MLB Low-Total Home Underdog
Low-total home-underdog moneyline value
Rejected — the 2019–2021 holdout reached PF 1.061, but the full 2,403-bet sample remained negative at PF 0.963 and failed the permutation test.
- Category
- Sports betting
- Window
- 2012-04-05 → 2021-10-02
- Instruments
- MLB regular-season moneylines and game totals
- Timeframe
- Pre-game closing odds
- Tested
- 2021-10-02
Measured equity history
Recorded directly from the chronological test ledger.
Shown in the backtest's native equity or cumulative P&L units. It is not scaled to an investment amount because the published artifact does not provide a defensible capital denominator.
How it works
BackfillingThe bet
What market behavior this strategy is wagering on.
Plain-English explainer is backfilling — check back tomorrow. We publish the explanation only once it's written and reviewed, never auto-filled.
How it decides
What makes it enter, size, and exit a position.
Plain-English explainer is backfilling — check back tomorrow. We publish the explanation only once it's written and reviewed, never auto-filled.
How it can break
The regimes and failure modes that turn the edge negative.
Plain-English explainer is backfilling — check back tomorrow. We publish the explanation only once it's written and reviewed, never auto-filled.
Gate scorecard — 3 / 6
auto-imported from results.json| # | Gate | Result | Pass |
|---|---|---|---|
| 01 | Minimum sample ≥300 bets | 2403 bets | ✓ |
| 02 | Profit factor ≥1.05 | PF 0.963 | ✗ |
| 03 | Max drawdown no worse than -25% | max DD -86.7% | ✗ |
| 04 | Real PF beats permutation p95 | real PF 0.963 vs permutation p95 0.986 | ✗ |
| 05 | Holdout profit factor ≥1.00 | holdout PF 1.061 | ✓ |
| 06 | Holdout sample ≥75 bets | 456 holdout bets | ✓ |
VERDICT: REJECTED
Restricting home underdogs to games with a closing total of 8.0 runs or lower improved the untouched holdout but did not produce a durable full-sample edge. Across 2,403 bets, the rule returned PF 0.963 and lost 50.6 units.
The 2019–2021 holdout reached PF 1.061, but the complete result remained below break-even and failed the permutation test: real PF 0.963 versus a random-outcome p95 of 0.986. Maximum drawdown reached -86.7% from a 100-unit starting bank.
The rule passed 3 of 6 gates. The positive recent window is a research lead, not permission to erase the losing earlier sample or retune the total threshold after seeing it.
Frequently asked
Is MLB Low-Total Home Underdog profitable in 2026?
In this pre-registered backtest (2012-04-05 → 2021-10-02), MLB Low-Total Home Underdog returned a profit factor of 0.96 and passed 3/6 validation gates (placebo N/A). Verdict: REJECTED. Every result is published, pass or fail.
Has MLB Low-Total Home Underdog been backtested honestly?
Yes — through 6 pre-registered evidence gates appropriate to the available dataset, with the specification locked before any out-of-sample metric is computed. It failed and is published anyway.
Methodology: 11-gate validation — pre-registered spec, 6-gate battery, real market data. Full reproducible report: backtests/mlb_low_total_home_underdog/REPORT.md in the source repository.Author: Validated Research Team (Methodology v1.0 — 11-gate validation). Backtests are not investment advice.