quietquant / injury-news-sprintPaper tradingForward-testedv0.9.1SportsIllustrative data

Injury News Sprint

Trade NBA and EPL match markets in the minutes after lineup news.

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Sharpe

1.40

risk-adjusted

Sortino

1.70

downside-adjusted

Max drawdown

19.0%

peak to trough

ROI (net)

+17.1%

after fees & slippage

Win rate

54%

closed trades

Profit factor

1.40

gross win / gross loss

Sample

141 trades

90 days

Out-of-sample

+17.1% · Sharpe 1.4

100% of history · 141 trades

Equity · 90 days forward paper trading after a 2-season backtest

Closing-line value +5.2% · verified 2026-10-30

$9,557$10,111$10,664$11,218

3 Aug25 Aug17 Sept9 Oct31 Oct

Verification

Forward-tested

Forward or paper-traded on live prices for the policy's minimum sample. Verification establishes that the results are reproducible and statistically credible. It is not a judgement that the strategy will be profitable.

In-sample Sharpe

1.40

Out-of-sample Sharpe

1.40

Sharpe decay

over 60% fails verification

Entire paper period is out-of-sample. Latency-sensitive: results assume fills within 15 minutes of news.

About this strategy

Listens to official team feeds and beat-reporter accounts, scores the impact of a confirmed absence with a player-value model, and trades the match-winner market if the implied move exceeds the market's reaction by 2.5 points.

Rules

Confirmed absence from an official source
Model impact ≥ 2.5 pts over current market move
Enter within 15 minutes of the news
Flat 3% of equity per trade

Signals

Event-driven

React to scheduled or breaking information before the market fully adjusts.

Model expected value

Only take positions whose EV clears a hurdle after fees and slippage.

Changelog

v0.9.12026-10-30Added EPL; latency budget now 15 min.

v0.8.02026-10-05Paper trading started.