Nimbus — strategy comparison

Simple rule (market-priced bets)

Settled
5259
of 5473 logged
Total net P&L
-$232.03
fees +$91.04
Mean net per trade
$-0.0441
Mean Brier (market)
0.1911
lower is better
Hit rate
67.8%

V0 model

Settled
5048
of 5254 logged
Total net P&L
-$247.98
fees +$87.80
Mean net per trade
$-0.0491
Mean Brier (V0)
0.2468
lower is better
Hit rate
57.5%

Paired comparison (same tickers)

n paired
4433
Mean Δ P&L (V0 − rule)
+0.0028
Paired t-stat
+0.80
positive → V0 beats rule
Brier Δ (market − V0)
-0.0627
positive → V0 better calibrated

Equity curves

simple ruleV0
DateSimple cum P&LV0 cum P&L
2026-05-07-$1.53-$1.90
2026-05-08-$17.35
2026-05-09-$13.51-$20.25
2026-05-10-$13.93-$20.88
2026-05-11-$14.14-$24.77
2026-05-13-$21.87-$34.33
2026-05-14-$22.02-$33.60
2026-05-15-$28.40-$42.89
2026-05-19-$42.34-$52.15
2026-05-20-$43.93-$53.70
2026-05-24-$55.37-$67.86
2026-05-25-$57.32-$71.16
2026-05-26-$63.06-$81.04
2026-05-27-$68.11-$87.92
2026-05-28-$69.31-$93.27
2026-05-29-$73.71-$94.85
2026-05-30-$77.73-$95.07
2026-05-31-$83.85-$103.50
2026-06-01-$88.62-$109.77
2026-06-02-$93.95-$118.30
2026-06-03-$97.57-$121.13
2026-06-04-$104.84-$132.32
2026-06-05-$111.38-$132.53
2026-06-06-$117.35-$141.60
2026-06-07-$122.85-$144.43
2026-06-08-$125.12-$147.36
2026-06-09-$134.97-$155.31
2026-06-10-$138.83-$158.87
2026-06-11-$145.01-$163.77
2026-06-12-$150.81-$169.28
2026-06-13-$157.36-$177.66
2026-06-14-$158.08-$181.94
2026-06-15-$164.46-$187.49
2026-06-16-$171.40-$197.28
2026-06-17-$179.15-$198.98
2026-06-18-$184.65-$207.50
2026-06-19-$189.80-$211.39
2026-06-20-$194.73-$219.09
2026-06-21-$200.87-$218.83
2026-06-22-$205.38-$223.23
2026-06-23-$212.15-$230.24
2026-06-24-$214.54-$233.38
2026-06-25-$217.76-$235.58
2026-06-26-$221.91-$241.46
2026-06-27-$227.98-$246.88
2026-06-28-$232.03-$247.98