Tuesday, 19 June 2012

Preview of System E6

If anyone had told me a few years ago that I’d be sitting analysing football systems when Royal Ascot takes place today, I would never have believed them! Anyway, it’s true and for the first time in years (I even looked last Summer), I’ve not even looked at a race card for today’s racing. I’m actually impressed at my own dedication and work ethic where the footie is concerned! Here’s the next preview:

System E6

One thing that struck me looking at the results of this system was the sheer number of bets each season. I think we’re looking at 600 bets at least every season on this system compared to only 500 bets on system E1.

It’s slightly strange looking at the results by season as the pattern of results is just strange. I see the blip in 2010/11 as I’d expect and an overall ROI of 31.2% for this season. Aside from this though, the first two seasons which may be impacted by backfitting to an extent only produce a return of 12.5% in total. Easily the lowest returns I’ve seen for 2006/7 and 2007/8 from all systems I’ve built, UK and European systems.

An 18% return last season was only slightly down on the 19% return for the previous season which was fully backtested, so there is an element of consistency in the results for these seasons which gives me a little confidence.

Spain and Germany are the best leagues with France again performing worse than the other 3 countries. France was loss making last season (definitely a common theme of all these Euro previews) but you have to go back to Italy in 2006/7 to find another league that lost over a season.

41 winning months, with 9 losing months although again, the pattern looks a little strange. The system has actually had 16 winning months in a row and only one losing month in the last 26 months amazingly.  Anyone care to bet that it starts next season with a losing month???

Average winning month is 20.5pts and the average losing month is 8pts. Looks to me like you can have some storming months but also some stinking months!

Aways struggled last season with only a return of 4.6% but Homes did great with a return of 24.9%. This followed up a return the previous season of 25.5% on Homes.

The overall Aways in Germany look too good again (as I’ve said on other systems) and an overall ROI of 47.5% is laughable really. Surely will settle at a lower figure as get more German away bets!

French Aways were horrendous last season with only 9 winners in 59 games. They were loss making the previous season too with only 12 winners in 57 games. A 29pt loss over both seasons moves to a 0.4pt loss if using AH0.5 over both seasons, so it’s the same story as on algorithm one I think.

One interesting aspect of the P&L graph is the fact that the flat period came at the start. A period of 400 bets with no profits. Apart from that spell, it looks to be steady growth with the odd blip in the graph.

One blip can be seen on the drawdown graph where the max drawdown has been 42pts. Apart from this blip, the next highest drawdowns are a couple at 31pts.  I’d suggest a bank of 90pts is probably about right on this system going forward although it looks pretty conservative if we consider the 42pts as a blip and the 31pts as being the norm.

I’d expect 600 bets next season looking at the seasonal trends and the fact we had 632 last season.

If I look at system 21, the overall ROI for all 4 seasons before the system went live was 23.1%. The fully backtested ROI was 18.3%. The live ROI has been 7.8%.

The full ROI here is 17.2%, the fully backtested ROI is 16.5%.  I think we can assume the system may achieve an ROI of around 40% of the backtested ROI based on system 21.

This would give an ROI target of 6.6%.  Based on 600 bets, this is a pts profit target of 39.4pts.  Based on a bank of 90pts, a ROC target of 44%.  The highest ROC target so far for the Euro systems but it is driven from the higher bet number on here which gives you the additional turnover to increase the ROC.

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