Use end of year stats to test?

[frongi]

Is it appropriate to backtest using end of year stats (for a statistical model) if the sample being tested is from the back end of the season? What last percent of games would it be ok for? The last 20% 10%, 5%?

I think that at a certain point the end of year stats are going to be very close to the stats at the time, so using end of year stats won't make a significant difference. I just don't know where that cutoff is.

[Waterstpub87]

It isn't a good idea to use end data to forecast in season. It is going to make your predictive power or whatever you testing too high.

There really isn't a hard cut time where this become a bad idea. I'd try to avoid it. You might be able to find stats up to a certain point, with Baseball they have month by month information.

[Miz]

Short answer... no. You should use stats up through the day before the game. Could you still learn something by using year end stats and testing the last 10%? Maybe so, but that kind of overlap is dangerous. good luck

[Topo]

It also depends on the sport. I've done some modeling in various sports, and the one that worked the worst was the NBA. I was using in-season stats, and I found that I would have made money betting the opposite of what the stats were telling me to do. When I narrowed the range of most recent games used I found a bit more success but still not enough to be usable.

I don't like using end of season stats because they will never be available when you start making your wagers.

[HeeeHAWWWW]

A backtest should only use information available at the time of the match in question, never "future info". It's not a backtest otherwise.