2026-09-26
1632 windows (0 with uncertain resolution, excluded from grading) · 19784 paper trades
model Brier t60 0.0529market Brier t60 0.0503lead corr 0.62lead hit 62%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 987 | 45% | +90.44 | +9.2¢ | [+6.2 ; +12.0] | 10.14 |
| EDGE12_BUILT | 900 | 44% | +81.56 | +9.1¢ | [+6.1 ; +12.0] | 7.32 |
| IVRV | 1366 | 66% | +65.54 | +4.8¢ | [+2.3 ; +7.3] | 12.15 |
| EDGE8_BUILT | 1300 | 42% | +39.31 | +3.0¢ | [+0.6 ; +5.3] | 16.20 |
| EDGE8 | 1400 | 42% | +33.69 | +2.4¢ | [−0.0 ; +4.9] | 19.54 |
| EDGE4_T | 1611 | 54% | +30.84 | +1.9¢ | [−0.4 ; +4.3] | 13.57 |
| LEAD3 | 1453 | 46% | +30.47 | +2.1¢ | [−0.2 ; +4.4] | 11.94 |
| CTRL_FAV30 | 319 | 97% | +4.98 | +1.6¢ | [−0.4 ; +3.3] | 3.69 |
| EDGE4_LATE | 1045 | 36% | +1.68 | +0.2¢ | [−2.0 ; +2.5] | 17.56 |
| EDGE2 | 1632 | 47% | +1.50 | +0.1¢ | [−2.1 ; +2.6] | 17.59 |
| COMBO | 1525 | 43% | +0.22 | +0.0¢ | [−2.2 ; +2.3] | 19.07 |
| EDGE6 | 1556 | 42% | −10.71 | −0.7¢ | [−3.0 ; +1.6] | 26.77 |
| EDGE4_EARLY | 1576 | 44% | −18.77 | −1.2¢ | [−3.5 ; +1.3] | 32.09 |
| EDGE4 | 1621 | 44% | −20.59 | −1.3¢ | [−3.4 ; +1.2] | 31.62 |
| CTRL_RND | 1493 | 49% | −57.20 | −3.8¢ | [−5.8 ; −1.9] | 58.48 |
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.