Calibre
CALIBRE / METHODOLOGY|v1.7 FULL|WHITEPAPER GRADE

Calibre v1.7 Full

Bankroll Growth+112.70%compound · Kelly
Net ROI (OOS)+24.26%490 signals
Sharpe3.09risk-adjusted
Max DD-12.50%peak-to-trough
CLV+100%beat Pinnacle close
Variant G Alpha Gate · Production Pipeline

Input

Raw Market Data

Unfiltered probability signals across all evaluated fixtures.

Mathematical Filter

Dixon-Coles + Steam + CLV+

Bivariate Poisson edge estimate > threshold, confirmed by closing-line movement.

Output

Institutional Alpha

Top ~1.5% by edge. 100% CLV+. Live: +$118.87 PnL, n=490.

EvaluatedAll signals
Rejected by Gate~98.5%
Institutional Alpha~1.5%
Quant Stack · Layer 1–4
Layer 1 · Fundamentals
31% weight

Dixon-Coles Bivariate Poisson Core

Team-level attack/defense rating vector estimated by maximum likelihood on bivariate Poisson match scores, with the Dixon-Coles τ correction rebalancing mass in the low-scoring cells (0-0, 1-0, 0-1, 1-1) where naive Poisson structurally under-fits. Exponential time-decay weights (ξ) bias fit toward recent form without discarding sample size. Outputs feed the full scoreline matrix used by both 1X2 and Under 2.5 pricing.

Layer 2 · Ensemble
45% weight

LightGBM + XGBoost Dual-Engine

Gradient-boosted residual learners stacked on top of the Dixon-Coles prior. LightGBM (histogram, leaf-wise) captures dense low-latency features; XGBoost (level-wise, depth-capped) handles sparse interaction terms. Blended by inverse-variance weighting on a held-out fold. L1/L2 regularization, feature-subsampling, and monotonic constraints hold in-sample performance deliberately close to OOS.

Layer 3 · Market
24% weight

Pinnacle Steam Detection

Open-to-close divergence gate on the sharpest book in the market. Signal fires only when institutional flow confirms the Dixon-Coles edge — i.e., Pinnacle moves the line toward our prior between open and close. Rejects reflexive moves driven by retail volume. No signal survives without independent market confirmation.

Layer 4 · Validation

Walk-Forward · Purged + Embargo

Chronological train → test rolling across 5 seasons and 14,483 matches. Each fold's test window is purged of fixtures temporally adjacent to training matches (to kill overlapping-label leakage) and embargoed by a buffer of 6+ match-days on each side of the split. Zero look-ahead by construction. OOS window: Aug 2024 – Jan 2026 · 490 live signals · 100% CLV+.

Universe

6 Leagues · 7 Markets

EPL, La Liga, Serie A, Bundesliga, Ligue 1, Super Lig. Markets: 1X2 + Asian Handicap (full and quarter) + Over/Under 2.5. Deep alpha concentration in high-odds Under 2.5 (3.00–5.00+) where defensive-solidity mispricing is most persistent.

Variant G filtration simulation

INPUTDIXON-COLESVariant GAlpha GateINSTITUTIONALALPHAE0 ≥ 7% · I1 ≥ 5% · SP1 ≥ 5% · D1 ≥ 5% · F1 ≥ 5% · T1 ≥ 4%

Institutional alpha · CORE +118.87u PnL · 56.70% win · n=490 · Live store

v1.7 Backtest

Figures below are from the v1.7 walk-forward validated backtest. 14,483 matches across 6 leagues and 5 seasons. 42-dimensional feature space. Every metric is reproducible from the whitepaper.

Signals (n)
490
Net ROI
+24.26%
Win Rate
56.7%
Sharpe
3.09
Max DD
-12.5%
CLV+
100%

Feature Importance · Production Ensemble

Dixon-Coles fundamental edge (attack/defense ratings)22.00%
Pinnacle steam detection & line movement17.00%
Deep shot process quality (SOT ratio, conversion, xG over-performance)14.00%
v1.5 volume features (momentum, cross-market, DC 2nd order)12.00%
Defensive sustainability (GK save rate, block rate, pressing discipline)10.00%
Hybrid ML residual layer (LGB+XGB)8.00%
Match dynamics (late goal rate, HT dominance, goal timing entropy)6.00%
Asian Handicap scoreline matrix (DC AH probabilities)4.00%
Elo-style strength delta & form regression4.00%
Rest / travel / scheduling load & tempo controls3.00%

Model architecture and feature weights reflect the current CORE production version. Walk-forward validation results are derived from historical data with zero look-ahead bias; live performance may differ. All CLV metrics are calculated against Pinnacle closing lines at settlement. Oracle V1.7 CORE covers EPL, La Liga, Serie A, Bundesliga, and Super Lig.