2026-10-16
1632 windows (0 with uncertain resolution, excluded from grading) · 18961 paper trades
model Brier t60 0.0520market Brier t60 0.0483lead corr 0.66lead hit 77%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| COMBO | 1464 | 45% | +70.84 | +4.8¢ | [+2.5 ; +7.1] | 13.43 |
| LEAD3 | 1379 | 46% | +69.18 | +5.0¢ | [+2.6 ; +7.4] | 15.71 |
| EDGE8_BUILT | 1231 | 40% | +54.69 | +4.4¢ | [+1.9 ; +7.1] | 15.71 |
| EDGE8 | 1323 | 41% | +53.54 | +4.0¢ | [+1.6 ; +6.4] | 19.88 |
| EDGE6 | 1515 | 44% | +50.13 | +3.3¢ | [+1.0 ; +5.7] | 23.73 |
| EDGE12 | 830 | 35% | +38.06 | +4.6¢ | [+1.6 ; +7.8] | 11.27 |
| EDGE12_BUILT | 767 | 34% | +34.20 | +4.5¢ | [+1.4 ; +7.7] | 5.97 |
| IVRV | 1220 | 61% | +30.40 | +2.5¢ | [−0.3 ; +5.0] | 17.03 |
| EDGE4 | 1609 | 45% | +28.96 | +1.8¢ | [−0.8 ; +4.1] | 29.79 |
| EDGE4_EARLY | 1565 | 45% | +26.65 | +1.7¢ | [−0.8 ; +4.2] | 31.49 |
| EDGE4_LATE | 1078 | 30% | +11.85 | +1.1¢ | [−1.3 ; +3.5] | 9.89 |
| EDGE4_T | 1608 | 52% | −1.02 | −0.1¢ | [−2.5 ; +2.2] | 30.22 |
| CTRL_FAV30 | 261 | 92% | −3.24 | −1.2¢ | [−4.0 ; +1.5] | 5.69 |
| EDGE2 | 1631 | 44% | −6.94 | −0.4¢ | [−2.9 ; +2.1] | 35.42 |
| CTRL_RND | 1480 | 48% | −25.36 | −1.7¢ | [−3.8 ; +0.6] | 35.91 |
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.