Research Library

Did the Weather + FTN Features Actually Earn Their Keep? no edge · 8kb

Measurement of commit 7ba65e1, which wired real Open-Meteo weather and trailing FTN charting features into the fantasy projection engine and the betting feature builder.

backtests/weather_ftn_value/FINDINGS.md

Do QBs Have a Persistent "Weather Sensitivity" Trait? · 14kb

One-off study, not a model, not production. Prompted by a film-study claim that QBs with a U-shaped release (Tua) struggle in wind/precipitation while C-shaped releases (Josh Allen) hold up, because of how the throwing motion interacts with weather.

backtests/qb_weather/FINDINGS.md

Do the Injury-Aware Multipliers Actually Improve Projections? shipped · 5kb

Validation of commit 02fba14, which replaced the projection engine's injury multiplier table using results from backtests/nfl_context_signals/FINDINGS.md.

backtests/fantasy_eval/FINDINGS_INJURY_MULTIPLIERS.md

Our Fantasy Projections vs FantasyPros Expert Consensus (ECR) 2026-07-19 · 9kb

Our side is the strict walk-forward regeneration from scripts/evaluate_fantasy_mae.py --dump-projections (2,438 player-weeks): the engine is fed one historical week at a time and may only use data from before the week it projects. Unlike the 2024 db rows, this…

backtests/fantasy_eval/FINDINGS_VS_ECR.md

The Close Band Can Be Improved (+2.5pp, ~half the ECR gap) 2026-07-20 · 3kb

Date: 2026-07-20 · Harness: close_band_experiment.py · Sample: 12,510 close pairs of 56,046, 2025 weeks 5–17 · Seed: 20260719

backtests/fantasy_eval/FINDINGS_CLOSE_BAND.md

Start/Sit Decision Accuracy — 2025 2026-07-19 · 3kb

Date: 2026-07-19 · Harness: start_sit_accuracy.py · Sample: 64,150 within-(week, position) pairs, 2025 weeks 5–17 · Seed: 20260719

backtests/fantasy_eval/FINDINGS_START_SIT.md

Snap Counts + Depth Charts Close ~30% of the ECR Gap 2026-07-19 · 9kb

Date: 2026-07-19 · Season: 2025, weeks 7–17 · Harness: snap_depth_experiment.py → snap_depth_experiment_results.json · Seed: 20260719

backtests/fantasy_eval/FINDINGS_SNAP_DEPTH.md

Four NFL Context Signals: Are They Real, and Are They Already Priced? decisive null · 19kb

One-off study, not a model, not production. Four hypotheses the user raised as interesting: contract-year motivation, referee crew tendencies, injury-report signal, and backup-QB drop-off. Each is tested twice — Stage A: is the effect real? and Stage B: is it …

backtests/nfl_context_signals/FINDINGS.md

Does NFL Preseason Performance Predict Regular-Season Outcomes? · 9kb

One-off study, not a model, not production. Question from [[preseason_signal_todo]]: does preseason performance carry real signal for regular-season outcomes, for teams, rookies, and vets separately? Short answer: no, on all three counts —

backtests/preseason_signal/FINDINGS.md

Winning a 30-Person Confidence Pool 2026-07-20 · 11kb

Date: 2026-07-20 · Harness: pool_strategy_sim.py → pool_strategy_sim_results.json · 6,000 simulated seasons per regime · Seed: 20260720

backtests/pickem/FINDINGS_POOL_2026.md

Testing "always pick the favorite" — and why a Monte Carlo can't do it 2026-08-12 · 5kb

2026-08-12. calibration_test.py, 6,937 REG games, 1999–2025.

backtests/pickem/FINDINGS_CALIBRATION_2026.md

Season Prize vs Weekly Prize: Shoot for the Season 2026-07-20 · 5kb

Date: 2026-07-20 · Harness: pool_ev_analysis.py → pool_ev_analysis_results.json · 4,000 simulated seasons per regime · Seed: 20260720

backtests/pickem/FINDINGS_EV_2026.md

Best Pick'em Strategy for 2026: Pick Every Favorite 2026-07-20 · 6kb

Date: 2026-07-20 · Harness: strategy_search_2026.py → strategy_search_2026_results.json · Data: 2,119 REG games, 2018–2025 · Seed: 20260720

backtests/pickem/FINDINGS_STRATEGY_2026.md

Confidence Pick'em — Honest Rebuild (2018–2025) 2026-07-20 · 4kb

Date: 2026-07-20 · Harness: backtest_pickem.py → backtest_pickem_results.json · Sample: 2,119 completed regular-season games · Seed: 20260720

backtests/pickem/FINDINGS.md

NFL Hierarchical Usage Model — Evaluation vs Baselines 2026-07-14 · 11kb

Date: 2026-07-14 · Seed: 20260714 · Harness: model_usage.py → results/usage_model_results.json + results/usage_model_predictions.parquet (88,724 walk-forward player-week-prop rows, 88 folds, 2021–2024 test seasons, 3,000 MC samples/row).

