2026-10-07
1636 windows (0 with uncertain resolution, excluded from grading) · 20179 paper trades
model Brier t60 0.0505market Brier t60 0.0492lead corr 0.63lead hit 73%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 1062 | 47% | +112.85 | +10.6¢ | [+8.0 ; +13.3] | 6.61 |
| LEAD3 | 1537 | 50% | +107.20 | +7.0¢ | [+4.7 ; +9.4] | 12.78 |
| EDGE8 | 1461 | 46% | +98.16 | +6.7¢ | [+4.3 ; +9.0] | 9.55 |
| IVRV | 1364 | 66% | +95.91 | +7.0¢ | [+4.5 ; +9.5] | 12.71 |
| EDGE12_BUILT | 961 | 45% | +93.92 | +9.8¢ | [+7.1 ; +12.6] | 7.35 |
| EDGE8_BUILT | 1377 | 46% | +91.83 | +6.7¢ | [+4.3 ; +9.1] | 11.06 |
| EDGE6 | 1576 | 48% | +91.79 | +5.8¢ | [+3.5 ; +8.2] | 13.48 |
| COMBO | 1572 | 48% | +90.81 | +5.8¢ | [+3.5 ; +8.1] | 9.79 |
| EDGE4_EARLY | 1601 | 49% | +74.98 | +4.7¢ | [+2.4 ; +7.0] | 20.43 |
| EDGE4 | 1626 | 49% | +74.91 | +4.6¢ | [+2.3 ; +6.9] | 21.55 |
| EDGE4_T | 1625 | 57% | +71.51 | +4.4¢ | [+2.1 ; +6.9] | 16.68 |
| EDGE2 | 1636 | 51% | +60.95 | +3.7¢ | [+1.3 ; +6.1] | 24.06 |
| EDGE4_LATE | 1040 | 34% | +7.71 | +0.7¢ | [−1.8 ; +3.0] | 11.91 |
| CTRL_FAV30 | 276 | 96% | +4.32 | +1.6¢ | [−0.4 ; +3.4] | 1.43 |
| CTRL_RND | 1465 | 50% | −15.66 | −1.1¢ | [−3.1 ; +0.9] | 21.05 |
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.