2026-10-01
1628 windows (0 with uncertain resolution, excluded from grading) · 18515 paper trades
model Brier t60 0.0524market Brier t60 0.0496lead corr 0.65lead hit 75%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE6 | 1492 | 43% | +32.20 | +2.2¢ | [−0.3 ; +4.5] | 21.93 |
| EDGE12 | 768 | 36% | +27.39 | +3.6¢ | [+0.6 ; +6.9] | 14.93 |
| EDGE8 | 1277 | 40% | +19.90 | +1.6¢ | [−0.9 ; +4.1] | 20.36 |
| LEAD3 | 1285 | 43% | +17.48 | +1.4¢ | [−1.1 ; +3.9] | 13.60 |
| EDGE8_BUILT | 1149 | 38% | +16.91 | +1.5¢ | [−1.0 ; +4.1] | 19.20 |
| COMBO | 1409 | 42% | +16.82 | +1.2¢ | [−1.2 ; +3.7] | 18.86 |
| EDGE12_BUILT | 643 | 32% | +9.43 | +1.5¢ | [−1.8 ; +4.9] | 9.94 |
| EDGE4_T | 1600 | 54% | +9.34 | +0.6¢ | [−1.7 ; +2.9] | 22.20 |
| CTRL_FAV30 | 287 | 93% | −1.61 | −0.6¢ | [−3.3 ; +2.0] | 4.43 |
| IVRV | 1298 | 59% | −2.84 | −0.2¢ | [−2.9 ; +2.4] | 23.98 |
| EDGE4_LATE | 1062 | 32% | −3.64 | −0.3¢ | [−2.5 ; +2.0] | 16.11 |
| CTRL_RND | 1475 | 49% | −10.76 | −0.7¢ | [−2.8 ; +1.3] | 20.29 |
| EDGE4 | 1610 | 42% | −24.32 | −1.5¢ | [−3.8 ; +0.9] | 43.71 |
| EDGE4_EARLY | 1532 | 42% | −27.69 | −1.8¢ | [−4.2 ; +0.6] | 45.68 |
| EDGE2 | 1628 | 43% | −58.02 | −3.6¢ | [−5.8 ; −1.2] | 68.10 |
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.