Model Train arc 1 (engine): de-vig + EV + takeable/value gates + hero v2 + triplet

Steps 1-6 — make "real opportunities at takeable prices" the engine, not a filter.

1. DE-VIG (src/utils/devig.js): two-way multiplicative de-vig strips the vig and
   returns fair prob + fair price per side + the overround. One side missing →
   fair UNAVAILABLE (null), never faked. Method noted in code + the `devig_method`
   field.
2. EV (devig.evPct): ev_pct = model prob × decimal − 1 at the graded side's
   ACTUAL price. This is the ranking signal now, replacing raw |model−consensus|.
3. TAKEABLE gate (src/config/valueEngine.js, TAKEABLE_ODDS_CEILING −160 .. +200,
   env-tunable): promoted surfaces only (hero/featured/alerts). The full board
   still shows everything; Parlay Lab exempt; JUICE_ODDS_FLOOR (−400) stays the
   absolute backstop underneath. Strict null-guard (Number(null)===0 would have
   made a missing price "takeable").
4. VALUE flag: passes BOTH gates (takeable AND ev_pct ≥ VALUE_EV_THRESHOLD).
   Grade = read quality; value = the price pays you. Shipped in payloads.
5. HERO v2 (heroPropService): highest ev_pct among takeable A/B reads — a huge
   gap on a −900 line is trivia, not an opportunity.
6. VALUE TRIPLET: book_odds · fair_odds · model_odds on every read (snapshot,
   hero, scan — they all spread the grade). Handoff documents the fields; the
   rendering is Session-2 Design's job.

All wired in analyzeViaEngine1's existing p_win/kelly block (real quantile
probability × real book odds, or nothing). 33 new tests; suite 276/3306 green.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

src/config/valueEngine.js

@@ -0,0 +1,49 @@
+'use strict';
+
+/**
+ * Value engine config (Model Train, steps 3-4).
+ *
+ * Product doctrine (Kev): VYNDR PROMOTES bets people actually take — roughly the
+ * -160 to +200 band — that ALSO carry a genuine vig-free edge. Not
+ * plus-money-only, not heavy chalk.
+ *
+ * The TAKEABLE gate applies to PROMOTED surfaces only (daily hero, featured /
+ * top-of-board, future alerts). The full board still shows every graded read.
+ * Parlay Lab is EXEMPT (juiced legs combine into takeable payouts).
+ * JUICE_ODDS_FLOOR (-400, in rareEventMarkets) stays the absolute refusal
+ * backstop UNDERNEATH this — those reads are never graded at all.
+ *
+ * All thresholds are env-tunable.
+ */
+
+// The promotable price band. Ceiling = most-juiced favorite we'll promote;
+// max = longest dog we'll promote.
+const TAKEABLE_ODDS_CEILING = Number(process.env.TAKEABLE_ODDS_CEILING || -160);
+const TAKEABLE_ODDS_MAX = Number(process.env.TAKEABLE_ODDS_MAX || 200);
+
+// A read is VALUE only when its EV clears this (a real edge, not rounding).
+const VALUE_EV_THRESHOLD = Number(process.env.VALUE_EV_THRESHOLD || 2);
+
+/** Is an American price inside the takeable band (default -160..+200)?
+ *  Strict on input — null/''/undefined are NOT takeable (Number(null) === 0
+ *  would otherwise land a missing price inside the band). */
+function isTakeable(american) {
+  if (american == null || american === '') return false;
+  const a = Number(american);
+  if (!Number.isFinite(a)) return false;
+  return a >= TAKEABLE_ODDS_CEILING && a <= TAKEABLE_ODDS_MAX;
+}
+
+/** A read carries VALUE when it's takeable AND its EV clears the threshold —
+ *  "the price pays you to take it", distinct from grade ("read quality"). */
+function isValue(american, evPct) {
+  return isTakeable(american) && Number.isFinite(evPct) && evPct >= VALUE_EV_THRESHOLD;
+}
+
+module.exports = {
+  TAKEABLE_ODDS_CEILING,
+  TAKEABLE_ODDS_MAX,
+  VALUE_EV_THRESHOLD,
+  isTakeable,
+  isValue,
+};

src/services/heroPropService.js

@@ -36,6 +36,14 @@ function toHero(g, sport, gap, isRecent) {
     gap: gap == null ? null : Math.round(gap * 100) / 100,
     team: g.team || null,
     reasoning: (g.reasoning && g.reasoning.summary) || null, // blurred paywall teaser
+    // Model Train (steps 2/4/6) — EV ranking, the value flag, and the value
+    // triplet (book price · fair de-vigged price · model price).
+    ev_pct: g.ev_pct ?? null,
+    value: g.value ?? null,
+    takeable: g.takeable ?? null,
+    book_odds: g.book_odds ?? (at.odds != null ? Number(at.odds) : null),
+    fair_odds: g.fair_odds ?? null,
+    model_odds: g.model_odds ?? null,
   };
 }
 