backtests/nfl_prop_usage/FINDINGS.md

NFL Prop Usage Model — Design Doc (Step 1: data + walk-forward harness) · 6kb

Status: data layer + fold generator only. No model is fit yet. Deterministic seed 20260714. House rules apply: judge downstream models vs devigged closing lines, walk-forward only, cluster bootstraps by game_id / player_week_id, honest negative results are val…

backtests/nfl_prop_usage/DESIGN.md

Home Run Derby: Selection & the "Post-Derby Slump" · 10kb

One-off descriptive study — not a model, not production. All code/data under backtests/hr_derby/. n is tiny (~122 participant-slots over 15 Derbies); everything below is bounded, not proven. Adversarial check verdict: sound (regression-to-the-mean explicitly h…

backtests/hr_derby/FINDINGS.md

College Eval Tracks 1+2 (NCAAB + CFB) — Synthesis, 2026-07-13 2026-07-13 · 18kb

Verification method: independently re-opened the artifact files each build points to (walkforward_regen_results.json, replicate_spike_gate_result.json for CFB; production_clv_results.json for NCAAB) and diffed the build's prose numbers against the JSON on disk…

backtests/COLLEGE_EVAL_TRACKS_1_2_2026_07.md

Calibration Hygiene Campaign — Item 6 Synthesis rejected 2026-07-12 · 9kb

Date: 2026-07-12 | Scope: 5 tracks, adversarially checked | House framing: calibration is hygiene, not alpha — a change ships only if it clears a market-relative gate, never on ECE/log-loss improvement alone.

backtests/CALIBRATION_HYGIENE_2026_07.md

Upgrade Experiments 2026-07 — Item 5 Synthesis 2026-07 · 11kb

Gate discipline reminder (house rule): walk-forward only, log-loss/MAE wins that worsen market-relative numbers don't ship, three clean FAILs would be a perfectly good outcome. All three experiments below cleared their pre-registered gates on the letter of the…

backtests/UPGRADE_EXPERIMENTS_2026_07.md

CFB-2b promotion spec — surface the walk-forward table on `/cfb/performance` null 2026-04-27 · 8kb

Status: SPEC ONLY — not applied. Ground rule for this task forbids editing production files or the route; this is the precise plan for the owner to apply.

backtests/cfb_eval/PROMOTION_SPEC_2b.md

CFB-2a promotion spec — market arm in `scripts/calibrate_models.py` 2022-20 · 9kb

Status: SPEC ONLY — not applied. Ground rule for this task forbids editing production files; this is the precise diff for the owner to apply by hand.

backtests/cfb_eval/PROMOTION_SPEC.md

NCAAB Production-Model CLV Eval — 2026-07-13 rejected 2026-07-13 · 3kb

First market-relative evaluation of the production NCAABPredictionEngine (college-models-review Track 1; plan ~/.claude/plans/keen-bouncing-spark.md). Reuses backtests/stacking_eval/ncaab/ plumbing (closing-line pull, multiplicative devig, name-match, scoring,…

backtests/ncaab_eval/REPORT.md

Tennis Elo Backtest Reconciliation — 2026-07-12 null 2026-07-12 · 16kb

Why: the live tennis_elo_v1 scanner's DEFAULT_MIN_EDGE=5% gate traced to a deleted script (cleanup 7ef5f27) whose +6.25% WTA-grass claim was contradicted by backtests/stacking_eval/tennis. Methodology review action item 3.

backtests/tennis_eval/FINDINGS.md

NHL Stacking v3 — De-Snooping Campaign Findings · 14kb

Model: nhl_stacking_v3 (production's only currently-profitable model) Scope: honest, de-snooped performance measurement + hygiene-fix evaluation — NOT a search for new alpha Data: [redacted], 17,155 regular-season games, 2008–2024 (nhl_games join …

backtests/nhl_eval/FINDINGS.md

FDR-Controlled Retrosheet Split Miner -- Findings 2000-20 · 5kb

Data: 4,706,329 plate appearances, seasons 2000-2025. Discovery <= 2018, validation after. BH q=0.05, discovery cell floor=100 per side per outcome. Runtime 462.9s.

