2026-10-15
1632 windows (0 with uncertain resolution, excluded from grading) · 18583 paper trades
model Brier t60 0.0551market Brier t60 0.0542lead corr 0.69lead hit 79%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE4_T | 1603 | 57% | +82.66 | +5.2¢ | [+2.9 ; +7.6] | 14.88 |
| EDGE8 | 1265 | 42% | +78.91 | +6.2¢ | [+3.6 ; +8.7] | 10.04 |
| IVRV | 1179 | 64% | +62.89 | +5.3¢ | [+2.7 ; +8.0] | 8.95 |
| COMBO | 1456 | 43% | +54.22 | +3.7¢ | [+1.3 ; +6.3] | 12.70 |
| LEAD3 | 1384 | 45% | +53.54 | +3.9¢ | [+1.5 ; +6.3] | 16.74 |
| EDGE12 | 782 | 37% | +52.76 | +6.7¢ | [+3.5 ; +10.0] | 8.77 |
| EDGE6 | 1493 | 43% | +51.62 | +3.5¢ | [+1.1 ; +5.9] | 19.16 |
| EDGE8_BUILT | 1180 | 38% | +43.88 | +3.7¢ | [+1.0 ; +6.3] | 9.56 |
| EDGE12_BUILT | 716 | 34% | +43.53 | +6.1¢ | [+3.0 ; +9.3] | 8.36 |
| EDGE4_EARLY | 1529 | 46% | +36.63 | +2.4¢ | [−0.1 ; +4.7] | 24.80 |
| EDGE4 | 1605 | 45% | +35.93 | +2.2¢ | [+0.1 ; +4.5] | 25.14 |
| EDGE4_LATE | 1061 | 30% | +15.37 | +1.4¢ | [−0.9 ; +3.8] | 10.97 |
| CTRL_FAV30 | 242 | 95% | +4.32 | +1.8¢ | [−0.8 ; +4.2] | 3.48 |
| EDGE2 | 1629 | 45% | +0.23 | +0.0¢ | [−2.3 ; +2.4] | 37.24 |
| CTRL_RND | 1459 | 49% | −11.91 | −0.8¢ | [−2.8 ; +1.2] | 26.25 |
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.