Model Performance 2017 : Betting Results

Model Performance 2017 : Betting Results
Data Golf
June 21, 2017
This document provides details on the model’s betting performance to date. Summary graphs of performance so far are provided first, and then are followed by weekly
tables detailing the bets placed. Notation for tables; implied probability is the win
probability required to have an expected profit of zero on the bet, model probability is the probability the model places on winning the bet, expected profit is the
difference in model and implied probabilities multiplied by the payout of a winning
bet.
1
1
To-Date Summary
1.1
Summary Statistics for Bets Placed
Number of Bets Placed: 147
Profit per Dollar Bet1 : $0.53
Evolution of Profit per Dollar Bet
3.0
Profit per Dollar Bet ($)
2.8
2.6
Actual
2.4
Expected
2.2
2.0
1.8
1.6
1.4
1.2
1.0
0.8
0.6
0.4
0.2
0.0
0
10
20
30
40
50
60
70
80
90
100
110
120
130
140
150
Number of Bets
1
This is the profit per bet if each bet was equal to $1. We do this because the size of the
typical bet changes when more money is invested in the fund. This is a better measure of long-run
performance.
2
1.2
Return on Investment
Return on Investment To-Date: 151.13%
Weekly Geometric Mean Return: 5.56%
Weekly Returns
53%
51%
40
%
20
20%
18%
14%
17%
13%
9%
7%
0
−4%
−5% −5%
−20
−7%
−10%
−11%
−15%
−20%
W1
W2
W3
W4
W5
W6
W7
3
W8
W9 W10 W11 W12 W13 W14 W15 W16 W17
Evolution of Value in $1 Initial Investment
2.8
2.6
2.4
2.2
2.0
1.8
$
1.6
1.4
1.2
1.0
0.8
0.6
0.4
0.2
W0 W1 W2 W3 W4 W5 W6 W7 W8 W9 W10 W11 W12 W13 W14 W15 W16 W17
4
2
Weekly Summaries
Travelers 2017 (25/6/2017)
Type
Top
Top
Top
Top
Top
Top
Top
Top
Top
Top
20
20
20
20
20
20
20
20
20
20
Bet
Implied
Model
Wager (% Fund)
Exp. Profit
Molder +1400
Bohn +1600
Cejka +1400
Streb +800
Fdez-Castano +1400
Blaum +1100
Fathauer +1100
Vegas +700
Lahiri +400
Gribble +1400
6.7%
5.9%
6.7%
11.1%
6.7%
8.3%
8.3%
12.5%
20.0%
6.7%
10.1%
9.4%
11.5%
17.1%
9.3%
16.6%
12.2%
16.5%
21.9%
9.8%
1.11%
1.13%
1.55%
1.53%
0.85%
1.38%
1.28%
1.37%
0.73%
0.99%
0.58%
0.68%
1.12%
0.83%
0.34%
0.70%
0.60%
0.44%
0.07%
0.46%
Profit
Weekly Expected Return: 5.82%
Weekly Return:
US Open 2017 (18/6/2017)
Type
Top
Top
Top
Top
Top
Top
Top
Top
Top
Top
20
20
20
20
20
20
20
20
20
20
Bet
Implied
Model
Wager (% Fund)
Exp. Profit
Profit
Knox +800
Lovemark +750
Reavie +1000
Steele +550
Na +800
Furyk +750
Vegas +1100
Haas +550
McGirt +900
Grillo +450
11.1%
11.8%
9.1%
15.4%
11.1%
11.8%
8.33%
