NBA Stituational Bet, SDQL

2013			2011			2008
W	L	Win %	W	L	Win%	W	L	Win%
3269	2122	0.6064	3291	2102	0.6102	2857	2123	0.5737

Ok, so here is your predicted success in the backtest. I guess the question is if they are stable over a long period of time, can we have a reasonable expectation of good performance going forward. Some of the trends instability season to season, but mostly there is consistency over time for the trends that have any kind of volume. Predicting which ones will fall off is almost impossible, but if we have a large group of well performing trends over multiple seasons, I would think it's reasonable (based on what is a really large sample size) to assume the general positive performance will continue. This is basic statistics. Of course nothing is guaranteed. Same as the stock market. You can try to pick winners individually, but smart money is in investment vehicles (mutual funds or hedge funds) that use analytics on a group of investments to beat the market. It seems to me that this is kinda what we are looking at here.
I'm relatively new to SDQL, so I'm deferring to you guys who have been doing it longer. One question I have is whether or not anyone has tried to combine this kind of volume of trends before?

*I did take out 34 trends that were too narrow/flawed for my (albeit subjective) eye, but their actual records were positive, so wouldn't damage the overall numbers had I included them.

I think maybe we don't need to spend too much time on backtesting.
The result is surely good.


I only post trend with profit evenly distribute in each year.
and the trend also do well in recent 5 year.

Originally Posted by nash13

very small bets as of right now, don't want to risk a lot in this evaluation phase

very good, we'll know the real results

You can try to pick winners individually, but smart money is in investment vehicles (mutual funds or hedge funds) that use analytics on a group of investments to beat the market.

I don't mean to nit pick what you say nor to be argumentative but this is a common misconception. I don't want to steer this thread off course by any means, but these funds that purportedly beat the market do not in actuality beat the market due to charging higher expense ratios. There are several studies that show low cost index funds beat active manage funds over the long term. When investing in the market keeping it boring is the way to go.

Originally Posted by perryhs

I think maybe we don't need to spend too much time on backtesting.
The result is surely good.


I only post trend with profit evenly distribute in each year.
and the trend also do well in recent 5 year.

Yep, and thanks again for your quality contributions. This is how the majority of the trends are (I've spent a fair amount of time looking at multiple seasons for many of the trends even before I did this back test). In statistics, the larger the sample size is the more reliably predictive it is, and we have a really large sample size. Of course we can't know the future, and the whole thing could come unglued all at once, but it seems unlikely.
I think it might be unique for this many trends to all be working together. I'm running the numbers looking for holes in the volume theory, as it seems like there isn't much confidence in the results we are seeing. Time will tell, I suppose.

Originally Posted by Heart

I don't mean to nit pick what you say nor to be argumentative but this is a common misconception. I don't want to steer this thread off course by any means, but these funds that purportedly beat the market do not in actuality beat the market due to charging higher expense ratios. There are several studies that show low cost index funds beat active manage funds over the long term. When investing in the market keeping it boring is the way to go.

You're right Heart, my analogy wasn't the best. I was just going for the general idea. There's plenty of evidence from the last decade to support your statement. We can compare the slicksters running the investment houses to the touts in the gambling world. See: high fees with lots of promises, then average results, LOL.

I think it's worth to wait forward testing 1 or 2 year.


Don't need hurry to bet big money.




even if we only make 200+ unit profit every year.


each bet 0.2% capital. ROI is 40% every year.




Do you know hedge fund average return last year? only 2%

NCAAB: tA(points@season) <= 63 and oA(o:points@season) <= 63 and site = away and game number >= 15 and p:points <= 65 and pp:points <= 65 and ppp:points <= 65 and pppp:points <= 65 and ppppp:points <= 65

NCAAB:

rank <= 25 and Minimum(points@team and season,N=10) >= 70

NCAABB:

p:field goals made / p:field goals attempted > 0.65

tell me if I post duplicate or similar trend

I will crosscheck every time

Originally Posted by perryhs

NCAAB:

rank <= 25 and Minimum(points@team and season,N=10) >= 70

p:field goals made / p:field goals attempted > 0.65 and ((p:H and H) or (p:A and A))

thanks nash13

There is alot of math here. Are there any plays?

NCAABB:

p:line > 20 and p:dpa < 0