2026-10-11
1632 windows (0 with uncertain resolution, excluded from grading) · 20016 paper trades
model Brier t60 0.0520market Brier t60 0.0472lead corr 0.58lead hit 53%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1349 | 45% | +53.21 | +3.9¢ | [+1.7 ; +6.4] | 14.23 |
| EDGE12 | 1093 | 37% | +46.52 | +4.3¢ | [+1.6 ; +6.9] | 13.67 |
| EDGE8_BUILT | 1391 | 40% | +45.21 | +3.3¢ | [+0.8 ; +5.7] | 20.78 |
| COMBO | 1533 | 43% | +43.32 | +2.8¢ | [+0.4 ; +5.1] | 15.65 |
| EDGE12_BUILT | 1012 | 35% | +38.59 | +3.8¢ | [+1.1 ; +6.5] | 13.42 |
| EDGE8 | 1469 | 41% | +38.55 | +2.6¢ | [+0.0 ; +4.9] | 19.17 |
| EDGE6 | 1583 | 42% | +23.51 | +1.5¢ | [−0.9 ; +3.8] | 18.49 |
| EDGE4_T | 1616 | 51% | +23.30 | +1.4¢ | [−0.9 ; +3.7] | 22.99 |
| EDGE4_LATE | 1070 | 31% | +10.95 | +1.0¢ | [−1.2 ; +3.4] | 15.86 |
| IVRV | 1266 | 62% | +10.86 | +0.9¢ | [−1.6 ; +3.4] | 17.50 |
| EDGE4 | 1623 | 43% | +8.28 | +0.5¢ | [−1.7 ; +2.9] | 23.39 |
| EDGE4_EARLY | 1591 | 43% | +6.81 | +0.4¢ | [−2.0 ; +2.9] | 23.75 |
| CTRL_FAV30 | 283 | 96% | +2.51 | +0.9¢ | [−1.3 ; +2.9] | 1.96 |
| CTRL_RND | 1508 | 49% | −10.91 | −0.7¢ | [−2.5 ; +1.3] | 28.55 |
| EDGE2 | 1629 | 43% | −33.98 | −2.1¢ | [−4.4 ; +0.2] | 54.66 |
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.