2026-11-03
1624 windows (0 with uncertain resolution, excluded from grading) · 18785 paper trades
model Brier t60 0.0497market Brier t60 0.0473lead corr 0.70lead hit 78%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12_BUILT | 734 | 37% | +45.98 | +6.3¢ | [+3.0 ; +9.6] | 6.19 |
| EDGE12 | 810 | 38% | +44.12 | +5.4¢ | [+2.2 ; +8.6] | 9.29 |
| LEAD3 | 1374 | 45% | +41.95 | +3.1¢ | [+0.4 ; +5.5] | 12.14 |
| EDGE4_LATE | 1031 | 32% | +14.46 | +1.4¢ | [−1.1 ; +3.9] | 9.93 |
| EDGE8_BUILT | 1222 | 35% | +10.98 | +0.9¢ | [−1.7 ; +3.3] | 21.71 |
| COMBO | 1481 | 40% | +8.21 | +0.6¢ | [−1.8 ; +2.9] | 21.93 |
| EDGE8 | 1313 | 36% | +2.11 | +0.2¢ | [−2.3 ; +2.7] | 22.75 |
| EDGE2 | 1616 | 44% | −6.90 | −0.4¢ | [−2.8 ; +1.9] | 26.89 |
| EDGE6 | 1507 | 39% | −8.33 | −0.6¢ | [−3.0 ; +1.8] | 19.68 |
| CTRL_RND | 1435 | 50% | −10.00 | −0.7¢ | [−2.7 ; +1.5] | 21.47 |
| CTRL_FAV30 | 272 | 89% | −10.90 | −4.0¢ | [−7.2 ; −0.9] | 11.92 |
| EDGE4 | 1604 | 42% | −14.43 | −0.9¢ | [−3.2 ; +1.5] | 27.59 |
| EDGE4_EARLY | 1555 | 41% | −18.45 | −1.2¢ | [−3.7 ; +1.2] | 31.77 |
| EDGE4_T | 1580 | 49% | −43.55 | −2.8¢ | [−5.1 ; −0.4] | 53.50 |
| IVRV | 1251 | 53% | −64.36 | −5.1¢ | [−7.8 ; −2.3] | 73.98 |
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.