49% | +135.06 | +10.1¢ | [+7.5 ; +12.6] | 7.16 |
| EDGE12_BUILT | 748 | 52% | +130.67 | +17.5¢ | [+14.3 ; +21.0] | 10.16 |
| EDGE8_BUILT | 1234 | 48% | +115.41 | +9.4¢ | [+6.7 ; +11.9] | 8.58 |
| LEAD3 | 1495 | 51% | +99.35 | +6.6¢ | [+4.1 ; +9.1] | 6.90 |
| COMBO | 1524 | 50% | +93.32 | +6.1¢ | [+3.8 ; +8.4] | 9.40 |
| EDGE6 | 1532 | 48% | +92.82 | +6.1¢ | [+3.7 ; +8.4] | 6.37 |
| EDGE4_T | 1622 | 58% | +59.02 | +3.6¢ | [+1.3 ; +6.1] | 16.76 |
| EDGE4 | 1625 | 48% | +58.32 | +3.6¢ | [+1.3 ; +6.0] | 8.99 |
| EDGE4_EARLY | 1568 | 49% | +56.78 | +3.6¢ | [+1.2 ; +6.1] | 8.93 |
| IVRV | 1419 | 61% | +28.68 | +2.0¢ | [−0.4 ; +4.5] | 17.41 |
| EDGE4_LATE | 1031 | 37% | +21.57 | +2.1¢ | [−0.2 ; +4.4] | 6.24 |
| EDGE2 | 1635 | 48% | +9.81 | +0.6¢ | [−1.8 ; +3.0] | 21.51 |
| CTRL_FAV30 | 284 | 93% | −4.86 | −1.7¢ | [−4.3 ; +0.7] | 6.16 |
| CTRL_RND | 1469 | 48% | −11.62 | −0.8¢ | [−2.8 ; +1.2] | 19.32 |
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.