15.4%
10.0%
18.2%
20.8%
18.6%
16.1%
21.9%
16.2%
16.6%
12.7%
19.2%
13.0%
20.8%
1.84%
1.32%
1.31%
1.31%
0.97%
0.94%
0.81%
0.76%
0.57%
0.55%
1.60%
0.77%
1.02%
0.55%
0.44%
0.39%
0.43%
0.19%
0.17%
0.08%
-1.84%
-1.32%
13.09%
7.20%
-0.97%
-0.94%
-0.81%
4.18%
-0.57%
-0.55%
Weekly Expected Return: 7.17%
Weekly Return: 17.48%
5
St Jude 2017 (11/6/2017)
Type
Top
Top
Top
Top
Top
Top
Top
Top
Top
Top
20
20
20
20
20
20
20
20
20
20
Bet
Implied
Model
Wager (% Fund)
Exp. Profit
Profit
Streb +500
Blaum +800
List +450
Furyk +350
Fathauer +1200
Molder +900
Fdez-Castano +1000
Cejka +800
Romero +1100
Sabbatini +1200
16.7%
11.1%
18.2%
22.2%
7.7%
10.0%
9.1%
11.1%
8.3%
7.7%
22.2%
16.2%
22.3%
29.2%
11.6%
13.7%
12.8%
14.4%
10.8%
9.8%
1.66%
1.43%
1.24%
1.12%
1.06%
1.03%
1.01%
0.91%
0.67%
0.56%
0.55%
0.66%
0.28%
0.35%
0.54%
0.38%
0.41%
0.26%
0.20%
0.15%
-1.66%
-1.43%
2.17%
-1.12%
-1.06%
-1.03%
-1.01%
-0.91%
-0.67%
-0.56%
Weekly Expected Return: 3.78%
Weekly Return: -7.28%
Memorial 2017 (4/6/2017)
Type
Top
Top
Top
Top
Top
Top
Top
Top
Top
20
20
20
20
20
20
20
20
20
Bet
Implied
Model
Wager (% Fund)
Exp. Profit
Profit
Watson +400
Mickelson (Philly!!) +225
List +750
Lovemark +550
Furyk +500
Knox +450
Lahiri +1100
Johnson Z. +400
Holmes +333
20.0%
30.8%
11.8%
15.4%
16.7%
18.2%
8.3%
20.0%
23.1%
25.3%
35.1%
16.6%
19.9%
25.0%
22.2%
12.8%
23.4%
25.0%
1.66%
1.57%
1.36%
1.33%
1.25%
1.23%
1.2%
1.06%
0.62%
0.44%
0.22%
0.55%
0.39%
0.62%
0.27%
0.64%
0.18%
0.05%
6.64%
-1.57%
-1.36%
7.31%
-1.25%
-1.23%
13.22%
-1.06%
-0.62%
Weekly Expected Return: 3.36%
Weekly Return: 20.07%
6
Colonial 2017 (28/5/2017)
Type
Top
Top
Top
Top
Top
Top
Top
Top
Top
Top
20
20
20
20
20
20
20
20
20
20
Bet
Implied
Model
Wager (% Fund)
Exp. Profit
Profit
List +550
Streb +750
Bohn +1100
Blaum +1100
Piercy +550
Jones + 600
Varner III +600
Flores +1600
Molder +900
Kokrak +450
15.4%
11.8%
8.3%
8.3%
15.4%
14.3%
14.3%
5.9%
10.0%
18.2%
24.4%
18.1%
14.1%
13.9%
19.2%
17.3%
16.9%
8.6%
12.6%
20.0%
2.66%
0.91%
1.56%
1.51%
1.13%
0.86%
0.76%
0.73%
0.72%
0.57%
1.55%
0.49%
1.08%
1.0%
0.28%
0.18%
0.14%
0.34%
0.19%
0.06%
-2.66%
-0.91%
-1.56%
-1.51%
6.22%
-0.86%
-0.76%
-0.73%
-0.72%
-0.57%
Weekly Expected Return: 5.31%
Weekly Return: -4.06%
Byron Nelson 2017 (21/5/2017)
Type
Top
Top
Top
Top
Top
Top
Top
Top
Top
Top
20
20
20
20
20
20
20
20
20
20
Bet
Implied
Model
Jones M +800
Streb +700
Lovemark +600
Anderson +1600
Blaum +900
Campbell +900
Stefani +1000
Wilcox +900
Summerhays +700
Kokrak +700
11.1%
