2026-10-31
1632 windows (0 with uncertain resolution, excluded from grading) · 19286 paper trades
model Brier t60 0.0480market Brier t60 0.0454lead corr 0.60lead hit 74%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 936 | 35% | +17.49 | +1.9¢ | [−0.9 ; +4.9] | 12.06 |
| EDGE12_BUILT | 846 | 33% | +11.17 | +1.3¢ | [−1.7 ; +4.3] | 13.26 |
| EDGE8_BUILT | 1309 | 37% | +9.69 | +0.7¢ | [−1.8 ; +3.2] | 13.90 |
| EDGE4_LATE | 1052 | 32% | +7.73 | +0.7¢ | [−1.6 ; +3.1] | 10.90 |
| IVRV | 1275 | 60% | +6.62 | +0.5¢ | [−2.1 ; +3.2] | 19.03 |
| CTRL_FAV30 | 289 | 95% | +0.15 | +0.1¢ | [−2.4 ; +2.2] | 4.57 |
| EDGE8 | 1392 | 38% | −1.45 | −0.1¢ | [−2.5 ; +2.4] | 29.23 |
| COMBO | 1480 | 39% | −1.56 | −0.1¢ | [−2.4 ; +2.3] | 23.73 |
| LEAD3 | 1192 | 41% | −3.20 | −0.3¢ | [−3.0 ; +2.3] | 12.94 |
| EDGE4_T | 1622 | 50% | −9.33 | −0.6¢ | [−3.0 ; +1.8] | 32.04 |
| EDGE6 | 1557 | 40% | −13.94 | −0.9¢ | [−3.1 ; +1.4] | 29.75 |
| CTRL_RND | 1486 | 49% | −25.99 | −1.7¢ | [−3.8 ; +0.2] | 27.00 |
| EDGE4_EARLY | 1593 | 41% | −38.82 | −2.4¢ | [−4.8 ; −0.2] | 45.25 |
| EDGE4 | 1625 | 41% | −39.09 | −2.4¢ | [−4.8 ; −0.2] | 45.67 |
| EDGE2 | 1632 | 41% | −68.64 | −4.2¢ | [−6.6 ; −2.0] | 81.52 |
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.