2026-10-28
1624 windows (0 with uncertain resolution, excluded from grading) · 18959 paper trades
model Brier t60 0.0495market Brier t60 0.0479lead corr 0.67lead hit 73%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1382 | 48% | +119.52 | +8.6¢ | [+6.3 ; +11.1] | 7.18 |
| COMBO | 1495 | 46% | +114.14 | +7.6¢ | [+5.4 ; +10.0] | 7.46 |
| EDGE12 | 880 | 41% | +94.78 | +10.8¢ | [+8.0 ; +13.6] | 5.32 |
| EDGE8 | 1342 | 42% | +80.07 | +6.0¢ | [+3.5 ; +8.5] | 9.26 |
| EDGE4_T | 1581 | 54% | +71.46 | +4.5¢ | [+2.1 ; +6.8] | 12.28 |
| EDGE8_BUILT | 1258 | 40% | +68.37 | +5.4¢ | [+3.0 ; +8.0] | 5.97 |
| EDGE12_BUILT | 813 | 38% | +66.27 | +8.2¢ | [+5.1 ; +11.2] | 7.79 |
| EDGE6 | 1532 | 43% | +64.77 | +4.2¢ | [+1.9 ; +6.7] | 9.65 |
| IVRV | 1134 | 64% | +57.08 | +5.0¢ | [+2.4 ; +7.8] | 10.75 |
| EDGE4 | 1607 | 44% | +32.04 | +2.0¢ | [−0.3 ; +4.3] | 13.19 |
| EDGE4_EARLY | 1550 | 44% | +28.96 | +1.9¢ | [−0.5 ; +4.3] | 14.09 |
| EDGE4_LATE | 1053 | 29% | +8.20 | +0.8¢ | [−1.6 ; +3.3] | 17.00 |
| CTRL_FAV30 | 264 | 93% | −3.14 | −1.2¢ | [−4.0 ; +1.5] | 5.89 |
| EDGE2 | 1622 | 43% | −10.65 | −0.7¢ | [−3.0 ; +1.7] | 28.53 |
| CTRL_RND | 1446 | 48% | −19.05 | −1.3¢ | [−3.4 ; +0.6] | 24.33 |
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.