Edge Spectrum 🟢
🚀 Overview
Edge Spectrum is an interactive playground for exploring mathematical edges. It brings together four analytical applications:
- The Edge Spectrum Expected-Return Visualizer (
/spectrum/): Compares 240 financial, investing, trading, and gambling activities over 7 time horizons (Single Event to 10 Years), standardized using the DU/CED framework. Return on capital is the primary axis and is floored at −100%; the unbounded turnover cost gets its own axis so the two are never compared as if they were the same quantity.
- The Backtest Simulator (
/backtester): Backtests sports wagering strategies across 26 simulated seasons of MLB, NFL, NHL, and NBA games (2000–2025), providing ROI diagnostics, equity curves, live ESPN scores, and an AI Strategy Advisor powered by Gemini.
- Odds Converter & No-Vig Calculator (
/odds): Converts American, decimal, fractional and implied odds, and strips bookmaker margin from any multi-way market via multiplicative, power, or Shin de-vigging.
- Parlay & SGP Hold Calculator (
/parlay): De-vigs each leg, multiplies out the true joint probability, and compares it with the book's parlay payout to expose how the margin compounds per leg.
🛠️ Applications & Features
1. The Edge Spectrum Expected-Return Visualizer
Served as a static page at /spectrum/index.html (internally routes to public/spectrum/index.html).
- 15 asset and bet categories, from index funds to lottery tickets. The generated
data/edge_dataset.md lists every record by category.
- Universal DU/CED Framework: Standardized expected returns via:
$$\text{Expected Turnover Cost} = \text{Decision Units (DU)} \times \text{Capital Exposure per Decision (CED)} \times \text{Edge}$$
- Three named measures, never mixed on one axis:
- Return on Capital (primary) — what happens to the one bankroll you brought. Held assets compound; wagering activities accrue their flat-stake loss and stop at −100%, because a bankroll cannot lose more than itself.
- Expected Turnover Cost (secondary axis, wagering activities only) — the DU/CED product above: cumulative expected loss as a multiple of the starting bankroll, deliberately unbounded, because it assumes you keep reloading.
- Ruin Point — decisions until the bankroll is expected to reach $0 (years to −90% for a losing held asset).
- Interactive Controls: Toggle any combination of categories, switch measure (On Capital / Turnover Cost), adjust time horizons (Single Event to 10 Years), switch overlays (Raw Returns, Fee-Adjusted, After-Tax).
- Ruin Point Overlay (on by default): a dotted −100% floor line on the primary chart, an ✕ per activity whose bankroll is gone before the horizon ends, a Ruined By Horizon counter, and per-activity decisions-to-$0 and time-to-ruin in the tooltip.
- Addiction Risk Scoring: Color-coded border alerts based on feedback loops and documentation of problem behavior.
- Where do I sit? Enter your own activity and stake, and the page places it on the chart and states the expected outcome in dollars.
2. The Sports Wagering Backtester
Served inside the SPA React shell at /backtester.
- 26 Synthetic Seasons: Calibrated power-rating simulation for MLB, NFL, NHL, and NBA (2000–2025) with empirical distribution-based market pricing.
- Custom Strategy Builder: Define wager filters based on home/away status, bookmaker odds (favorites/underdogs), and custom edge margins.
- Position Sizing Models: Standard flat betting vs. Kelly Criterion sizing (Full/Fractional).
- Interactive Reports: Analyze cumulative profit curves, win rates, ROI, Kelly diagnostics, and drawdowns.
- Statistical Significance: Every run reports the breakeven win rate its own prices demand, a 95% Wilson interval on the hit rate, and an exact one-tailed binomial p-value — with a small-sample warning under 250 wagers — so a lucky streak is labelled as noise rather than an edge.
- Shareable Links: The active strategy lives in the URL (
/backtester?sport=NBA&betType=spread&side=home&…), so any run can be bookmarked or sent with Copy link; a stale or hand-edited link falls back to defaults field by field instead of erroring.
- Live Scoreboard integration: Pulls real-time ESPN scoreboard updates.
- Gemini AI Strategy Advisor (your full instance): Iterates on backtest results to suggest portfolio optimizations, staking alterations, or parameter tuning.
3. ESPN Line Capture (scheduled, local)
A collector that builds your own archive of real sportsbook lines for closing-line-value analysis
(roadmap Actions 5.1 and 5.2). Each run snapshots ESPN's public scoreboard for NFL, NBA, MLB and NHL
and appends one JSON line per game to <folder>/<SPORT>/<day>.jsonl: spread and its prices, total,
moneyline, scores, and a linePhase of open, midday or close. Files are only ever appended to,
there are no keys, and nothing leaves your machine.
[!NOTE]
The collector and the live scoreboard read an unofficial, undocumented ESPN endpoint. Edge Spectrum
is not affiliated with ESPN. If you run the collector you are responsible for following ESPN's terms of
use: keep it to personal, low-volume use (the default is one request per league every three hours) and do
not republish what you capture. This project does not publish captured lines.
cd site && npm run capture:lines -- --out ~/edge-lines
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