WeatherAlgo v2 — Analysis Paper

Strategy Comparison
Non-ladder: PnL/trade → win rate → total PnL → max drawdown → ROC. Ladder: PnL/package → package win rate → total PnL → ROC.
StrategyTypeSettledOpen Win RatePnL/UnitTotal PnL Max DDROCKill Status
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Traded-Side Fair Value vs Market Ask
YES: x = ensemble_prob, y = yes_ask. NO: x = 1−ensemble_prob, y = no_ask. Points above the line = market overpriced (edge for us).
Fill Quality by Strategy
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Performance by City
CityTradesWinsWin RateTotal PnL
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Ladder Packages
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