2026-10-05
1628 windows (0 with uncertain resolution, excluded from grading) · 19643 paper trades
model Brier t60 0.0463market Brier t60 0.0441lead 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 | 1501 | 49% | +80.33 | +5.4¢ | [+3.1 ; +7.6] | 9.68 |
| IVRV | 1372 | 63% | +61.60 | +4.5¢ | [+2.0 ; +7.1] | 12.45 |
| EDGE12 | 915 | 41% | +54.81 | +6.0¢ | [+3.2 ; +8.8] | 7.52 |
| COMBO | 1554 | 46% | +44.81 | +2.9¢ | [+0.7 ; +5.1] | 12.45 |
| EDGE8 | 1393 | 42% | +41.86 | +3.0¢ | [+0.7 ; +5.4] | 10.17 |
| EDGE12_BUILT | 835 | 39% | +41.43 | +5.0¢ | [+2.0 ; +8.0] | 6.50 |
| EDGE8_BUILT | 1291 | 40% | +34.60 | +2.7¢ | [+0.3 ; +5.2] | 13.99 |
| EDGE6 | 1553 | 44% | +34.29 | +2.2¢ | [−0.0 ; +4.5] | 14.23 |
| EDGE2 | 1628 | 48% | +29.76 | +1.8¢ | [−0.4 ; +4.2] | 24.55 |
| EDGE4_T | 1621 | 54% | +28.78 | +1.8¢ | [−0.5 ; +4.1] | 19.64 |
| EDGE4_EARLY | 1593 | 45% | +8.02 | +0.5¢ | [−1.8 ; +3.0] | 33.69 |
| EDGE4 | 1624 | 45% | +7.78 | +0.5¢ | [−1.8 ; +2.8] | 34.57 |
| CTRL_FAV30 | 249 | 94% | −0.60 | −0.2¢ | [−3.2 ; +2.5] | 3.84 |
| EDGE4_LATE | 1054 | 32% | −14.62 | −1.4¢ | [−3.7 ; +1.0] | 21.98 |
| CTRL_RND | 1460 | 48% | −28.82 | −2.0¢ | [−3.9 ; −0.1] | 36.20 |
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.