Run backtesting analysis
backtestcommandsetup L2★1
callancapitolo17/NFLWork ↗What it does
run R backtests for sports betting models on date ranges
Best for
Validating sports betting edge with historical backtests before live wagering.
Inputs
- · sport (cbb, nfl)
- · date range
- · market types
- · Kelly fraction
Outputs
- · ROI, CLV, hit rate, drawdown by market and book
Requires
- · R
- · R scripts in CBB/NFL folders
- · historical bet data
Preconditions
- · R installed
- · CBB_Backtest.R or NFL Backtest.R exists
- · bet data CSV available
Failure modes
- · insufficient sample size (<500 bets)
- · outdated price data
- · book-specific data missing
- · confidence intervals not calculated
Trust signals
- · specifies minimum 500-bet sample for trust
- · reports CLV alongside ROI
- · calculates confidence intervals, not just point estimates