2026-10-25
1632 windows (0 with uncertain resolution, excluded from grading) · 18981 paper trades
model Brier t60 0.0430market Brier t60 0.0416lead corr 0.65lead hit 66%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1344 | 46% | +50.78 | +3.8¢ | [+1.5 ; +6.1] | 11.40 |
| IVRV | 1157 | 64% | +46.25 | +4.0¢ | [+1.2 ; +6.7] | 10.38 |
| EDGE8 | 1358 | 39% | +19.97 | +1.5¢ | [−1.1 ; +3.9] | 17.83 |
| EDGE4_T | 1604 | 50% | +16.17 | +1.0¢ | [−1.3 ; +3.5] | 17.23 |
| COMBO | 1473 | 41% | +13.17 | +0.9¢ | [−1.4 ; +3.2] | 18.99 |
| EDGE12 | 906 | 33% | +12.39 | +1.4¢ | [−1.4 ; +4.2] | 14.59 |
| EDGE12_BUILT | 820 | 31% | +4.13 | +0.5¢ | [−2.4 ; +3.3] | 20.11 |
| EDGE6 | 1532 | 41% | +2.62 | +0.2¢ | [−2.2 ; +2.5] | 25.70 |
| CTRL_FAV30 | 241 | 95% | +1.22 | +0.5¢ | [−2.1 ; +2.8] | 3.49 |
| EDGE8_BUILT | 1254 | 36% | −1.89 | −0.2¢ | [−2.7 ; +2.3] | 30.65 |
| CTRL_RND | 1444 | 50% | −6.81 | −0.5¢ | [−2.5 ; +1.6] | 29.61 |
| EDGE4_LATE | 1021 | 29% | −7.23 | −0.7¢ | [−3.1 ; +1.6] | 22.78 |
| EDGE4 | 1619 | 42% | −13.91 | −0.9¢ | [−3.2 ; +1.4] | 29.95 |
| EDGE2 | 1631 | 45% | −16.54 | −1.0¢ | [−3.4 ; +1.4] | 33.03 |
| EDGE4_EARLY | 1577 | 42% | −19.97 | −1.3¢ | [−3.5 ; +1.2] | 33.50 |
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.