2026-10-03
1632 windows (0 with uncertain resolution, excluded from grading) · 19907 paper trades
model Brier t60 0.0584market Brier t60 0.0535lead corr 0.60lead hit 54%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1395 | 51% | +84.69 | +6.1¢ | [+3.7 ; +8.4] | 8.02 |
| EDGE12 | 1045 | 43% | +75.40 | +7.2¢ | [+4.4 ; +10.0] | 9.48 |
| EDGE12_BUILT | 951 | 39% | +52.55 | +5.5¢ | [+2.5 ; +8.4] | 11.69 |
| IVRV | 1332 | 65% | +51.21 | +3.8¢ | [+1.4 ; +6.3] | 12.66 |
| EDGE8 | 1431 | 44% | +48.90 | +3.4¢ | [+1.0 ; +5.8] | 26.21 |
| COMBO | 1528 | 45% | +29.80 | +2.0¢ | [−0.3 ; +4.1] | 20.57 |
| EDGE8_BUILT | 1338 | 41% | +23.72 | +1.8¢ | [−0.6 ; +4.1] | 25.68 |
| EDGE4_LATE | 1027 | 36% | +14.89 | +1.4¢ | [−0.9 ; +3.7] | 13.33 |
| EDGE6 | 1560 | 43% | +8.51 | +0.5¢ | [−1.9 ; +2.9] | 39.63 |
| CTRL_FAV30 | 342 | 94% | −5.76 | −1.7¢ | [−4.1 ; +0.6] | 6.42 |
| CTRL_RND | 1491 | 51% | −12.22 | −0.8¢ | [−2.7 ; +1.1] | 32.91 |
| EDGE4_T | 1621 | 51% | −22.01 | −1.4¢ | [−3.6 ; +1.0] | 41.20 |
| EDGE4_EARLY | 1593 | 44% | −22.84 | −1.4¢ | [−3.8 ; +0.8] | 54.26 |
| EDGE4 | 1622 | 43% | −26.43 | −1.6¢ | [−3.9 ; +0.8] | 55.83 |
| EDGE2 | 1631 | 44% | −50.55 | −3.1¢ | [−5.4 ; −0.8] | 65.15 |
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.