strategy & model leaderboard
β lab Β· 5 backtests ranked by skill vs the market Β· ran 7/3/2026
What this is: Ranks every backtested model by skill against the bookmaker's closing prices β the fairest single scoreboard we have.
Ranked by skill first (Brier edge vs the de-vigged market β positive means sharper than the bookmaker), then CLV, then ROI. Note: entries differ in markets/periods; same-competition rows are the fair comparisons. Armed strategies await their forward paper trials.
| Backtest | Model | Comp | Bets | ROI | CLV | Brier edge |
|---|
| #1 | poisson_tw | EPL | 353 | -5.8% | -1.05% | -0.00526 |
| #2 | poisson_tw | EPL | 2,322 | -7.0% | -0.25% | -0.00617 |
| #6 | ml_gbm_v1 | EL2 | 9,818 | -5.5% | -0.04% | -0.01067 |
| #4 | ml_gbm_v1 | EPL | 10,506 | -2.1% | 0.07% | -0.02901 |
| #3 | ml_gbm_v1 | EPL | 10,616 | -3.0% | 0.06% | -0.03131 |
Registered strategies
| Code | Status | Description |
|---|
| value_all_v1 | retired | Baseline engine: bet any market where model probability beats the opening price by 5%, fractional Kelly staking. |
| draw_family_v1 | armed | The sweep survivor: back the DRAW when model edge > 10% and the matchup is high-tempo. Selected on 2005-2015, verdict +12.6% ROI on 324 unseen bets (upper bound). Flat stakes. |
| draw_calm_books_v1 | armed | Sibling survivor: back the DRAW when model edge > 15% and the bookmaker margin is low (confident books). Verdict +4.5% on 429 unseen bets. |
Reading the columnswhat each number actually means
| ROI | profit per unit staked at opening prices |
| CLV | how much better our price was than the closing price β the earliest sign of real skill |
| Brier edge | probability accuracy vs the de-vigged closing market; positive = sharper than the bookmaker |
Spec Β· the reproducible recipe
{
"kind": "leaderboard"
}