2026-10-14
1636 windows (0 with uncertain resolution, excluded from grading) · 18778 paper trades
model Brier t60 0.0486market Brier t60 0.0462lead corr 0.68lead hit 79%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 823 | 39% | +59.43 | +7.2¢ | [+4.2 ; +10.2] | 8.24 |
| EDGE8 | 1322 | 40% | +51.62 | +3.9¢ | [+1.4 ; +6.5] | 19.85 |
| EDGE12_BUILT | 735 | 37% | +51.32 | +7.0¢ | [+3.8 ; +10.3] | 4.54 |
| EDGE8_BUILT | 1230 | 38% | +41.66 | +3.4¢ | [+0.8 ; +5.8] | 17.07 |
| EDGE4_LATE | 1012 | 29% | +31.16 | +3.1¢ | [+0.6 ; +5.5] | 6.98 |
| COMBO | 1464 | 41% | +8.29 | +0.6¢ | [−1.7 ; +2.9] | 26.88 |
| LEAD3 | 1393 | 41% | +8.19 | +0.6¢ | [−1.9 ; +3.1] | 36.34 |
| CTRL_FAV30 | 247 | 92% | −3.74 | −1.5¢ | [−4.6 ; +1.4] | 7.27 |
| CTRL_RND | 1449 | 52% | −4.06 | −0.3¢ | [−2.4 ; +1.7] | 16.76 |
| EDGE6 | 1493 | 39% | −12.09 | −0.8¢ | [−3.2 ; +1.6] | 36.32 |
| IVRV | 1189 | 56% | −28.00 | −2.4¢ | [−5.0 ; +0.4] | 45.77 |
| EDGE4_T | 1602 | 49% | −41.60 | −2.6¢ | [−4.9 ; −0.1] | 59.45 |
| EDGE4 | 1616 | 40% | −45.55 | −2.8¢ | [−5.2 ; −0.5] | 57.36 |
| EDGE4_EARLY | 1569 | 40% | −47.08 | −3.0¢ | [−5.4 ; −0.6] | 58.96 |
| EDGE2 | 1634 | 42% | −48.23 | −3.0¢ | [−5.3 ; −0.7] | 67.35 |
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.