2026-11-02
1632 windows (0 with uncertain resolution, excluded from grading) · 18604 paper trades
model Brier t60 0.0512market Brier t60 0.0487lead corr 0.68lead hit 76%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| COMBO | 1468 | 44% | +81.24 | +5.5¢ | [+3.2 ; +7.9] | 11.26 |
| LEAD3 | 1357 | 44% | +74.27 | +5.5¢ | [+3.0 ; +7.8] | 8.48 |
| EDGE8_BUILT | 1211 | 37% | +46.70 | +3.9¢ | [+1.3 ; +6.5] | 10.31 |
| EDGE8 | 1278 | 38% | +42.43 | +3.3¢ | [+0.7 ; +5.9] | 11.10 |
| EDGE12_BUILT | 723 | 33% | +39.44 | +5.5¢ | [+2.2 ; +8.6] | 5.17 |
| EDGE12 | 781 | 34% | +38.23 | +4.9¢ | [+1.8 ; +8.1] | 7.68 |
| EDGE6 | 1488 | 40% | +16.06 | +1.1¢ | [−1.3 ; +3.6] | 23.61 |
| EDGE4_EARLY | 1556 | 42% | +0.64 | +0.0¢ | [−2.3 ; +2.4] | 25.08 |
| EDGE4 | 1616 | 42% | +0.56 | +0.0¢ | [−2.3 ; +2.4] | 24.60 |
| EDGE4_LATE | 1044 | 28% | −0.72 | −0.1¢ | [−2.3 ; +2.3] | 15.67 |
| CTRL_FAV30 | 242 | 93% | −1.34 | −0.6¢ | [−3.7 ; +2.3] | 4.46 |
| IVRV | 1176 | 58% | −11.71 | −1.0¢ | [−3.6 ; +1.8] | 21.16 |
| EDGE4_T | 1587 | 51% | −11.95 | −0.8¢ | [−3.0 ; +1.6] | 42.07 |
| EDGE2 | 1632 | 43% | −20.16 | −1.2¢ | [−3.6 ; +1.1] | 40.68 |
| CTRL_RND | 1445 | 46% | −41.92 | −2.9¢ | [−4.9 ; −0.9] | 48.39 |
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.