Thursday, 14 June 2012

And finally, system E7......

This is the last review of the single European systems.  System E7 is effectively the brother of system 22 in the UK systems. During backtesting, system 22 was easily the best single system with an ROI of 31%.

Well, not surprisingly, system E7 doesn’t look as good as system 22 looked but it’s not too bad if I’m honest.  Here’s the results by season:

An ROI of 26.8% is very decent and it’s a big improvement on system E6 which is what I really hoped would happen here. The improvement from E6 to E7 is very much in line with system 21 to 22, so that’s another nice synergy to see.

Interestingly, season 2007/8 behaves much more like I would expect which is good news. However, season 2006/7 definitely looks strange still with a very low ROI.  2010/11 looks unbelievable really with an ROI of 43.4% (would take a fraction of this return every season!). 

There is a strong trend in reducing bet numbers season on season but this fits in with many of the UK systems I developed. I would expect this as we move away from the data used in backfitting. Less games meet the criteria needed for a bet as simply, the criteria is out of date.  Even so, there are still enough bets season on season on this system. 

Here’s the returns for the 3 years with no backfitting involved at all:

Again, a very pleasing result here and an ROI of 23.9%. Interestingly, the returns are going up season on season. Totally contradicts what I saw on the first algorithm where the returns were going down over time. No bad thing really as the combined systems will reduce the risk of following either algorithm I hope and it will be very interesting to see the results on the combined systems therefore.

Here’s the results split by Home and Away:

Interestingly, only 58% of the bets are Home bets. Hence, as we move from E6 to E7, we get more Away bets. Again, totally contradicts what we saw on systems E1-E3. Love having two algorithms doing totally different things. Would prefer this than two algorithms always behaving in the same manner!

Lastly, here’s the split by League:

Very interesting here with different results from any other system I’ve seen to date.  The Italian league comes out very well with an ROI of 36.9%.  Quite fascinating really as system E6 only had an ROI of 15.3% for Italy! Considering system E7 is just a filter on E6, amazing how the returns have improved.

There isn’t such a big improvement on Germany or Spain although they remain the 2nd and 3rd best leagues with ROIs of 26.4% and 26.8% respectively.  The other big improver is France where the ROI moves from 9.1% on system E6 to 18.1% on E7.

Well, that’s a quick introduction to each of the 5 single systems on the European leagues.  Overall, the systems look promising, a few question marks here and there I think but before I started building these systems, I’d have settled for these backtested results I think. 

The most pleasing aspect without a doubt is the similarities to the UK systems when I first saw the results of these systems.  I don’t want to buy into this aspect too much as I’m determined to not get carried away with the Euro systems without seeing a single bet live but it definitely gives me some confidence that the systems behave similarly to the UK systems. 

Right, the next post is likely to be a long post.  I want to cover off the 6 Euro combined systems in a single post. The reason for this is because the relationship between the systems is the important point at the moment. The actual detailed results will be discussed in a week or so once I have created the analysis spreadsheet (like the review sheet for the UK systems) for people to download. At the moment, I think just showing the results, with a few comments and looking at the results of the combined systems and how they compare to each other is the next step.  After all, I’ve introduced the single systems and the combined systems are just these systems cross referred, so I’m not wanting to do single posts on each combined system at the moment.

May take a day or two for the next post to arrive.

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