2026-10-30
1632 windows (0 with uncertain resolution, excluded from grading) · 18382 paper trades
model Brier t60 0.0486market Brier t60 0.0462lead corr 0.68lead hit 78%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| LEAD3 | 1352 | 44% | +63.00 | +4.7¢ | [+2.3 ; +7.1] | 14.22 |
| COMBO | 1463 | 42% | +58.89 | +4.0¢ | [+1.7 ; +6.5] | 9.78 |
| EDGE12 | 735 | 35% | +27.12 | +3.7¢ | [+0.7 ; +6.9] | 9.96 |
| EDGE4 | 1617 | 44% | +22.69 | +1.4¢ | [−0.9 ; +3.8] | 18.20 |
| EDGE4_EARLY | 1553 | 44% | +21.58 | +1.4¢ | [−1.0 ; +3.7] | 19.11 |
| EDGE2 | 1632 | 47% | +19.72 | +1.2¢ | [−1.1 ; +3.7] | 22.28 |
| EDGE12_BUILT | 659 | 33% | +16.06 | +2.4¢ | [−0.9 ; +5.7] | 11.97 |
| EDGE8 | 1274 | 36% | +15.25 | +1.2¢ | [−1.2 ; +3.6] | 13.36 |
| EDGE6 | 1503 | 39% | +10.19 | +0.7¢ | [−1.8 ; +3.0] | 20.81 |
| IVRV | 1127 | 59% | +2.97 | +0.3¢ | [−2.6 ; +3.1] | 30.98 |
| CTRL_FAV30 | 246 | 94% | −0.80 | −0.3¢ | [−3.0 ; +2.2] | 4.62 |
| EDGE8_BUILT | 1169 | 33% | −2.56 | −0.2¢ | [−2.7 ; +2.3] | 18.87 |
| CTRL_RND | 1431 | 49% | −15.23 | −1.1¢ | [−3.2 ; +0.9] | 32.86 |
| EDGE4_LATE | 1042 | 26% | −18.94 | −1.8¢ | [−4.1 ; +0.4] | 25.75 |
| EDGE4_T | 1579 | 50% | −26.38 | −1.7¢ | [−4.0 ; +0.6] | 36.55 |
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.