2026-10-29
1636 windows (0 with uncertain resolution, excluded from grading) · 18725 paper trades
model Brier t60 0.0516market Brier t60 0.0608lead corr 0.71lead hit 79%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1412 | 48% | +80.53 | +5.7¢ | [+3.3 ; +8.0] | 9.48 |
| COMBO | 1478 | 46% | +73.84 | +5.0¢ | [+2.7 ; +7.3] | 10.75 |
| EDGE8 | 1311 | 42% | +61.78 | +4.7¢ | [+2.3 ; +7.2] | 13.05 |
| EDGE2 | 1616 | 50% | +55.45 | +3.4¢ | [+1.1 ; +5.9] | 23.53 |
| EDGE8_BUILT | 1231 | 41% | +48.81 | +4.0¢ | [+1.5 ; +6.5] | 12.69 |
| EDGE12 | 832 | 39% | +48.43 | +5.8¢ | [+2.7 ; +8.8] | 5.53 |
| EDGE6 | 1494 | 44% | +45.68 | +3.1¢ | [+0.8 ; +5.3] | 17.40 |
| EDGE4 | 1590 | 47% | +41.97 | +2.6¢ | [+0.3 ; +4.9] | 24.46 |
| EDGE4_EARLY | 1531 | 46% | +41.25 | +2.7¢ | [+0.2 ; +5.3] | 22.45 |
| EDGE12_BUILT | 765 | 36% | +33.93 | +4.4¢ | [+1.5 ; +7.5] | 7.10 |
| EDGE4_T | 1590 | 54% | +28.57 | +1.8¢ | [−0.5 ; +4.2] | 30.81 |
| IVRV | 1152 | 60% | +15.45 | +1.3¢ | [−1.4 ; +4.1] | 28.14 |
| EDGE4_LATE | 1064 | 31% | +8.76 | +0.8¢ | [−1.4 ; +3.2] | 14.54 |
| CTRL_FAV30 | 237 | 87% | −14.42 | −6.1¢ | [−10.0 ; −2.2] | 15.58 |
| CTRL_RND | 1422 | 50% | −25.21 | −1.8¢ | [−3.7 ; +0.3] | 26.74 |
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.