2026-10-17
1632 windows (0 with uncertain resolution, excluded from grading) · 19774 paper trades
model Brier t60 0.0542market Brier t60 0.0528lead corr 0.63lead hit 61%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| IVRV | 1259 | 63% | +30.72 | +2.4¢ | [−0.2 ; +4.8] | 16.13 |
| EDGE12 | 993 | 34% | +13.24 | +1.3¢ | [−1.4 ; +4.1] | 12.82 |
| LEAD3 | 1363 | 41% | +5.15 | +0.4¢ | [−2.0 ; +2.8] | 21.07 |
| EDGE12_BUILT | 928 | 32% | +4.87 | +0.5¢ | [−2.2 ; +3.3] | 14.36 |
| EDGE8_BUILT | 1351 | 36% | +4.67 | +0.3¢ | [−1.9 ; +2.8] | 31.75 |
| CTRL_FAV30 | 307 | 96% | +1.24 | +0.4¢ | [−1.6 ; +2.3] | 2.83 |
| EDGE8 | 1421 | 37% | +0.13 | +0.0¢ | [−2.2 ; +2.4] | 28.45 |
| CTRL_RND | 1484 | 50% | −5.15 | −0.3¢ | [−2.5 ; +1.8] | 18.19 |
| COMBO | 1519 | 39% | −13.10 | −0.9¢ | [−3.0 ; +1.4] | 26.75 |
| EDGE4_LATE | 1118 | 29% | −16.96 | −1.5¢ | [−3.8 ; +0.8] | 33.32 |
| EDGE4_T | 1609 | 49% | −17.75 | −1.1¢ | [−3.4 ; +1.2] | 34.16 |
| EDGE6 | 1566 | 39% | −27.48 | −1.8¢ | [−4.0 ; +0.6] | 38.85 |
| EDGE4_EARLY | 1599 | 40% | −44.54 | −2.8¢ | [−5.1 ; −0.5] | 49.43 |
| EDGE4 | 1625 | 40% | −46.18 | −2.8¢ | [−5.2 ; −0.5] | 51.07 |
| EDGE2 | 1632 | 42% | −50.24 | −3.1¢ | [−5.4 ; −0.8] | 58.01 |
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.