2026-10-26
1632 windows (0 with uncertain resolution, excluded from grading) · 18218 paper trades
model Brier t60 0.0559market Brier t60 0.0537lead corr 0.72lead hit 82%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE8_BUILT | 1135 | 40% | +51.63 | +4.5¢ | [+1.8 ; +7.3] | 12.57 |
| EDGE8 | 1225 | 41% | +48.41 | +4.0¢ | [+1.4 ; +6.7] | 10.09 |
| EDGE12 | 701 | 38% | +45.94 | +6.6¢ | [+3.3 ; +10.1] | 6.51 |
| EDGE4_EARLY | 1540 | 47% | +39.27 | +2.6¢ | [+0.1 ; +5.0] | 21.66 |
| EDGE4 | 1609 | 46% | +36.81 | +2.3¢ | [−0.1 ; +4.6] | 21.97 |
| EDGE6 | 1472 | 42% | +31.36 | +2.1¢ | [−0.1 ; +4.4] | 16.66 |
| COMBO | 1432 | 43% | +28.94 | +2.0¢ | [−0.5 ; +4.5] | 15.47 |
| EDGE2 | 1631 | 47% | +27.15 | +1.7¢ | [−0.7 ; +3.9] | 29.57 |
| EDGE12_BUILT | 628 | 35% | +24.46 | +3.9¢ | [+0.5 ; +7.5] | 7.10 |
| LEAD3 | 1372 | 43% | +20.71 | +1.5¢ | [−0.8 ; +4.0] | 23.22 |
| EDGE4_LATE | 1027 | 32% | +20.68 | +2.0¢ | [−0.5 ; +4.7] | 8.26 |
| EDGE4_T | 1593 | 54% | +20.62 | +1.3¢ | [−1.0 ; +3.6] | 26.74 |
| IVRV | 1203 | 60% | +5.11 | +0.4¢ | [−2.5 ; +3.2] | 22.49 |
| CTRL_FAV30 | 219 | 95% | +0.57 | +0.3¢ | [−2.8 ; +2.7] | 3.84 |
| CTRL_RND | 1431 | 49% | −27.09 | −1.9¢ | [−4.0 ; +0.3] | 32.56 |
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.