edge hunt: one +EV leg at market price, train/test validated

← lab · n survivors 0 · segments scanned 126 · ran 7/9/2026

What this is: A one-off study — its numbers below are exactly what the run reported.

note	survivor = +EV in train AND test at opening prices; gold = also +EV at closing (beats the sharpest line). Expect a few false positives from multiple testing even so.
n survivors	0
segments scanned	126

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

{
  "kind": "edge_hunt",
  "bands": [
    "odds_on",
    "even",
    "mid",
    "long",
    "xlong"
  ],
  "cutoff": "2022-07-01",
  "min_test": 100,
  "min_train": 200,
  "test_min_roi": 1,
  "train_min_roi": 3
}