2026-10-24
1636 windows (0 with uncertain resolution, excluded from grading) · 19318 paper trades
model Brier t60 0.0519market Brier t60 0.0469lead corr 0.69lead hit 71%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1363 | 45% | +43.48 | +3.2¢ | [+0.8 ; +5.5] | 14.15 |
| EDGE2 | 1636 | 47% | +27.78 | +1.7¢ | [−0.7 ; +4.1] | 15.04 |
| EDGE12 | 913 | 35% | +25.68 | +2.8¢ | [+0.1 ; +5.6] | 11.16 |
| IVRV | 1194 | 61% | +23.30 | +2.0¢ | [−0.7 ; +4.6] | 30.06 |
| EDGE4_T | 1615 | 51% | +19.13 | +1.2¢ | [−1.2 ; +3.6] | 23.23 |
| EDGE4_EARLY | 1584 | 44% | +7.97 | +0.5¢ | [−1.7 ; +2.8] | 25.37 |
| COMBO | 1490 | 41% | +7.10 | +0.5¢ | [−1.8 ; +2.7] | 26.52 |
| EDGE6 | 1562 | 41% | +6.88 | +0.4¢ | [−2.0 ; +2.8] | 17.77 |
| EDGE4 | 1628 | 44% | +6.17 | +0.4¢ | [−1.8 ; +2.7] | 25.87 |
| EDGE12_BUILT | 813 | 31% | −0.44 | −0.1¢ | [−2.8 ; +3.0] | 13.35 |
| CTRL_FAV30 | 270 | 93% | −2.88 | −1.1¢ | [−3.9 ; +1.5] | 3.68 |
| EDGE8 | 1393 | 37% | −7.96 | −0.6¢ | [−3.0 ; +1.8] | 29.02 |
| EDGE8_BUILT | 1302 | 35% | −17.79 | −1.4¢ | [−3.7 ; +1.0] | 27.84 |
| EDGE4_LATE | 1079 | 27% | −28.88 | −2.7¢ | [−4.8 ; −0.4] | 33.60 |
| CTRL_RND | 1476 | 48% | −31.60 | −2.1¢ | [−4.1 ; −0.3] | 43.89 |
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.