2026-11-04
1636 windows (0 with uncertain resolution, excluded from grading) · 18715 paper trades
model Brier t60 0.0468market Brier t60 0.0455lead corr 0.71lead hit 81%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE12 | 768 | 42% | +65.28 | +8.5¢ | [+5.4 ; +11.6] | 6.53 |
| LEAD3 | 1398 | 47% | +57.90 | +4.1¢ | [+1.8 ; +6.6] | 11.99 |
| EDGE12_BUILT | 707 | 40% | +55.39 | +7.8¢ | [+4.7 ; +10.8] | 5.90 |
| COMBO | 1484 | 45% | +43.62 | +2.9¢ | [+0.6 ; +5.1] | 10.54 |
| IVRV | 1223 | 61% | +32.05 | +2.6¢ | [+0.0 ; +5.2] | 19.49 |
| EDGE6 | 1505 | 43% | +31.92 | +2.1¢ | [−0.1 ; +4.4] | 15.30 |
| EDGE8_BUILT | 1221 | 38% | +21.63 | +1.8¢ | [−0.6 ; +4.2] | 13.37 |
| EDGE4 | 1620 | 46% | +21.49 | +1.3¢ | [−0.9 ; +3.6] | 33.45 |
| EDGE4_LATE | 1004 | 31% | +20.02 | +2.0¢ | [−0.5 ; +4.4] | 8.37 |
| EDGE8 | 1297 | 39% | +19.80 | +1.5¢ | [−0.9 ; +4.1] | 12.97 |
| EDGE4_EARLY | 1564 | 45% | +15.73 | +1.0¢ | [−1.4 ; +3.5] | 34.61 |
| EDGE2 | 1636 | 47% | +4.23 | +0.3¢ | [−2.2 ; +2.6] | 35.46 |
| CTRL_FAV30 | 227 | 96% | +3.53 | +1.6¢ | [−1.0 ; +3.8] | 2.77 |
| EDGE4_T | 1603 | 52% | +2.43 | +0.2¢ | [−2.1 ; +2.6] | 30.13 |
| CTRL_RND | 1458 | 48% | −11.75 | −0.8¢ | [−2.8 ; +1.2] | 18.95 |
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.