2026-10-22
1632 windows (0 with uncertain resolution, excluded from grading) · 18561 paper trades
model Brier t60 0.0455market Brier t60 0.0443lead corr 0.71lead hit 77%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 727 | 42% | +81.02 | +11.1¢ | [+7.9 ; +14.4] | 6.07 |
| LEAD3 | 1390 | 46% | +76.51 | +5.5¢ | [+3.2 ; +8.0] | 11.84 |
| EDGE6 | 1504 | 44% | +70.54 | +4.7¢ | [+2.4 ; +7.0] | 23.07 |
| EDGE8 | 1282 | 40% | +64.44 | +5.0¢ | [+2.5 ; +7.3] | 10.22 |
| EDGE4_T | 1591 | 57% | +60.23 | +3.8¢ | [+1.3 ; +6.2] | 15.07 |
| EDGE4 | 1614 | 47% | +60.22 | +3.7¢ | [+1.4 ; +6.2] | 22.54 |
| EDGE4_EARLY | 1548 | 47% | +57.24 | +3.7¢ | [+1.4 ; +6.1] | 22.91 |
| EDGE12_BUILT | 625 | 38% | +55.14 | +8.8¢ | [+5.5 ; +12.3] | 4.89 |
| IVRV | 1272 | 62% | +53.27 | +4.2¢ | [+1.5 ; +6.8] | 22.65 |
| EDGE8_BUILT | 1190 | 37% | +50.03 | +4.2¢ | [+1.7 ; +6.6] | 11.99 |
| COMBO | 1462 | 42% | +49.41 | +3.4¢ | [+1.1 ; +5.7] | 16.62 |
| EDGE2 | 1631 | 48% | +37.42 | +2.3¢ | [−0.1 ; +4.7] | 18.46 |
| EDGE4_LATE | 1051 | 30% | +12.84 | +1.2¢ | [−1.1 ; +3.6] | 13.69 |
| CTRL_FAV30 | 232 | 93% | −1.61 | −0.7¢ | [−3.9 ; +2.5] | 7.05 |
| CTRL_RND | 1442 | 52% | −2.19 | −0.2¢ | [−2.2 ; +1.9] | 17.16 |
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.