2026-09-29
1632 windows (0 with uncertain resolution, excluded from grading) · 19546 paper trades
model Brier t60 0.0517market Brier t60 0.0506lead corr 0.66lead hit 78%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE8 | 1371 | 46% | +97.26 | +7.1¢ | [+4.6 ; +9.4] | 8.25 |
| EDGE12 | 905 | 46% | +95.30 | +10.5¢ | [+7.7 ; +13.4] | 4.28 |
| EDGE6 | 1534 | 48% | +91.24 | +5.9¢ | [+3.6 ; +8.3] | 10.02 |
| COMBO | 1524 | 49% | +80.80 | +5.3¢ | [+3.0 ; +7.5] | 11.91 |
| EDGE8_BUILT | 1265 | 44% | +74.13 | +5.9¢ | [+3.4 ; +8.4] | 9.38 |
| IVRV | 1434 | 65% | +71.16 | +5.0¢ | [+2.4 ; +7.4] | 14.08 |
| EDGE12_BUILT | 801 | 43% | +71.08 | +8.9¢ | [+5.9 ; +11.9] | 5.39 |
| EDGE4_T | 1628 | 57% | +70.42 | +4.3¢ | [+2.1 ; +6.5] | 14.08 |
| LEAD3 | 1472 | 50% | +67.40 | +4.6¢ | [+2.2 ; +7.0] | 11.15 |
| EDGE4_EARLY | 1581 | 49% | +65.09 | +4.1¢ | [+1.8 ; +6.5] | 11.36 |
| EDGE4 | 1618 | 49% | +63.18 | +3.9¢ | [+1.6 ; +6.2] | 10.86 |
| EDGE2 | 1632 | 48% | +32.71 | +2.0¢ | [−0.4 ; +4.5] | 25.89 |
| EDGE4_LATE | 1032 | 32% | +2.83 | +0.3¢ | [−2.0 ; +2.7] | 26.53 |
| CTRL_FAV30 | 285 | 92% | −3.70 | −1.3¢ | [−4.1 ; +1.3] | 5.83 |
| CTRL_RND | 1464 | 49% | −22.74 | −1.6¢ | [−3.5 ; +0.4] | 29.99 |
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.