12.5%
14.3%
5.9%
10.0%
10.0%
9.1%
10.0%
12.5%
12.5%
17.0%
18.6%
20.4%
9.7%
14.6%
13.9%
12.8%
13.5%
15.9%
15.5%
Weekly Expected Return: 4.90%
Weekly Return: 18.5%
7
Wager (% Fund) Exp. Profit
1.66%
0.80%
1.77%
1.02%
1.28%
1.07%
1.01%
0.96%
0.98%
0.85%
0.89%
0.39%
0.75%
0.66%
0.59%
0.41%
0.41%
0.33%
0.27%
0.20%
Profit
-1.66%
-0.80%
10.51%
-1.02%
-1.28%
9.63%
-1.01%
-0.96%
-0.98%
5.95%
Players 2017 (14/5/2017)
Type
Top
Top
Top
Top
Top
Top
Top
Top
Top
20
20
20
20
20
20
20
20
20
Bet
Implied
Model
Wager (% Fund)
Exp. Profit
Profit
Kim SW +1200
Lovemark +900
Furyk +550
Streb +1200
Reavie +1200
Steele +500
Kang +550
List +600
Wagner +2000
7.7%
10.0%
15.4%
7.7%
7.7%
16.7%
15.4%
14.3%
4.8%
10.3%
14.5%
19.4%
12.6%
9.3%
17.7%
16.3%
15.2%
7.6%
1.13%
1.99%
1.89%
2.14%
0.71%
0.5%
0.44%
0.41%
1.14%
0.38%
0.89%
0.49%
1.37%
0.15%
0.03%
0.03%
0.03%
0.67%
13.5%
-1.99%
-1.89%
-2.14%
-0.71%
2.5%
-0.44%
-0.41%
-1.14%
Weekly Expected Return: 3.52%
Weekly Return: 7.3%
8
Wells Fargo 2017 (7/5/2017)
Type
Top
Top
Top
Top
Top
Top
Top
Top
Top
20
20
20
20
20
20
20
20
20
Bet
Implied
Model
Wager (% Fund)
Exp. Profit
Profit
Blaum +1000
Streb +800
Bohn +1200
Furyk +320
Reavie +800
Weekley +1200
Stefani +900
Anderson +1600
Cejka +900
9.1%
11.1%
7.7%
23.8%
11.1%
7.7%
10.0%
5.9%
10.0%
15.6%
18.0%
13.0%
31.4%
15.5%
10.8%
13.5%
8.5%
13.0%
1.42%
1.56%
1.14%
1.99%
0.98%
0.67%
0.77%
0.55%
0.66%
1.01%
0.97%
0.78%
0.64%
0.38%
0.27%
0.26%
0.25%
0.20%
-1.42%
-1.56%
-1.14%
-1.99%
-0.98%
-0.67%
-0.77%
-0.55%
-0.66%
Weekly Expected Return: 4.76%
Weekly Return: -9.74%
9
Valero 2017 (23/4/2017)
Type
Top
Top
Top
Top
Top
Top
Top
20
20
20
20
20
20
20
Bet
Implied
Model
Wager
Leonard +1600
Kim SW +900
Fritsch +1200
Streb +550
Blaum +600
Fdez-Castano +1400
Stefani +700
5.9%
10.0%
7.7%
15.4%
14.3%
6.7%
12.5%
8.8%
13.9%
10.0%
19.3%
17.4%
7.8%
14.0%
$5
$5
$5
$5
$5
$5
$5
Exp. Profit Actual Profit
$2.48
$1.98
$1.51
$1.28
$1.09
$0.86
$0.59
$-5
$-5
$-5
$-5
$-5
$70
$-5
Weekly Expected Profit: $9.79
Weekly Expected Profit per Dollar Bet: $0.28
Weekly Raw Profit: $40
Weekly Profit per Dollar Bet: $1.14
Harbour Town 2017 (16/4/2017)
Type
Top
Top
Top
Top
Top
Top
Top
Top
Top
20
20
20
20
20
20
20
20
20
Bet
Implied
Model
Wager
Exp. Profit
Actual Profit
Streb +900
Bohn +1400
Palmer +500
Wagner +1000
Campos +650
Stefani +1000
Loupe +1400
Cejka +1000
Blaum +700
10.0%
6.7%
16.7%
9.1%
13.3%
9.1%
6.7%
9.1%
12.5%
20.6%
13.0%
24.7%
14.1%
21.7%
13.6%
8.8%
14.8%
16.8%
$5
$5
$5
$5
$5
$5
$5
