2026-11-05
1632 windows (0 with uncertain resolution, excluded from grading) · 18150 paper trades
model Brier t60 0.0546market Brier t60 0.0536lead corr 0.71lead hit 80%
Strategies this night (bootstrap 95% CI · ● = clear of zero)
| strategy | n | win | P&L $ | /trade | 95% CI ¢/trade | max DD |
|---|---|---|---|---|---|---|
| EDGE8_BUILT | 1130 | 42% | +58.88 | +5.2¢ | [+2.8 ; +7.9] | 7.68 |
| COMBO | 1411 | 45% | +58.54 | +4.1¢ | [+1.8 ; +6.4] | 10.84 |
| EDGE8 | 1217 | 43% | +51.10 | +4.2¢ | [+1.8 ; +6.7] | 12.60 |
| EDGE6 | 1455 | 44% | +42.79 | +2.9¢ | [+0.6 ; +5.2] | 16.10 |
| LEAD3 | 1292 | 46% | +42.33 | +3.3¢ | [+0.9 ; +5.7] | 10.56 |
| EDGE12_BUILT | 596 | 40% | +41.00 | +6.9¢ | [+3.2 ; +10.4] | 13.70 |
| EDGE12 | 667 | 41% | +39.92 | +6.0¢ | [+2.6 ; +9.2] | 13.91 |
| EDGE4 | 1604 | 47% | +38.85 | +2.4¢ | [+0.1 ; +4.8] | 19.62 |
| EDGE4_EARLY | 1533 | 47% | +37.25 | +2.4¢ | [+0.1 ; +4.8] | 20.28 |
| EDGE4_T | 1598 | 57% | +35.83 | +2.2¢ | [−0.1 ; +4.5] | 19.22 |
| IVRV | 1303 | 60% | +18.02 | +1.4¢ | [−1.3 ; +3.9] | 19.80 |
| EDGE2 | 1632 | 47% | +3.27 | +0.2¢ | [−2.1 ; +2.5] | 27.97 |
| CTRL_FAV30 | 255 | 90% | −9.19 | −3.6¢ | [−7.0 ; −0.5] | 9.70 |
| EDGE4_LATE | 1024 | 29% | −17.84 | −1.7¢ | [−4.2 ; +0.7] | 25.82 |
| CTRL_RND | 1433 | 50% | −26.15 | −1.8¢ | [−3.7 ; +0.2] | 31.56 |
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.