a Jej@stdZddlZddlZejddddlZdZgdZdZ ddZ d d Z d d Z d dZ ddZedkrpedS)aY Does xlow's ACTUAL mechanism work? (read-only, trades nothing) THE CLAIM xlow rests on -- which nothing tested before today: xlow does NOT require Pinnacle to be sharper than the exchanges. It requires that when ONE exchange is out of line with BOTH Pinnacle and the OTHER exchange, that exchange is the one that is wrong. Pinnacle + the agreeing exchange form a 2-source consensus; the outlier is the bet. This matters because book_accuracy_compare.py found Pinnacle has no measurable AVERAGE edge over Kalshi/Poly (paired log loss, all null). That result was read as fatal to xlow. It is not: two forecasters can be identical on average and still be reliably wrong in specific, identifiable configurations. Average sharpness and outlier-reversion are different claims, and only the second one is xlow's. THE TEST For every fixture-outcome where the two exchanges disagree and the CHEAPER one sits below Pinnacle while the dearer one does NOT (i.e. Pinnacle sides with the dearer book -- exactly xlow's shape), ask: does the outcome happen at the CONSENSUS rate or at the OUTLIER's rate? - lands near consensus -> the outlier was mispriced -> the mechanism works - lands near the outlier -> the outlier knew something -> mechanism is dead Selection uses PRICES ONLY, never the result. Every book is read at the LAST snapshot where all three quote, so no source gets a timing advantage. Split at FREEZE_DATE. The [5,12) band was chosen on pre-freeze data, so in-sample rows are not evidence -- that mistake was made once today already. Usage: python research\outlier_reversion_test.py NzE:\soccer\researchz 2026-07-05))g{Gz?皙?rQ?)r?)r?rcCsHt|dD]6}d|vr d|vr d|vr |d|d|dfSq dS)z;Last snapshot where pinnacle AND kalshi AND poly all quote.ZsnapsZpinnacleZkalshiZpolyN)reversed)fxdr ,E:\soccer\research\outlier_reversion_test.pytriples,sr c Csg}|D]}||dpds qt|}|s.q|\}}}tdD]}||dkrRq@||||krr||||fn||||f\} } | | krq@||| ||} ||| ||} | dkrq@| tdkrq@||| d} |t| | | ||| tj|d|kr dnddq@q|S) zCOne record per qualifying fixture-outcome. Outcome-blind selection.gdrg@Zftr)reloutlier consensuspindearhit)r range XLOW_BANDappenddictBZIDX)fixturesZkeepoutrtrkpiZcheaprZ rel_cheapZrel_dearrr r r collect4s4    4   r"c std||stddStdddddddd d dd d dd d dddddd dtD]P\fdd|D}t|}|dkrtddddd|ddqdtdd|Ddd|D}dd|D}fdd}|}t|t||t|t||kr&d nd }ftkr5srz>8srz>10sZACTUALZz_vs_outz>9sZ z_vs_consz who was rightcs,g|]$}|dkr krnq|qS)rr .0r)hilor r Zzreport..z.2f-z Z5dz (too few)css|]}|dVqdS)rNr r'r r r _r-zreport..cSsg|] }|dqS)rr r'r r r r,`r-cSsg|] }|dqS)rr r'r r r r,ar-cs8tdd|D}|dkr0t|t|StdS)Ncss|]}|d|VqdSrNr )r(xr r r r0dr-z$report..z..rnan)summathZsqrtfloat)Zpsvar)hitsr r zcszreport..zZ CONSENSUSz <-- xlow bandrdz7.2fz% z9.2fz+9.2fz+10.2f)printBANDSlenr4absr) rowslabelsr&ocr9ZactZnearZstarr )r*r8r+r reportRsN$ " .0rDcCszdd|D}t|}|dkr:td|dd|ddStd d |D|}td|dd|d d |d dddS)z7ROI of buying the outlier at its own price, mid-to-mid.cSs4g|],}td|dkr(tdkrnq|qS)rrr)rr'r r r r,rr-zeconomics..r.r$Z28sz n=z too fewNcss*|]"}|drd|ddndVqdS)rrrgNr r'r r r r0wr-zeconomics..Z4dz ROI@mid = r:z+7.1f%)r=r;r4)r?r@rAr&Zroir r r economicspsrFcCst}tdd|D}td|t|dd}t|dd}||}t|dt|dtd t|d td td t|d t|dt|dtdtdtddS)Ncss|]}t|rdVqdSr1)r )r(fr r r r0}r-zmain..z=fixtures with Pinnacle + Kalshi + Poly at a shared snapshot: cSs|tkSNFREEZEgr r r r-zmain..cSs|tkSrHrIrKr r r rMr-z;ALL DATA (in-sample + out-of-sample pooled -- context only)zIN-SAMPLE (<= z+) -- the band was chosen here, NOT evidencezOUT-OF-SAMPLE (> z) -- this is the real testz9 ECONOMICS in the xlow band (buy the outlier at its mid):z in-samplez out-of-sampleZpooledzF READ: actual landing near CONSENSUS = the outlier was mispriced = thezEmechanism works. Landing near the OUTLIER = the cheap book was right.z)Only the out-of-sample block is evidence.)rloadr4r;r"rDrJrF)rZbothZinsZoosZallrr r r main{s     rO__main__)__doc__sysr5pathinsertZbook_accuracy_comparerrJr<rr r"rDrFrO__name__r r r r s