$5
$5
$5.29
$4.74
$2.41
$2.73
$3.14
$2.49
$1.58
$3.11
$1.71
$-5
$-5
$22.28
$-5
$-5
$-5
$-5
$-5
$-5
Weekly Expected Profit: $27.20
Weekly Expected Profit per Dollar Bet: $0.60
Weekly Raw Profit: $-17.72
Weekly Profit per Dollar Bet: $-0.39
10
Masters 2017 (9/4/2017)
Type
Top
Top
Top
Top
Top
Top
Top
Top
20
20
20
20
20
20
20
20
Bet
Implied
Model
Wager
Exp. Profit
Actual Profit
Summerhays +1200
Sullivan +600
Molinari +400
Na +500
Hurley III +1600
Kaymer +400
Weisberger +400
Singh +1600
7.7%
14.3%
20.0%
11.1%
5.9%
20.0%
20.0%
5.9%
14.0%
22.9%
31.1%
25.1%
8.7%
29.2%
28.3%
6.3%
$5
$5
$5
$5
$5
$5
$5
$5
$4.07
$2.98
$2.77
$2.52
$2.36
$2.30
$2.07
$1.86
$-5
$-5
$-5
$-5
$-5
$20
$-5
$-5
Weekly Expected Profit: $20.93
Weekly Expected Profit per Dollar Bet: $0.52
Weekly Raw Profit: $-15
Weekly Profit per Dollar Bet: $-0.38
Shell Houston Open 2017 (2/4/2017)
Type
Top
Top
Top
Top
Top
Top
Top
20
20
20
20
20
20
20
Bet
Implied
Model
Wager
Exp. Profit
Actual Profit
Bohn +1600
Campos +1200
Streb +900
Kang +800
Sullivan +500
Streelman +700
Lee +550
5.9%
7.7%
10.0%
11.1%
16.7%
12.5%
15.4%
13.1%
15.8%
16.0%
15.0%
21.6%
15.0%
17.7%
$5
$5
$5
$5
$5
$5
$5
$6.11
$5.25
$3.02
$1.73
$1.48
$0.98
$0.76
$-5
$60
$-5
$40
$25
$-5
$5.84
Weekly Expected Profit: $19.33
Weekly Expected Profit per Dollar Bet: $0.55
Weekly Raw Profit: $115.84
Weekly Profit per Dollar Bet: $3.31
11
WGC Match Play 2017 (26/3/2017)
Type
Bet
Group Win
Na +400
Group Win Wiesberger +275
Group Win Howell III +300
Group Win
Haas +225
Group Win
Watson +200
Group Win Johnson Z. +333
Group Win
Furyk +450
Round of 16 Howell III +162
Round of 16 Leishman +120
Implied
Model
Wager
Exp. Profit
Actual Profit
20.0%
26.7%
25.0%
30.8%
33.3%
23.1%
18.2%
38.2%
45.4%
27.3%
28.0%
26.3%
33.5%
36.0%
25.8%
25.2%
42.5%
46.5%
$3
$3
$3
$3
$3
$3
$3
$5
$5
$1.10
$0.15
$0.16
$0.27
$0.24
$0.35
$1.16
$0.57
$0.12
$12
$-3
$9
$6.75
$6
$10
$-3
$-5
$-5
Weekly Expected Profit: $4.12
Weekly Expected Profit per Dollar Bet: $0.13
Weekly Raw Profit: $27.75
Weekly Profit per Dollar Bet: $0.90
12
Arnold Palmer Invitational 2017 (19/3/2017)
Type
Top
Top
Top
Top
Top
Top
Top
Top
Top
Top
20
20
20
20
20
20
20
20
20
20
Bet
Implied
Model
Wager
S. Kim +2000
Weekley +1400
Hahn +800
Koepka +350
Kizzire +1000
Reavie +650
Hearn +750
Watson +275
Taylor +1200
Summerhays +750
4.8%
6.7%
11.1%
22.2%
9.1%
13.3%
11.8%
26.7%
7.7%
11.8%
10.1%
9.7%
15.0%
29.3%
11.8%
16.2%
14.2%
32.1%
9.1%
13.9%
$5
$5
$5
$5
$5
$5
$5
$5
$5
$5
