2026-10-06
1632 windows (0 with uncertain resolution, excluded from grading) · 19918 paper trades
model Brier t60 0.0517market Brier t60 0.0493lead corr 0.65lead hit 74%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1534 | 52% | +106.12 | +6.9¢ | [+4.5 ; +9.1] | 8.95 |
| EDGE12 | 1002 | 45% | +96.57 | +9.6¢ | [+6.8 ; +12.6] | 6.98 |
| EDGE8 | 1404 | 45% | +73.96 | +5.3¢ | [+2.8 ; +7.8] | 12.18 |
| EDGE6 | 1564 | 47% | +73.09 | +4.7¢ | [+2.3 ; +7.0] | 8.97 |
| EDGE8_BUILT | 1297 | 44% | +72.18 | +5.6¢ | [+3.1 ; +8.0] | 7.87 |
| EDGE12_BUILT | 891 | 42% | +71.79 | +8.1¢ | [+5.0 ; +11.1] | 7.52 |
| COMBO | 1568 | 48% | +63.43 | +4.0¢ | [+1.8 ; +6.4] | 13.84 |
| EDGE4 | 1628 | 48% | +56.94 | +3.5¢ | [+1.2 ; +5.8] | 10.89 |
| EDGE4_EARLY | 1596 | 48% | +48.67 | +3.0¢ | [+0.6 ; +5.6] | 10.64 |
| EDGE4_T | 1627 | 53% | +16.36 | +1.0¢ | [−1.3 ; +3.5] | 19.34 |
| EDGE2 | 1632 | 48% | +14.26 | +0.9¢ | [−1.5 ; +3.3] | 18.80 |
| EDGE4_LATE | 1002 | 33% | +13.03 | +1.3¢ | [−1.4 ; +3.9] | 8.34 |
| CTRL_FAV30 | 273 | 96% | +4.67 | +1.7¢ | [−0.5 ; +3.8] | 2.17 |
| CTRL_RND | 1463 | 50% | −6.76 | −0.5¢ | [−2.4 ; +1.7] | 19.04 |
| IVRV | 1437 | 58% | −8.49 | −0.6¢ | [−3.2 ; +1.9] | 30.27 |
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.