@@ -66,14 +74,21 @@ async function pickHeroProp(deps = {}) {
     }
   }
 
-  // The hero: largest |projection - line| among A/B candidates.
-  let hero = null, heroGap = -1;
+  // HERO RULE v2 (Model Train, step 5): the highest EV among reads that pass the
+  // TAKEABLE gate, A/B grades only. A huge model-vs-line gap on a -900 line is
+  // trivia; the hero is the best OPPORTUNITY at a price you'd actually take.
+  const { isTakeable } = require('../config/valueEngine');
+  let hero = null, heroEv = -Infinity;
   for (const { g, sport } of all) {
     if (!isAB(g.grade) || !candidate(g)) continue;
-    const gap = Math.abs(Number(g.projection) - Number(g.line));
-    if (gap > heroGap) { heroGap = gap; hero = { g, sport }; }
+    if (!Number.isFinite(Number(g.ev_pct))) continue;      // need a real EV to rank
+    if (!isTakeable(g.book_odds)) continue;                // promoted surface → takeable only
+    if (Number(g.ev_pct) > heroEv) { heroEv = Number(g.ev_pct); hero = { g, sport }; }
+  }
+  if (hero) {
+    const gap = candidate(hero.g) ? Math.abs(Number(hero.g.projection) - Number(hero.g.line)) : null;
+    return toHero(hero.g, hero.sport, gap, false);
   }
-  if (hero) return toHero(hero.g, hero.sport, heroGap, false);
 
   // Empty slate → the MOST RECENT real graded read (any grade), by timestamp.
   let recent = null, recentTs = '';

src/services/intelligence/analyzeViaEngine1.js

@@ -496,24 +496,55 @@ async function analyzeViaEngine1(rawProp = {}) {
     }
   } catch { /* the ladder is additive — never breaks the read */ }
 
-  // Session 62 (A1-S1) — QUARTER-KELLY. Real probability (quantile estimator
-  // over the actual game logs) × real book odds, or nothing. Never derived
-  // from confidence, never a default vig.
+  // Session 62 (A1-S1) — QUARTER-KELLY + Model Train (steps 1-6): de-vig, EV,
+  // the value triplet, and the takeable/value flags. Real probability (quantile
+  // estimator over the actual game logs) × real book odds, or nothing — never
+  // derived from confidence, never a default vig.
   try {
     const { estimateProbability } = require('./probabilityEstimator');
+    const { devigTwoWay, evPct, impliedProbToAmerican } = require('../../utils/devig');
+    const { isTakeable, isValue } = require('../../config/valueEngine');
+
+    const dir = String(prop.direction || 'over').toLowerCase();
     const est = estimateProbability({ gameLogs: meta.gameLogs, line: prop.line, statType: rawProp.stat_type, features });
-    const pWin = String(prop.direction || 'over').toLowerCase() === 'under'
+    const pWin = dir === 'under'
       ? (Number.isFinite(est.p_over) ? 1 - est.p_over : null)
       : (Number.isFinite(est.p_over) ? est.p_over : null);
     if (pWin != null) legacy.p_win = Math.round(pWin * 1000) / 1000;
-    const sideOdds = String(prop.direction || 'over').toLowerCase() === 'under'
-      ? rawProp.under_odds : rawProp.over_odds;
+
+    const sideOdds = dir === 'under' ? rawProp.under_odds : rawProp.over_odds;
+
+    // Quarter-Kelly sizing (unchanged).
     if (pWin != null && sideOdds != null) {
       const { quarterKelly } = require('../../utils/kelly');
       const k = quarterKelly(pWin, sideOdds);
       if (k) legacy.kelly = { ...k, odds: String(sideOdds) };
     }
-  } catch { /* sizing is additive — absent beats wrong */ }
+
+    // The VALUE TRIPLET (step 6): book price · fair (de-vigged) price · model
+    // price. Two-way de-vig needs BOTH sides; one side missing → fair absent.
+    if (sideOdds != null) legacy.book_odds = Number(sideOdds);
+    const dv = devigTwoWay(rawProp.over_odds, rawProp.under_odds);
+    if (dv) {
+      const fair = dir === 'under' ? dv.under : dv.over;
+      legacy.fair_prob = fair.fair_prob;
+      legacy.fair_odds = fair.fair_odds;
+      legacy.devig_method = dv.method;
+      legacy.overround = dv.overround;
+    }
+    if (pWin != null) legacy.model_odds = impliedProbToAmerican(pWin);
+
+    // EV at the ACTUAL price (step 2) + the takeable/value flags (steps 3-4).
+    // `takeable` is a property of the price alone; `value` also needs the edge.
+    if (sideOdds != null) legacy.takeable = isTakeable(sideOdds);
+    if (pWin != null && sideOdds != null) {
+      const ev = evPct(pWin, sideOdds);
+      if (ev != null) {
+        legacy.ev_pct = ev;
+        legacy.value = isValue(sideOdds, ev);
+      }
+    }
+  } catch { /* the value layer is additive — absent beats wrong */ }
 
