2026-10-23
1620 windows (0 with uncertain resolution, excluded from grading) · 18322 paper trades
model Brier t60 0.0416market Brier t60 0.0399lead corr 0.71lead hit 80%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 750 | 36% | +36.19 | +4.8¢ | [+1.7 ; +7.9] | 7.32 |
| EDGE12_BUILT | 675 | 34% | +32.98 | +4.9¢ | [+1.7 ; +8.2] | 7.79 |
| LEAD3 | 1332 | 42% | +26.28 | +2.0¢ | [−0.4 ; +4.3] | 15.15 |
| EDGE8_BUILT | 1152 | 36% | +13.76 | +1.2¢ | [−1.4 ; +3.8] | 18.30 |
| EDGE4_LATE | 1008 | 30% | +10.98 | +1.1¢ | [−1.2 ; +3.8] | 13.63 |
| COMBO | 1426 | 40% | +8.66 | +0.6¢ | [−1.6 ; +3.0] | 18.36 |
| CTRL_RND | 1457 | 51% | +7.20 | +0.5¢ | [−1.5 ; +2.4] | 23.26 |
| EDGE4_EARLY | 1542 | 43% | +1.21 | +0.1¢ | [−2.4 ; +2.5] | 26.62 |
| EDGE4 | 1602 | 43% | +0.71 | +0.0¢ | [−2.4 ; +2.5] | 27.41 |
| CTRL_FAV30 | 235 | 92% | −4.78 | −2.0¢ | [−4.8 ; +0.7] | 5.76 |
| IVRV | 1215 | 58% | −8.38 | −0.7¢ | [−3.6 ; +2.1] | 39.84 |
| EDGE6 | 1488 | 39% | −8.63 | −0.6¢ | [−3.0 ; +1.8] | 22.50 |
| EDGE8 | 1236 | 36% | −9.16 | −0.7¢ | [−3.2 ; +1.7] | 26.94 |
| EDGE2 | 1620 | 44% | −11.60 | −0.7¢ | [−3.0 ; +1.6] | 30.00 |
| EDGE4_T | 1584 | 49% | −58.01 | −3.7¢ | [−6.0 ; −1.4] | 75.67 |
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.