2026-10-12
1628 windows (0 with uncertain resolution, excluded from grading) · 19497 paper trades
model Brier t60 0.0422market Brier t60 0.0393lead 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 | 1459 | 49% | +108.92 | +7.5¢ | [+5.3 ; +9.7] | 13.20 |
| COMBO | 1525 | 46% | +74.12 | +4.9¢ | [+2.5 ; +7.2] | 14.08 |
| EDGE12 | 948 | 38% | +64.68 | +6.8¢ | [+3.8 ; +9.9] | 10.01 |
| EDGE8 | 1397 | 41% | +59.56 | +4.3¢ | [+1.6 ; +6.7] | 14.40 |
| EDGE12_BUILT | 843 | 36% | +53.70 | +6.4¢ | [+3.4 ; +9.4] | 8.40 |
| EDGE6 | 1554 | 44% | +51.15 | +3.3¢ | [+1.0 ; +5.6] | 21.27 |
| EDGE8_BUILT | 1306 | 39% | +44.93 | +3.4¢ | [+1.0 ; +5.9] | 14.65 |
| EDGE4_T | 1612 | 54% | +42.37 | +2.6¢ | [+0.3 ; +5.0] | 15.70 |
| EDGE4 | 1620 | 46% | +41.27 | +2.5¢ | [+0.3 ; +5.0] | 23.14 |
| EDGE4_EARLY | 1599 | 46% | +39.29 | +2.5¢ | [+0.0 ; +4.7] | 24.62 |
| IVRV | 1300 | 62% | +39.24 | +3.0¢ | [+0.3 ; +5.5] | 24.93 |
| CTRL_RND | 1443 | 52% | +10.92 | +0.8¢ | [−1.2 ; +2.8] | 16.51 |
| EDGE2 | 1627 | 45% | +4.80 | +0.3¢ | [−2.1 ; +2.8] | 35.39 |
| EDGE4_LATE | 1047 | 27% | +3.02 | +0.3¢ | [−2.1 ; +2.6] | 12.77 |
| CTRL_FAV30 | 217 | 94% | −3.91 | −1.8¢ | [−4.7 ; +0.9] | 5.05 |
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.