2026-11-01
1484 windows (0 with uncertain resolution, excluded from grading) · 17697 paper trades
model Brier t60 0.0496market Brier t60 0.0443lead corr 0.54lead hit 58%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 925 | 35% | +26.54 | +2.9¢ | [−0.0 ; +5.8] | 10.89 |
| COMBO | 1358 | 42% | +23.56 | +1.7¢ | [−0.5 ; +4.1] | 15.96 |
| EDGE4_LATE | 940 | 32% | +21.41 | +2.3¢ | [−0.2 ; +4.8] | 13.72 |
| EDGE12_BUILT | 857 | 33% | +18.70 | +2.2¢ | [−0.7 ; +5.2] | 11.98 |
| EDGE8_BUILT | 1199 | 38% | +12.04 | +1.0¢ | [−1.8 ; +3.5] | 16.41 |
| IVRV | 1105 | 62% | +9.75 | +0.9¢ | [−1.9 ; +3.6] | 15.25 |
| LEAD3 | 1203 | 41% | +7.11 | +0.6¢ | [−1.9 ; +3.2] | 20.42 |
| CTRL_RND | 1335 | 51% | +6.01 | +0.5¢ | [−1.6 ; +2.5] | 21.49 |
| EDGE8 | 1264 | 38% | +3.91 | +0.3¢ | [−2.2 ; +2.7] | 19.92 |
| EDGE4_T | 1461 | 50% | +3.42 | +0.2¢ | [−2.5 ; +2.8] | 35.79 |
| CTRL_FAV30 | 259 | 93% | −5.87 | −2.3¢ | [−5.1 ; +0.3] | 7.23 |
| EDGE6 | 1400 | 40% | −6.68 | −0.5¢ | [−2.9 ; +2.0] | 35.05 |
| EDGE4_EARLY | 1440 | 40% | −34.59 | −2.4¢ | [−4.9 ; +0.1] | 59.06 |
| EDGE4 | 1467 | 40% | −35.19 | −2.4¢ | [−4.9 ; −0.1] | 60.54 |
| EDGE2 | 1484 | 41% | −56.14 | −3.8¢ | [−6.3 ; −1.3] | 60.00 |
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.