2026-10-27
1632 windows (0 with uncertain resolution, excluded from grading) · 18150 paper trades
model Brier t60 0.0466market Brier t60 0.0471lead corr 0.69lead hit 79%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1339 | 46% | +66.51 | +5.0¢ | [+2.5 ; +7.5] | 10.86 |
| COMBO | 1404 | 44% | +62.54 | +4.5¢ | [+2.2 ; +6.9] | 10.04 |
| EDGE4 | 1604 | 46% | +58.79 | +3.7¢ | [+1.3 ; +6.1] | 11.08 |
| EDGE12_BUILT | 639 | 38% | +57.62 | +9.0¢ | [+5.6 ; +12.5] | 8.60 |
| EDGE4_EARLY | 1521 | 47% | +56.10 | +3.7¢ | [+1.4 ; +6.1] | 10.87 |
| EDGE12 | 729 | 39% | +55.87 | +7.7¢ | [+4.6 ; +10.9] | 8.31 |
| EDGE8_BUILT | 1118 | 38% | +43.56 | +3.9¢ | [+1.2 ; +6.5] | 12.04 |
| EDGE8 | 1228 | 39% | +40.34 | +3.3¢ | [+0.6 ; +5.9] | 12.52 |
| EDGE6 | 1453 | 42% | +37.87 | +2.6¢ | [+0.3 ; +5.2] | 24.18 |
| EDGE4_T | 1598 | 55% | +35.42 | +2.2¢ | [−0.2 ; +4.5] | 21.56 |
| EDGE2 | 1632 | 47% | +30.74 | +1.9¢ | [−0.5 ; +4.3] | 15.72 |
| EDGE4_LATE | 980 | 33% | +25.46 | +2.6¢ | [+0.2 ; +5.1] | 9.92 |
| IVRV | 1220 | 60% | +10.66 | +0.9¢ | [−1.8 ; +3.5] | 24.91 |
| CTRL_FAV30 | 241 | 95% | +0.76 | +0.3¢ | [−2.3 ; +2.7] | 2.75 |
| CTRL_RND | 1444 | 50% | −19.79 | −1.4¢ | [−3.5 ; +0.7] | 23.34 |
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.