2026-10-21
1631 windows (0 with uncertain resolution, excluded from grading) · 19160 paper trades
model Brier t60 0.0507market Brier t60 0.0494lead corr 0.69lead hit 76%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1427 | 49% | +95.26 | +6.7¢ | [+4.3 ; +9.2] | 10.53 |
| EDGE8 | 1334 | 43% | +82.26 | +6.2¢ | [+3.8 ; +8.6] | 14.66 |
| EDGE6 | 1530 | 46% | +81.39 | +5.3¢ | [+2.9 ; +7.8] | 12.13 |
| EDGE4 | 1615 | 48% | +74.77 | +4.6¢ | [+2.2 ; +7.0] | 13.09 |
| EDGE4_EARLY | 1553 | 48% | +68.85 | +4.4¢ | [+2.0 ; +6.9] | 13.17 |
| EDGE12 | 810 | 40% | +56.32 | +7.0¢ | [+3.7 ; +10.1] | 7.11 |
| EDGE8_BUILT | 1256 | 40% | +55.97 | +4.5¢ | [+1.9 ; +7.1] | 15.28 |
| COMBO | 1516 | 44% | +55.90 | +3.7¢ | [+1.2 ; +6.0] | 18.21 |
| EDGE12_BUILT | 726 | 37% | +45.36 | +6.2¢ | [+2.9 ; +9.6] | 7.61 |
| EDGE2 | 1631 | 49% | +45.00 | +2.8¢ | [+0.4 ; +5.2] | 17.05 |
| EDGE4_T | 1601 | 53% | +7.11 | +0.4¢ | [−2.1 ; +2.9] | 30.87 |
| EDGE4_LATE | 1118 | 29% | +5.17 | +0.5¢ | [−1.8 ; +2.8] | 14.94 |
| CTRL_FAV30 | 257 | 94% | +0.90 | +0.3¢ | [−2.2 ; +3.0] | 2.73 |
| CTRL_RND | 1470 | 52% | −3.73 | −0.3¢ | [−2.4 ; +1.9] | 25.45 |
| IVRV | 1316 | 57% | −28.43 | −2.2¢ | [−4.9 ; +0.4] | 50.23 |
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.