backtests/split_miner/REPORT.md

002 12-1 Momentum — Factor Attribution 2015-03 · 2kb

Generated by backtests/common/factor_attribution.py (DATA_SOURCES_ROADMAP.md item #8). Regresses monthly strategy returns on the Fama-French 3 factors (Mkt-RF, SMB, HML) plus momentum (UMD) via data_loader.factor_returns('M'). No P&L impact — this is a measure…

backtests/strategies/002_momentum_12_1_FACTOR_ATTRIBUTION.md

Tennis consensus-stacking evaluation — REJECT (2026-07-04) rejected 2026-07-04 · 1kb

A full historical backtest was possible: [redacted]::tennis_matches (81,622 matches 2010-2026 with embedded closing odds: market average, Pinnacle, best price) + tennis_match_elo (point-in-time pre-match Elo, through 2024-11-17). Joined usable set: 69,090 …

backtests/stacking_eval/tennis/REPORT.md

NCAAB consensus-stacking evaluation — REJECT (2026-07-04) rejected 2026-07-04 · 1kb

The best-prior candidate (soft small-conference markets), tested on our largest capture. Verdict: consensus wins everything.

backtests/stacking_eval/ncaab/REPORT.md

MLB consensus-stacking pilot — INSUFFICIENT DATA, leaning REJECT (2026-07-04) rejected 2026-07-04 · 1kb

Question: does blending the pitcher-adjusted Elo v2 prob into the devigged closing consensus (NHL v3 recipe) beat consensus-only?

backtests/stacking_eval/mlb/REPORT.md

NFL consensus-stacking evaluation — REJECT (2026-07-04) rejected 2026-07-04 · 1kb

Question: does the NHL v3 "top-down" recipe (tiny logistic on devigged closing consensus + small orthogonal features) beat the NFL closing moneyline?

backtests/stacking_eval/nfl/REPORT.md

Kelly-sizing simulation across site models — 2026-07-04 2026-07-04 · 2kb

Question: would any model be profitable with Kelly sizing? Method: reproduce each model's walk-forward probabilities, replay against real closing odds, bankroll sims (100u start) under flat / quarter / half / full Kelly, two selection rules (favored-side-alway…

backtests/kelly_sim/FINDINGS.md

NFL Edge Research — July 2026 (offseason build window) no edge 2026-07-02 · 9kb

Date: 2026-07-02. All code in this directory; nothing in production was touched. All results below are graded against closing lines, flat stakes, pushes excluded, one bet per pick (dedup'd). Given the July 2026 track-record audit, every historical "NFL record"…

backtests/nfl_edges/FINDINGS.md

Strategy 002: 12-1 Cross-Sectional Momentum · 3kb

Jegadeesh & Titman, Returns to Buying Winners and Selling Losers (Journal of Finance, 1993). Still one of the most-replicated equity anomalies.

backtests/docs/002_momentum_12_1.md

Strategy 009: Insider Cluster Buying · 2kb

Cohen, Malloy & Pomorski, Decoding Inside Information (Journal of Finance, 2012). Also Lakonishok & Lee (2001), Jeng et al. (2003).

backtests/docs/009_insider_cluster.md

Strategy 008: Sell-in-May Calendar Effect · 2kb

Folk wisdom + Bouman & Jacobsen, The Halloween Indicator, "Sell-in-May-and-Go-Away": Another Puzzle (American Economic Review, 2002). Subsequent decades of replication.

backtests/docs/008_sell_in_may.md

Strategy 007: Short-Term Reversal (1-week loser-winner) · 2kb

Jegadeesh (1990), Lehmann (1990) — the original short-horizon reversal papers. The mirror image of 12-1 momentum: short-term returns reverse at 1-week/1-month horizons, while medium-term (12-1) returns continue.

backtests/docs/007_short_term_reversal.md

Strategy 006: Net-Net (Graham Deep Value) · 2kb

Benjamin Graham, The Intelligent Investor (1949) and Security Analysis (1934). The original quantitative value strategy. Tweedy Browne, Walter Schloss, and others used variants for decades.

backtests/docs/006_net_net.md

Strategy 005: VIX Term Structure · 2kb

Multiple — vol-arbitrage literature 2010s. Notable: Simon (2014), Donninger (2015), the "Hayek" / "Boggs" VIX-term-structure papers. Popularized in retail circles via SVXY / VXX strategies after the 2011 launch of VIX ETPs.

backtests/docs/005_vix_term_structure.md

Strategy 004: Piotroski F-Score · 3kb

Joseph Piotroski, Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers (Journal of Accounting Research, 2000).

backtests/docs/004_piotroski.md

Strategy 003: Post-Earnings Announcement Drift (PEAD) · 2kb

Bernard & Thomas, Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium? (1989). Replicated and refined for ~40 years.

backtests/docs/003_pead.md

Strategy 001: Magic Formula (Greenblatt) · 3kb

Joel Greenblatt, The Little Book That Beats the Market (2006).

backtests/docs/001_magic_formula.md