   return legacy;
 }

src/utils/devig.js

@@ -0,0 +1,81 @@
+'use strict';
+
+/**
+ * De-vig engine (Model Train, step 1) — the foundation for EV + value.
+ *
+ * A two-sided prop price carries the book's vig (the "overround"): the two
+ * sides' implied probabilities sum to MORE than 1. De-vigging strips that back
+ * out to FAIR probabilities that sum to 1, and converts them back to a fair
+ * (vig-free) price per side.
+ *
+ * METHOD: multiplicative / proportional de-vig — each side's implied prob is
+ * divided by the total. It's the standard, distribution-free two-way method
+ * (a.k.a. "normalized implied probability"). Simple, transparent, and correct
+ * for two-way markets; we note it in the stored `method` field.
+ *
+ * If only one side is priced, fair values are UNAVAILABLE (null) — never faked.
+ */
+
+const round3 = (n) => Math.round(n * 1000) / 1000;
+
+/** American odds → implied probability (WITH the vig). Null on bad input. */
+function americanToImpliedProb(american) {
+  const a = Number(american);
+  if (!Number.isFinite(a) || a === 0) return null;
+  return a > 0 ? 100 / (a + 100) : (-a) / ((-a) + 100);
+}
+
+/** American odds → decimal odds (total return multiple incl. stake). */
+function americanToDecimal(american) {
+  const a = Number(american);
+  if (!Number.isFinite(a) || a === 0) return null;
+  return a > 0 ? 1 + a / 100 : 1 + 100 / (-a);
+}
+
+/** Probability → fair American odds. Null outside (0,1). */
+function impliedProbToAmerican(p) {
+  if (!Number.isFinite(p) || p <= 0 || p >= 1) return null;
+  // Even money (50%) is +100 by convention → favorites (p > .5) go negative.
+  return p > 0.5 ? -Math.round((p / (1 - p)) * 100) : Math.round(((1 - p) / p) * 100);
+}
+
+/**
+ * Two-way de-vig. Given BOTH sides' American odds, return fair prob + fair price
+ * per side plus the overround. Null when a side's odds are missing/invalid —
+ * the caller marks fair as unavailable rather than inventing it.
+ */
+function devigTwoWay(overOdds, underOdds) {
+  const po = americanToImpliedProb(overOdds);
+  const pu = americanToImpliedProb(underOdds);
+  if (po == null || pu == null) return null;
+  const sum = po + pu; // > 1 by the vig
+  if (!(sum > 0)) return null;
+  const fairOver = po / sum;
+  const fairUnder = pu / sum;
+  return {
+    method: 'multiplicative',
+    overround: round3(sum - 1),
+    over: { fair_prob: round3(fairOver), fair_odds: impliedProbToAmerican(fairOver) },
+    under: { fair_prob: round3(fairUnder), fair_odds: impliedProbToAmerican(fairUnder) },
+  };
+}
+
+/**
+ * Expected value (%) of staking one unit on `american` when the model gives the
+ * side probability `modelProb`. EV per unit = p·decimal − 1. Positive = the bet
+ * is +EV at the price you'd actually pay (the vig is already baked into the
+ * actual price, so this is the true "does it pay you" measure). Null on bad input.
+ */
+function evPct(modelProb, american) {
+  const dec = americanToDecimal(american);
+  if (!Number.isFinite(modelProb) || modelProb <= 0 || dec == null) return null;
+  return Math.round((modelProb * dec - 1) * 1000) / 10; // one decimal place
+}
+
+module.exports = {
+  americanToImpliedProb,
+  americanToDecimal,
+  impliedProbToAmerican,
+  devigTwoWay,
+  evPct,
+};