dc-draw-default

No edge

dixon_coles · objective value_roi · learning rolling

< 2021-06-01

Train

2021-06-01 → 2023-12-31

Validation

2024-01-01 → 2026-07-01

Test

%{rho: -0.13}

Params

Validation (selection)

Bets: 39
Value ROI: +26.9% (-34.4%…+97.8%)
Bankroll growth: +14.3%
Max drawdown: 12.7%
RPS: 0.1843
CLV vs closing: -0.3% (-1.4%…+0.7%)

Test (sealed — the verdict)

Bets: 45
Value ROI: +98.6% (+34.2%…+158.7%)
Bankroll growth: +108.7%
Max drawdown: 9.0%
RPS: 0.1822
CLV vs closing: -1.0% (-1.8%…-0.2%)

Test bankroll over time

Validation search

Objective	Params
★ -34.4%	%{rho: -0.13}