Weekly Expected Profit: $17.63
Weekly Expected Profit per Dollar Bet: $0.35
Weekly Raw Profit: $-50
Weekly Profit per Dollar Bet: $-1
13
Exp. Profit Actual Profit
$5.59
$2.24
$1.75
$1.59
$1.46
$1.09
$1.03
$1.02
$0.94
$0.92
$-5
$-5
$-5
$-5
$-5
$-5
$-5
$-5
$-5
$-5
Valspar 2017 (12/3/2017)
Type
Bet
Top 5 Lovemark +2000
Top 20
Streb +750
Top 20 Wagner +1100
Top 20
Molder +1000
Top 20
Kim M. +900
Top 20
Weekley +900
Top 20 Cantlay +1100
Top 20 Baddeley +1000
Implied
Model
Wager
Exp. Profit
Actual Profit
4.8%
11.8%
8.3%
9.1%
10.0%
10.0%
8.3%
9.1%
6.3%
19.3%
12.3%
13.2%
13.6%
11.9%
9.8%
10.3%
$5
$5
$5
$5
$5
$5
$5
$5
$1.65
$3.19
$2.37
$2.23
$1.78
$0.96
$0.89
$0.64
$-5
$-5
$-5
$-5
$-5
$-5
$55
$-5
Weekly Expected Profit: $13.71
Weekly Expected Profit per Dollar Bet: $0.34
Weekly Raw Profit: $20
Weekly Profit per Dollar Bet: $0.50
WGC Mexico 2017 (5/3/2017)
Type
Bet
Implied
Model
Wager
Exp. Profit
Actual Profit
Top 5
Top 5
Top 5
Top 20
Top 20
Top 20
Top 20
Top 20
Steele +1400
McGirt +3300
Holmes +1400
Kjeldsen +550
Na +275
Wiesberger +275
Piercy +550
Kim S.W. +900
6.67%
2.94%
6.7%
15.4 %
26.7%
26.7%
15.4%
10.0%
7.87%
3.76%
8.5%
18.9%
33.3%
33.6%
21.5%
16.6%
$5
$5
$5
$5
$5
$5
$5
$5
$0.90
$1.39
$1.34
$1.15
$1.24
$1.30
$1.98
$3.28
$-5
$-5
$-5
$-5
$-5
$-5
$-5
$-5
Weekly Expected Profit: $12.58
Weekly Expected Profit per Dollar Bet: $0.31
Weekly Raw Profit: $-40
Weekly Profit per Dollar Bet: $-1
14
Honda Classic 2017 (26/2/2017)
Type
Bet
Top 5 Cabrera-Bello +800
Top 5
List +2800
Top 20 Cabrera-Bello +200
Top 20
Streb +600
Top 20
Lovemark +500
Top 20
Cauley +600
Top 20
S.W. Kim +1000
Implied
Model
Wager
Exp. Profit
Actual Profit
11.1%
3.5%
33.3%
14.3 %
16.7%
14.3%
9.1%
14.8%
4.6%
37.9%
18.7%
20.0%
16.7%
14.3%
$5
$5
$5
$5
$5
$5
$5
$1.67
$1.67
$0.69
$1.55
$1.00
$0.71
$2.87
$-5
$-5
$-5
$-5
$-5
$-5
$-5
Weekly Expected Profit: $10.16
Weekly Expected Profit per Dollar Bet: $0.29
Weekly Raw Profit: $-35
Weekly Profit per Dollar Bet: $-1
Genesis Open 2017 (19/2/2017)
Type
Bet
Top 5
Furyk +1400
Top 5 Molinari +1400
Top 5
Na +2000
Top 5
Donald +3000
Top 20
Donald +600
Top 20
Cejka +1400
Top 20 M. Kim +700
Implied
Model
Wager
Exp. Profit
Actual Profit
6.7%
6.7%
4.7%
3.2 %
14.3%
6.7%
12.5%
7.6%
7.9%
5.7%
5.2%
20.7%
11.6%
15.3%
$5
$5
$5
$5
$5
$5
$5
$0.67
$0.90
$1.05
$3.10
$2.24
$3.76
$1.12
$-5
$-5
$100
$-5
$30
$-5
$-5
Weekly Expected Profit: $12.84
Weekly Expected Profit per Dollar Bet: $0.37
Weekly Raw Profit: $105
Weekly Profit per Dollar Bet: $3
15