2026-10-20
1628 windows (0 with uncertain resolution, excluded from grading) · 19059 paper trades
model Brier t60 0.0506market Brier t60 0.0478lead corr 0.70lead hit 79%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE8 | 1339 | 40% | +61.37 | +4.6¢ | [+2.2 ; +6.9] | 15.36 |
| LEAD3 | 1458 | 44% | +52.92 | +3.6¢ | [+1.2 ; +6.0] | 12.63 |
| EDGE12 | 838 | 37% | +51.67 | +6.2¢ | [+3.2 ; +9.1] | 11.11 |
| EDGE6 | 1529 | 43% | +47.79 | +3.1¢ | [+0.7 ; +5.5] | 14.54 |
| EDGE4 | 1616 | 45% | +43.05 | +2.7¢ | [+0.2 ; +5.1] | 18.04 |
| EDGE4_EARLY | 1565 | 45% | +42.57 | +2.7¢ | [+0.4 ; +5.1] | 17.05 |
| EDGE4_T | 1610 | 53% | +41.63 | +2.6¢ | [+0.2 ; +4.9] | 23.81 |
| EDGE12_BUILT | 769 | 35% | +41.54 | +5.4¢ | [+2.4 ; +8.5] | 8.81 |
| EDGE8_BUILT | 1249 | 37% | +35.33 | +2.8¢ | [+0.5 ; +5.4] | 12.47 |
| COMBO | 1511 | 41% | +32.95 | +2.2¢ | [−0.0 ; +4.5] | 17.62 |
| IVRV | 1217 | 61% | +31.42 | +2.6¢ | [−0.2 ; +5.2] | 19.60 |
| EDGE2 | 1628 | 46% | +14.63 | +0.9¢ | [−1.4 ; +3.2] | 22.61 |
| CTRL_FAV30 | 260 | 95% | −0.82 | −0.3¢ | [−2.7 ; +1.9] | 3.82 |
| EDGE4_LATE | 1024 | 27% | −5.26 | −0.5¢ | [−2.8 ; +1.9] | 13.85 |
| CTRL_RND | 1446 | 49% | −23.53 | −1.6¢ | [−3.7 ; +0.4] | 29.89 |
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.