Wednesday, 20 June 2012

Preview of System E1-E7

I think the one thing that strikes me working through this analysis was just the size of the returns. I try my best to not get suckered into thinking about the returns as they don’t mean anything until the system goes live as I keep on reiterating but jeez, if the system can achieve a fraction of these returns live, I’d be over the moon  next season.

System E1-E7

The thing that strikes me looking at the returns by season is the sheer size of the ROI’s.  The 2010/11 season is quite laughable at an ROI of 57.4% but even one of the backtested seasons has an ROI of 39.9% in 2009/10!

The results by league brings this home again with the Italian league having an ROI of 48% overall. Even the lowly French league which is still holding up the rear has an ROI of 28.4%.

There are 44 winning months, 6 losing months.  Average winning month is 15.2pts with the average losing month being a lowly 4pts. The system had been on a winning run of 25 months in a row before the losing month at the end of last season.

The overall returns for Aways on this system is 52.5% which is unbelievable. The Italian league has 66.8% return on Aways and Germany only has a return of 60.5%.  France somehow has a return of 49.6% on Aways which is amazing given they lost last season.

The overall P&L graph has a strange shape to it with a great start and massive growth, a slowdown in growth, a spurt in growth and then a slight slowdown in growth. Importantly, it’s always going up in the main with very few drawdowns of any significance.

The drawdown graph backs this up with a max drawdown of only 19pts.  I’d suggest 50pts as a bank should be OK on this system.

I’d think we’ll see around 225 bets next season.

The overall ROI of 35.6% drops to 28.6% for the backtested seasons.

If we look at system 6-22, this was a full ROI of 34.1%. It dropped to 21.3% for fully backtested results.  Live, the system has produced 13.2%.  Again, over 50% of the backtested results which is a good effort.

We should be looking at an ROI of around 14% on this system then next season with any luck!

Similar to what I did with the last system, I’ll bring that down a little as a target of 14% doesn’t leave much room for improvement! 

I’ll say a target of 10% next season.

That’s a profit target of 22.5pts and an ROC target of 45%.  Again, I’d hope there is more upside than downside here but with no live results, don’t want to be setting targets that can never be met!

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