2026-09-25
1632 windows (0 with uncertain resolution, excluded from grading) · 19076 paper trades
model Brier t60 0.0469market Brier t60 0.0469lead corr 0.65lead hit 74%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE8 | 1318 | 44% | +88.99 | +6.8¢ | [+4.3 ; +9.3] | 7.57 |
| EDGE12 | 871 | 41% | +76.84 | +8.8¢ | [+5.7 ; +12.0] | 4.53 |
| COMBO | 1508 | 47% | +76.13 | +5.0¢ | [+2.7 ; +7.3] | 9.97 |
| EDGE6 | 1484 | 45% | +72.34 | +4.9¢ | [+2.6 ; +7.3] | 9.49 |
| LEAD3 | 1477 | 49% | +71.76 | +4.9¢ | [+2.5 ; +7.3] | 10.90 |
| EDGE12_BUILT | 772 | 38% | +60.64 | +7.9¢ | [+4.4 ; +11.0] | 5.04 |
| EDGE8_BUILT | 1222 | 40% | +59.31 | +4.9¢ | [+2.2 ; +7.5] | 9.53 |
| IVRV | 1313 | 62% | +36.24 | +2.8¢ | [+0.2 ; +5.5] | 16.21 |
| EDGE4_T | 1608 | 55% | +32.90 | +2.0¢ | [−0.4 ; +4.5] | 19.61 |
| EDGE4 | 1604 | 46% | +30.48 | +1.9¢ | [−0.5 ; +4.2] | 15.55 |
| EDGE4_EARLY | 1556 | 46% | +28.76 | +1.8¢ | [−0.5 ; +4.2] | 14.83 |
| EDGE4_LATE | 1007 | 31% | +16.21 | +1.6¢ | [−0.9 ; +4.1] | 20.97 |
| CTRL_RND | 1443 | 51% | +2.06 | +0.1¢ | [−1.9 ; +2.0] | 17.14 |
| CTRL_FAV30 | 261 | 95% | +1.67 | +0.6¢ | [−1.9 ; +2.9] | 2.46 |
| EDGE2 | 1632 | 46% | −12.08 | −0.7¢ | [−3.1 ; +1.6] | 20.56 |
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.