2026-09-24
1632 windows (0 with uncertain resolution, excluded from grading) · 19092 paper trades
model Brier t60 0.0487market Brier t60 0.0481lead 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 |
|---|---|---|---|---|---|---|
| EDGE8 | 1285 | 49% | +119.94 | +9.3¢ | [+6.8 ; +11.8] | 8.90 |
| EDGE12 | 814 | 49% | +106.86 | +13.1¢ | [+9.9 ; +16.3] | 6.12 |
| EDGE6 | 1508 | 49% | +101.58 | +6.7¢ | [+4.3 ; +9.2] | 15.54 |
| EDGE12_BUILT | 712 | 47% | +91.71 | +12.9¢ | [+9.4 ; +16.2] | 6.24 |
| COMBO | 1510 | 49% | +87.86 | +5.8¢ | [+3.7 ; +8.1] | 13.54 |
| LEAD3 | 1482 | 50% | +84.36 | +5.7¢ | [+3.4 ; +7.9] | 17.11 |
| EDGE8_BUILT | 1171 | 45% | +71.14 | +6.1¢ | [+3.5 ; +8.7] | 9.55 |
| EDGE4_EARLY | 1569 | 49% | +54.73 | +3.5¢ | [+1.0 ; +5.7] | 20.03 |
| EDGE4 | 1617 | 48% | +53.74 | +3.3¢ | [+0.9 ; +5.7] | 20.51 |
| EDGE4_T | 1616 | 56% | +44.24 | +2.7¢ | [+0.3 ; +5.0] | 15.25 |
| IVRV | 1408 | 61% | +30.81 | +2.2¢ | [−0.3 ; +4.7] | 16.18 |
| EDGE2 | 1632 | 48% | +15.00 | +0.9¢ | [−1.6 ; +3.3] | 36.95 |
| EDGE4_LATE | 999 | 34% | +1.03 | +0.1¢ | [−2.3 ; +2.6] | 12.03 |
| CTRL_FAV30 | 307 | 94% | −0.91 | −0.3¢ | [−2.7 ; +2.0] | 7.88 |
| CTRL_RND | 1462 | 48% | −35.32 | −2.4¢ | [−4.4 ; −0.3] | 37.44 |
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.