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

← lab · n survivors 2 · segments scanned 217 · ran 7/29/2026

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	2
segments scanned	217

gold

sel	band	comp	market	test n	train n	test roi
away side win	priced 1.00–1.80	PPL	Match result	211	672	6.56
away side win	even	SA	Match result	319	1,414	5.61

survivors

sel	band	comp	market	test n	train n	test roi
away side win	priced 1.00–1.80	PPL	Match result	211	672	6.56
away side win	even	SA	Match result	319	1,414	5.61

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,
  "price_agg": "max",
  "test_min_roi": 1,
  "train_min_roi": 3
}