sharpe-ratio-sam / cross-venue-nflDraftUntestedv0.4.0SportsIllustrative data
Cross-Venue NFL
Arbitrage NFL spreads and totals between Polymarket and Betfair.
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Sharpe
3.10
risk-adjusted
Sortino
—
downside-adjusted
Max drawdown
2.0%
peak to trough
ROI (net)
+6.2%
after fees & slippage
Win rate
98%
closed trades
Profit factor
9.50
gross win / gross loss
Sample
57 trades
140 days
Out-of-sample
not run
required to publish
This strategy is not published. Loreli has not reproduced its backtest with an out-of-sample window, so its figures are the author's own.
Equity · 2025 season · author backtest, not yet reproduced
CLV not reported · self-reported$10,042$10,230$10,417$10,605
4 July3 Aug2 Sept1 Oct31 Oct
Verification
UntestedNo reproduced test on record. It can exist privately; publication needs a passed test. Verification establishes that the results are reproducible and statistically credible. It is not a judgement that the strategy will be profitable.
Cannot be published until Loreli reproduces the backtest with an out-of-sample window. A high Sharpe alone is not evidence.
About this strategy
Converts Betfair exchange odds to implied probabilities, removes the overround, and compares to Polymarket binaries on the same game. Trades both legs when the gap covers fees with 1.5 points to spare.
Rules
- Same game, same line on both venues
- Gap ≥ fees + 1.5 pts
- Both legs filled within 60 s or unwind
Signals
Cross-venue arbitrage
The same event priced differently on two venues.
Changelog
v0.4.02026-10-25Unwind logic for partial fills.