2026-09-30
1636 windows (0 with uncertain resolution, excluded from grading) · 19011 paper trades
model Brier t60 0.0474market Brier t60 0.0464lead corr 0.66lead hit 77%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 820 | 46% | +91.14 | +11.1¢ | [+8.1 ; +14.2] | 5.89 |
| EDGE8 | 1315 | 45% | +85.64 | +6.5¢ | [+4.1 ; +9.0] | 8.35 |
| LEAD3 | 1419 | 49% | +72.77 | +5.1¢ | [+2.8 ; +7.4] | 13.79 |
| EDGE8_BUILT | 1208 | 43% | +60.86 | +5.0¢ | [+2.5 ; +7.4] | 6.93 |
| COMBO | 1511 | 46% | +60.02 | +4.0¢ | [+1.7 ; +6.1] | 8.88 |
| EDGE12_BUILT | 701 | 42% | +58.46 | +8.3¢ | [+4.9 ; +11.6] | 7.24 |
| EDGE6 | 1518 | 45% | +54.22 | +3.6¢ | [+1.2 ; +5.9] | 12.11 |
| IVRV | 1348 | 62% | +32.63 | +2.4¢ | [+0.0 ; +4.8] | 15.96 |
| EDGE4_T | 1607 | 55% | +31.40 | +2.0¢ | [−0.4 ; +4.4] | 20.40 |
| EDGE4 | 1627 | 46% | +27.89 | +1.7¢ | [−0.6 ; +4.0] | 18.44 |
| EDGE4_EARLY | 1572 | 46% | +26.87 | +1.7¢ | [−0.6 ; +4.2] | 18.98 |
| EDGE2 | 1636 | 48% | +20.91 | +1.3¢ | [−1.0 ; +3.7] | 20.80 |
| CTRL_FAV30 | 246 | 96% | +4.85 | +2.0¢ | [−0.4 ; +4.1] | 1.81 |
| CTRL_RND | 1468 | 50% | +3.99 | +0.3¢ | [−1.8 ; +2.3] | 12.87 |
| EDGE4_LATE | 1015 | 34% | −2.56 | −0.3¢ | [−2.6 ; +2.2] | 15.90 |
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.