2026-10-04
1632 windows (0 with uncertain resolution, excluded from grading) · 20299 paper trades
model Brier t60 0.0523market Brier t60 0.0500lead corr 0.57lead hit 50%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1463 | 52% | +110.51 | +7.6¢ | [+5.2 ; +10.1] | 9.08 |
| EDGE12 | 1104 | 45% | +104.56 | +9.5¢ | [+6.8 ; +12.4] | 9.46 |
| EDGE12_BUILT | 1007 | 43% | +73.75 | +7.3¢ | [+4.5 ; +10.3] | 9.99 |
| EDGE8 | 1479 | 44% | +62.43 | +4.2¢ | [+1.9 ; +6.6] | 17.75 |
| COMBO | 1568 | 47% | +56.61 | +3.6¢ | [+1.2 ; +6.0] | 8.28 |
| EDGE6 | 1583 | 44% | +27.99 | +1.8¢ | [−0.6 ; +4.2] | 18.65 |
| EDGE8_BUILT | 1397 | 41% | +23.06 | +1.7¢ | [−0.7 ; +4.1] | 25.72 |
| IVRV | 1333 | 62% | +20.56 | +1.5¢ | [−1.1 ; +4.1] | 11.95 |
| EDGE4_T | 1628 | 52% | +18.00 | +1.1¢ | [−1.2 ; +3.5] | 16.71 |
| CTRL_FAV30 | 325 | 97% | +4.10 | +1.3¢ | [−0.6 ; +3.1] | 3.06 |
| EDGE4_LATE | 1065 | 35% | +2.37 | +0.2¢ | [−2.2 ; +2.7] | 13.68 |
| EDGE4 | 1625 | 45% | −2.53 | −0.2¢ | [−2.5 ; +2.2] | 19.05 |
| EDGE4_EARLY | 1594 | 44% | −7.77 | −0.5¢ | [−2.9 ; +1.9] | 22.94 |
| CTRL_RND | 1496 | 50% | −9.26 | −0.6¢ | [−2.6 ; +1.3] | 18.24 |
| EDGE2 | 1632 | 46% | −9.36 | −0.6¢ | [−3.0 ; +1.8] | 35.02 |
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.