Soccer Best-Price Consensus Value
Cross-book best-price discrepancy
Inconclusive, strongest sports candidate — PF 1.22 across 357 bets and 1.51 on holdout, but the confidence interval includes zero and historical maximum quotes do not prove simultaneous executable availability.
- Category
- Sports betting
- Window
- 2019-08-10 → 2025-05-25
- Instruments
- European soccer 1X2
- Timeframe
- Pre-match closing odds
- Tested
- 2025-05-25
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 / 5
auto-imported from results.json| # | Gate | Result | Pass |
|---|---|---|---|
| 01 | Minimum sample | n=357 | ✓ |
| 02 | Profit factor ≥ 1.20 | PF=1.219 | ✓ |
| 04 | Max drawdown ≤ 12% | Max DD=-24.4% | ✗ |
| 06 | Bootstrap LB Sharpe > 0 | 95% mean-PnL CI=[-0.05072829131652661, 0.3917647058823529] | ✗ |
| 11 | Walk-forward OOS ≥ 0.9× IS | Holdout ROI=36.24% | ✓ |
VERDICT: INCONCLUSIVE
This was the strongest screen, but it is not validated. Betting the outcome whose best closing quote was at least 5% above the no-vig consensus value produced PF 1.22 and +16.53% ROI across 357 matches. The chronological holdout produced PF 1.51 and +36.24% ROI across 108 matches, while a one-cent execution stress left full-sample PF at 1.20.
Rule
- Five major European soccer leagues; the requested archive covers 2015/16–2024/25, while complete average/best quote fields yielded eligible bets from 2019/20 onward.
- Convert market-average 1X2 closing odds into no-vig consensus probabilities.
- Compare each outcome’s best recorded closing quote with that consensus probability.
- Bet the largest discrepancy only when estimated edge is at least 5% and odds are 1.50–6.00.
- Risk 1% of current bankroll and reserve the final 30% chronologically as holdout.
Results
| Sample | Bets | Win rate | PF | ROI per bet |
|---|---|---|---|---|
| Full | 357 | 24.4% | 1.219 | +16.53% |
| Holdout | 108 | 28.7% | 1.508 | +36.24% |
The result survives chronologically and across the simple execution stress, but its bootstrap confidence interval still includes zero. More importantly, a historical maximum quote may be stale, limited, or unavailable by the time the consensus snapshot is observed. That simultaneous-execution problem prevents an approval.
Next validation
Run the exact frozen 5% rule prospectively using simultaneous sportsbook snapshots. Record quote timestamp, book, allowed stake, and whether the quote remained available long enough to place. No capital until at least 200 forward signals and a positive lower confidence bound.
Frequently asked
Is Soccer Best-Price Consensus Value profitable in 2026?
In this pre-registered backtest (2019-08-10 → 2025-05-25), Soccer Best-Price Consensus Value returned a profit factor of 1.22 and passed 3/5 validation gates (placebo N/A). Verdict: INCONCLUSIVE. Every result is published, pass or fail.
Has Soccer Best-Price Consensus Value been backtested honestly?
Yes — through The Validation Gauntlet, a pre-registered 11-gate framework (profit factor, deflated Sharpe, a random-permutation placebo, cost-stress and walk-forward) with the specification locked before any out-of-sample metric is computed.
Methodology: 11-gate validation — pre-registered spec, 5-gate battery, real market data. Full reproducible report: backtests/sports_best_price_value/REPORT.md in the source repository.Author: Validated Research Team (Methodology v1.0 — 11-gate validation). Backtests are not investment advice.