2026-10-08
1632 windows (0 with uncertain resolution, excluded from grading) · 19696 paper trades
model Brier t60 0.0401market Brier t60 0.0396lead corr 0.64lead hit 77%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| COMBO | 1553 | 49% | +96.31 | +6.2¢ | [+3.8 ; +8.6] | 10.77 |
| LEAD3 | 1523 | 49% | +95.02 | +6.2¢ | [+3.9 ; +8.5] | 13.86 |
| EDGE8_BUILT | 1293 | 44% | +84.20 | +6.5¢ | [+3.9 ; +9.1] | 11.51 |
| EDGE8 | 1396 | 44% | +74.43 | +5.3¢ | [+2.8 ; +7.8] | 12.07 |
| EDGE4 | 1615 | 48% | +71.08 | +4.4¢ | [+2.1 ; +6.7] | 15.79 |
| EDGE4_EARLY | 1588 | 48% | +69.36 | +4.4¢ | [+1.9 ; +6.8] | 15.57 |
| EDGE12 | 989 | 42% | +63.50 | +6.4¢ | [+3.6 ; +9.1] | 10.79 |
| EDGE6 | 1551 | 45% | +57.79 | +3.7¢ | [+1.4 ; +5.9] | 19.91 |
| EDGE12_BUILT | 880 | 41% | +56.90 | +6.5¢ | [+3.2 ; +9.4] | 11.71 |
| EDGE2 | 1632 | 49% | +51.73 | +3.2¢ | [+0.9 ; +5.6] | 20.25 |
| EDGE4_T | 1614 | 56% | +49.33 | +3.1¢ | [+0.6 ; +5.4] | 26.93 |
| IVRV | 1388 | 61% | +31.90 | +2.3¢ | [−0.1 ; +5.0] | 14.37 |
| CTRL_FAV30 | 201 | 94% | −0.82 | −0.4¢ | [−3.5 ; +2.3] | 3.33 |
| EDGE4_LATE | 1029 | 31% | −1.53 | −0.1¢ | [−2.6 ; +2.2] | 16.19 |
| CTRL_RND | 1444 | 51% | −2.10 | −0.1¢ | [−2.3 ; +1.9] | 15.67 |
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.