2026-10-10
1632 windows (0 with uncertain resolution, excluded from grading) · 20149 paper trades
model Brier t60 0.0567market Brier t60 0.0509lead corr 0.63lead hit 56%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 1088 | 41% | +69.66 | +6.4¢ | [+3.7 ; +9.1] | 8.56 |
| LEAD3 | 1349 | 45% | +58.55 | +4.3¢ | [+2.0 ; +6.8] | 13.22 |
| EDGE12_BUILT | 990 | 37% | +51.75 | +5.2¢ | [+2.5 ; +8.1] | 11.72 |
| EDGE8 | 1470 | 42% | +39.54 | +2.7¢ | [+0.4 ; +5.1] | 12.47 |
| EDGE8_BUILT | 1403 | 40% | +37.75 | +2.7¢ | [+0.2 ; +5.2] | 11.64 |
| COMBO | 1535 | 42% | +36.14 | +2.4¢ | [+0.1 ; +4.6] | 14.91 |
| IVRV | 1340 | 63% | +14.70 | +1.1¢ | [−1.3 ; +3.7] | 19.17 |
| EDGE6 | 1583 | 42% | +4.44 | +0.3¢ | [−2.0 ; +2.5] | 15.72 |
| CTRL_FAV30 | 325 | 96% | +3.73 | +1.1¢ | [−0.8 ; +3.0] | 2.27 |
| EDGE4_LATE | 1097 | 33% | −1.54 | −0.1¢ | [−2.4 ; +2.1] | 15.42 |
| EDGE4_T | 1625 | 49% | −9.89 | −0.6¢ | [−3.1 ; +1.8] | 24.02 |
| CTRL_RND | 1495 | 50% | −18.26 | −1.2¢ | [−3.2 ; +0.7] | 35.55 |
| EDGE4_EARLY | 1592 | 42% | −26.23 | −1.6¢ | [−4.0 ; +0.7] | 40.26 |
| EDGE4 | 1626 | 42% | −26.45 | −1.6¢ | [−3.8 ; +0.7] | 41.22 |
| EDGE2 | 1631 | 42% | −48.05 | −2.9¢ | [−5.3 ; −0.7] | 49.42 |
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.