ข้ามไปยังเนื้อหา

Rolling-origin backtest เทียบ random baseline

แต่ละงวดใช้เฉพาะข้อมูลก่อนงวดเป้าหมาย สร้าง ranking แล้วตรวจผลจริงงวดถัดไป เพื่อลด look-ahead leakage

User-defined backtest

Rolling backtest
Strategyhot-20Top K5Evaluated draws724Hits34Hit rate4.70%Random baseline5.00%Lift-0.30%95% CI3.38% ถึง 6.49%สรุปNo clear evidence of edge over random baseline.
Strategyhot-50Top K5Evaluated draws724Hits35Hit rate4.83%Random baseline5.00%Lift-0.17%95% CI3.50% ถึง 6.65%สรุปNo clear evidence of edge over random baseline.
Strategyhot-100Top K5Evaluated draws724Hits29Hit rate4.01%Random baseline5.00%Lift-0.99%95% CI2.80% ถึง 5.69%สรุปNo clear evidence of edge over random baseline.
StrategycoldTop K5Evaluated draws724Hits29Hit rate4.01%Random baseline5.00%Lift-0.99%95% CI2.80% ถึง 5.69%สรุปNo clear evidence of edge over random baseline.
Strategyall-time-frequencyTop K5Evaluated draws724Hits26Hit rate3.59%Random baseline5.00%Lift-1.41%95% CI2.46% ถึง 5.21%สรุปObserved historical result was below random baseline.
StrategybalancedTop K5Evaluated draws724Hits30Hit rate4.14%Random baseline5.00%Lift-0.86%95% CI2.92% ถึง 5.85%สรุปNo clear evidence of edge over random baseline.
Strategydigit-positionTop K5Evaluated draws724Hits37Hit rate5.11%Random baseline5.00%Lift0.11%95% CI3.73% ถึง 6.96%สรุปNo clear evidence of edge over random baseline.
Strategypair-basedTop K5Evaluated draws724Hits26Hit rate3.59%Random baseline5.00%Lift-1.41%95% CI2.46% ถึง 5.21%สรุปObserved historical result was below random baseline.
Strategyuniform-randomTop K5Evaluated draws724Hits31Hit rate4.28%Random baseline5.00%Lift-0.72%95% CI3.03% ถึง 6.01%สรุปNo clear evidence of edge over random baseline.

Leakage guard

Each evaluation uses only draws with draw_date before the evaluation draw. All qualified rolling-origin draws are evaluated.

ที่มาและความน่าเชื่อถือของข้อมูล

Sample size
744 งวด
Total exposure
744
Dataset version
d20261016.744
Methodology version
statistical-methodology-v1.0.0
ช่วงข้อมูล
1995-02-01 ถึง 2026-10-16
Computed at
2026-10-16T00:00:00.000Z

ข้อจำกัด: Past frequency describes historical results only and does not predict future draws. Eligibility and exposure are evaluated per prize type; missing unrelated tiers do not exclude verified headline prizes. Backtest results describe historical strategy behavior only and do not establish future performance.