2026-10-19
1632 windows (0 with uncertain resolution, excluded from grading) · 19122 paper trades
model Brier t60 0.0413market Brier t60 0.0390lead corr 0.69lead hit 77%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE8_BUILT | 1262 | 39% | +45.79 | +3.6¢ | [+0.9 ; +6.1] | 13.79 |
| EDGE8 | 1345 | 39% | +41.11 | +3.1¢ | [+0.7 ; +5.6] | 16.43 |
| IVRV | 1216 | 62% | +35.05 | +2.9¢ | [+0.1 ; +5.5] | 31.61 |
| LEAD3 | 1425 | 43% | +29.78 | +2.1¢ | [−0.2 ; +4.5] | 14.97 |
| COMBO | 1490 | 42% | +20.11 | +1.3¢ | [−0.9 ; +3.6] | 16.46 |
| EDGE4_T | 1608 | 52% | +19.98 | +1.2¢ | [−1.0 ; +3.7] | 29.45 |
| EDGE12_BUILT | 806 | 33% | +15.91 | +2.0¢ | [−0.9 ; +5.0] | 12.32 |
| EDGE12 | 871 | 33% | +14.25 | +1.6¢ | [−1.2 ; +4.6] | 15.80 |
| EDGE6 | 1532 | 40% | +4.55 | +0.3¢ | [−2.0 ; +2.6] | 23.07 |
| CTRL_FAV30 | 249 | 94% | +0.48 | +0.2¢ | [−2.5 ; +2.8] | 4.39 |
| CTRL_RND | 1421 | 51% | −8.06 | −0.6¢ | [−2.6 ; +1.4] | 20.07 |
| EDGE4 | 1619 | 42% | −10.49 | −0.6¢ | [−2.9 ; +1.6] | 29.97 |
| EDGE4_EARLY | 1569 | 42% | −11.99 | −0.8¢ | [−3.1 ; +1.7] | 30.86 |
| EDGE4_LATE | 1077 | 26% | −12.85 | −1.2¢ | [−3.3 ; +1.1] | 17.17 |
| EDGE2 | 1632 | 44% | −25.73 | −1.6¢ | [−4.0 ; +0.8] | 41.32 |
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.