2026-10-09
1632 windows (0 with uncertain resolution, excluded from grading) · 19837 paper trades
model Brier t60 0.0432market Brier t60 0.0402lead corr 0.66lead hit 75%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1525 | 49% | +89.44 | +5.9¢ | [+3.5 ; +8.1] | 15.86 |
| EDGE12_BUILT | 860 | 41% | +84.13 | +9.8¢ | [+6.8 ; +12.6] | 7.41 |
| COMBO | 1566 | 47% | +83.02 | +5.3¢ | [+3.0 ; +7.6] | 17.16 |
| EDGE12 | 949 | 42% | +81.87 | +8.6¢ | [+5.7 ; +11.5] | 8.06 |
| EDGE8_BUILT | 1340 | 42% | +68.29 | +5.1¢ | [+2.7 ; +7.5] | 9.64 |
| EDGE6 | 1562 | 45% | +64.12 | +4.1¢ | [+1.7 ; +6.4] | 15.80 |
| EDGE8 | 1417 | 43% | +62.84 | +4.4¢ | [+2.0 ; +6.9] | 14.46 |
| IVRV | 1375 | 61% | +26.55 | +1.9¢ | [−0.6 ; +4.4] | 33.67 |
| EDGE4_T | 1623 | 53% | +23.30 | +1.4¢ | [−0.9 ; +3.8] | 32.19 |
| EDGE4 | 1624 | 44% | +10.65 | +0.7¢ | [−1.7 ; +2.9] | 39.41 |
| EDGE4_EARLY | 1593 | 44% | +10.09 | +0.6¢ | [−1.6 ; +3.1] | 37.34 |
| CTRL_FAV30 | 215 | 95% | +1.86 | +0.9¢ | [−1.8 ; +3.3] | 1.75 |
| EDGE2 | 1632 | 45% | −3.54 | −0.2¢ | [−2.5 ; +2.1] | 26.99 |
| CTRL_RND | 1469 | 50% | −6.94 | −0.5¢ | [−2.4 ; +1.4] | 17.96 |
| EDGE4_LATE | 1087 | 28% | −17.75 | −1.6¢ | [−3.7 ; +0.4] | 31.26 |
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.