subset check: did the mid-dog model's picks have OOS skill?
← lab · min edge 0.08 · ran 7/9/2026
What this is: A one-off study — its numbers below are exactly what the run reported.
| note | pick = model edge>=min_edge on open price; _roi=(n, roi%). Skill only if pick_test ROI beats band_test AND is +EV. |
| min edge | 0.08 |
by comp
| EL2 | {"open":{"band_test":[165,-13.72],"pick_test":[72,-13.56],"b |
| EPL | {"open":{"band_test":[397,6.68],"pick_test":[93,42.43],"band |
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": "subset_check",
"bands": {
"EL2": [
3.5,
4.5
],
"EPL": [
2.6,
4.5
]
},
"min_edge": 0.08
}