Labs / Racing Backtest
Back the favourite. Back the drifter. Dutch the front three. Every system anybody sells, tested over nine years of real prices, with the interval printed next to the return.
A sample of what it prints
Systems are sold on a run of winners and almost never on a sample size. This runs each one over the whole archive at real starting prices and prints what it actually returned, with the interval beside it.
The honest baseline is not zero. Backing everything pays the book margin every time, so the tool reports each system against what that population of prices returned rather than against breaking even.
python backtest.py --system favourite --from 2019-01-01 --min-runs 500
Each system is one flag. Add --out csv for a machine readable version that prints the document and nothing else.
These rows are illustrative. They show the shape of the output and will be replaced by a real run before this is published. Nothing here should be quoted as a finding yet.
Placeholder until the tool has been run over the full archive.
| System | Runs | Strike | A/E | Interval | Return |
|---|---|---|---|---|---|
| Back the favourite | 148,200 | 33.1% | 1.00 | 0.99–1.01 | −6.2% |
| Back the drifter | 96,400 | 9.8% | 0.94 | 0.90–0.98 | −14.1% |
| Back 16/1 and up | 494,694 | 1.9% | 0.72 | 0.71–0.74 | −51.0% |
| Top weight in handicaps | 61,900 | 14.2% | 1.02 | 0.98–1.06 | −4.8% |
This one is still being written. When the repository is up, this page gains the link and the card on Labs flips to published. We would rather say that than point you at nothing.