home wins v3: can we beat the market's own feature?

← lab · AUC 0.688 (real signal) · ran 7/3/2026

What this is: Asks which pre-match factors drive one specific outcome, using a walk-forward model and permutation importance.

Factor	Importance	Direction	Survives all eras?
market.p_away	0.0371	↓ -0.371	⏳ yes
market.p_home	0.0157	↑ +0.382	⏳ yes
home__team.goal_diff_avg_l5	0.0051	↑ +0.184	⏳ yes
home__team.elo_momentum_l5	0.0041	↑ +0.022	⏳ yes
home__team.shot_diff_avg_l5	0.0039	↑ +0.212	⏳ yes
away__team.goals_volatility_l10	0.0030	↓ -0.125	⏳ yes
home__team.cards_avg_l5	0.0027	↓ -0.039	⏳ yes
market.p_draw	0.0025	↓ -0.186	⏳ yes
home__team.corner_diff_avg_l5	0.0021	↑ +0.170	⏳ yes
match.humidity_pct	0.0021	↓ -0.005	no
away__team.corners_volatility_l10	0.0018	↓ -0.069	⏳ yes
away__team.goals_for_avg_l5	0.0016	↓ -0.149	⏳ yes

Reading the columnswhat each number actually means

AUC	predictability: 0.50 = coin flip, ~0.70 = ceiling for sports
Importance	how much the model leans on this factor (permutation importance)
Direction	sign of the raw correlation with the outcome
Survives all eras	effect points the same way in every historical era

Spec · the reproducible recipe

{
  "name": "home wins v3: can we beat the market's own feature?",
  "sport": "football",
  "target": {
    "equals": "H",
    "metric": "match.result"
  },
  "features": "all"
}