Walk-forward evaluation (282 playoff games, Mar–Jun 2026, never trained on)
Table with columns: policy, avg P&L per game ($1 stakes), games profitable, trades| policy | avg P&L per game ($1 stakes) | games profitable | trades |
|---|
| model (greedy) | −0.0060 | 38/282 | 224 |
| teacher labels | +0.0046 | 40/282 | 242 |
| always no-trade | 0.0 | — | 0 |
Invalid JSON output rate: 0.0%. Action distribution: 94.6% no_trade.
Honest verdict
The SFT adapter reproduces the teacher's format but not its profitability: on held-out playoff games it underperforms both the teacher and the no-trade baseline. The teacher's own edge is itself marginal (val P&L −0.0019/game). This is a working research pipeline, not a profitable trading policy. Sensible next steps: GRPO on the simulator reward, richer state features (news, lineup data), and higher-fidelity tick data (Betfair) if pursuing the edge seriously.
Prices are 1-minute-fidelity traded/mid prices without order-book depth; the replay assumes fills at displayed prices, which overstates achievable P&L. For research use only.