2026-10-02
1636 windows (0 with uncertain resolution, excluded from grading) · 19553 paper trades
model Brier t60 0.0477market 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 |
|---|---|---|---|---|---|---|
| LEAD3 | 1442 | 49% | +107.81 | +7.5¢ | [+5.1 ; +9.8] | 13.42 |
| COMBO | 1516 | 48% | +96.72 | +6.4¢ | [+4.1 ; +8.8] | 8.44 |
| EDGE8 | 1358 | 46% | +93.81 | +6.9¢ | [+4.2 ; +9.5] | 11.32 |
| EDGE12 | 923 | 45% | +93.14 | +10.1¢ | [+7.1 ; +13.2] | 8.12 |
| EDGE6 | 1548 | 47% | +87.02 | +5.6¢ | [+3.2 ; +8.0] | 12.94 |
| EDGE4 | 1625 | 48% | +67.83 | +4.2¢ | [+2.0 ; +6.6] | 16.76 |
| EDGE4_EARLY | 1583 | 48% | +65.30 | +4.1¢ | [+1.9 ; +6.6] | 18.66 |
| EDGE8_BUILT | 1279 | 42% | +55.50 | +4.3¢ | [+1.7 ; +6.7] | 10.87 |
| EDGE12_BUILT | 830 | 40% | +52.57 | +6.3¢ | [+3.4 ; +9.5] | 8.46 |
| EDGE2 | 1636 | 49% | +51.10 | +3.1¢ | [+0.7 ; +5.5] | 21.11 |
| IVRV | 1344 | 63% | +47.10 | +3.5¢ | [+0.9 ; +6.0] | 20.32 |
| EDGE4_T | 1617 | 54% | +35.28 | +2.2¢ | [−0.1 ; +4.6] | 11.81 |
| CTRL_FAV30 | 257 | 96% | +3.04 | +1.2¢ | [−1.2 ; +3.3] | 2.17 |
| EDGE4_LATE | 1102 | 32% | +1.29 | +0.1¢ | [−2.2 ; +2.4] | 9.71 |
| CTRL_RND | 1493 | 50% | −7.46 | −0.5¢ | [−2.5 ; +1.5] | 30.03 |
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.