builtbykev
6d87d7a33c
Measure-only. p_win not flipped live, no grade rebuilt, no calibrator deployed. Per the doctrine, MLB and WNBA were fitted, selected and judged as SEPARATE models — and they reach opposite verdicts. No global instrument was fitted. METHOD: time-forward split per sport (earlier fits, later proves). Both instruments fitted on TRAIN only — single-parameter Platt and isotonic-with-pooling. Inputs p_win + outcome only; no market field, no closing value, no lookahead. Nothing about edge/CLV/beat-the-close enters any pass/fail line. MEASUREMENT CORRECTION made mid-run: the first pass reported mean|p - outcome| (~0.46-0.51), which is NOT calibration — it is noise-dominated individual error on 0/1 rows and would have made every instrument look identical. Reliability is only meaningful on BUCKETS (bucket mean predicted vs bucket actual rate, n-weighted), the metric T0 used. All reported numbers use the corrected metric. HOLDOUT RELIABILITY (lower better): MLB n=119/4 buckets — raw 0.1038, Platt 0.1120, ISOTONIC 0.0939. WNBA n=93/3 buckets — raw 0.1322, Platt 0.0491, isotonic 0.0667. HOLDOUT RESOLUTION: MLB raw 0.1388 -> Platt 0.1284 -> isotonic 0.1225. WNBA raw -0.1201 -> Platt +0.1269 -> isotonic +0.0322. Fitted Platt: MLB a=-0.381 b=+0.705; WNBA a=+0.040 b=-0.081. MLB QUALIFIES, MODESTLY — instrument selected BY HOLDOUT, not assumed: isotonic beats both raw and Platt, and Platt actually made MLB worse. Reliability improves 0.1038 -> 0.0939 (~10% relative, real but modest) and resolution SURVIVES (0.1388 -> 0.1225, not crushed). Both Mandate-3 conditions hold. WNBA ABSTAINS — its Platt result is the best number in the report and is REJECTED as a fake win. The fitted slope is b = -0.081, negative and near zero, so sigmoid(0.040 - 0.081*logit p) is nearly constant at ~0.51 for every input: it "calibrates" by discarding the prediction and emitting the base rate, which is exactly the failure Mandate 3 pre-registered. Its apparent resolution gain (-0.120 -> +0.127) is the sign flip, not skill — it would serve the opposite of its own forecast, fitted on n~96 of anti-signal. Isotonic says the same quietly (resolution collapses to +0.032). HONEST CEILING: MLB is a usable-but-unimpressive forecaster (holdout resolution ~0.12, reliability ~0.094, n=119); WNBA has no honest forecast today. Holdout n and bucket counts (4 and 3) suffice to reject WNBA and prefer isotonic for MLB, NOT to certify a letter ladder, and the T0 pathology is reduced rather than cured. CANNOT DETERMINE: per-archetype calibration (Mandate 3d) — bucket n falls below the reporting floor once split by sport AND archetype on 442 rows. Queries committed at scripts/pwin-calibration-holdout.sql. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01QJs13VsyiSKYQP6rj3NNmc
102 lines
4.9 KiB
Markdown
102 lines
4.9 KiB
Markdown
# RECALIBRATE p_win — HOLDOUT REPORT (measure-only; NOTHING DEPLOYED)
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2026-07-31. p_win not flipped live, no grade rebuilt, no calibrator shipped.
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Per PART A doctrine: MLB and WNBA are treated as SEPARATE MODELS throughout —
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fit separately, selected separately, judged separately, and they reach opposite
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verdicts. No global instrument was fitted.
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## METHOD
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Time-forward split PER SPORT (earlier half fits, later half proves — never the
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same rows). Both instruments fitted on TRAIN only: single-parameter **Platt**
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(`p_cal = sigmoid(a + b·logit p)`, a/b from a weighted fit of TRAIN bucket
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empirical-logit on bucket mean-logit) and **isotonic-with-pooling** (TRAIN bucket
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rate applied to HOLDOUT by bucket, min 8 per bucket). Inputs: `p_win` + `outcome`
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only — no market field, no closing value, no lookahead.
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## ⚠️ A MEASUREMENT CORRECTION I MADE MID-RUN
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My first pass reported `mean|p − outcome|` (~0.46–0.51). **That is not
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calibration** — it is individual-level error on 0/1 outcomes, dominated by
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irreducible noise, and it would have made every instrument look identical and
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useless. Reliability is only meaningful **on buckets**: bucket mean *predicted*
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vs bucket *actual rate*, n-weighted — the same metric T0 used. All numbers below
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are the corrected, bucketed metric.
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## RESULTS ON HOLDOUT
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**Reliability** (n-weighted |predicted − actual| across holdout buckets; lower better)
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| sport | holdout n | buckets | raw | Platt | isotonic |
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|---|---|---|---|---|---|
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| **MLB** | 119 | 4 | 0.1038 | 0.1120 | **0.0939** |
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| **WNBA** | 93 | 3 | 0.1322 | **0.0491** | 0.0667 |
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**Resolution** (does the ordering survive? Pearson r with outcome, holdout)
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| sport | raw | Platt | isotonic |
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|---|---|---|---|
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| **MLB** | 0.1388 | 0.1284 | **0.1225** |
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| **WNBA** | −0.1201 | +0.1269 | +0.0322 |
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Fitted Platt parameters: **MLB a=−0.381, b=+0.705** · **WNBA a=+0.040, b=−0.081**.
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---
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# VERDICT — MLB: QUALIFIES, MODESTLY. INSTRUMENT = ISOTONIC.
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**Selected by holdout, not assumed** (the order was right to forbid assuming
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Platt): isotonic **0.0939** beats raw 0.1038 and beats Platt 0.1120 — Platt made
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MLB *worse*.
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- **(a) Reliability: improves.** 0.1038 → 0.0939, ~10% relative. **Real but
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modest** — this does not make an 84%-that-hits-65% into a truthful forecast; it
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shaves the exaggeration.
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- **(b) Resolution: SURVIVES.** 0.1388 → 0.1225. Slightly lower (expected — a
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monotone map preserves rank; the Pearson dip is the non-linearity), and
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critically **it is not crushed to zero**. High p_win still hits more than low.
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- Both (a) and (b) hold → **MLB qualifies to be graded** in a later, separately
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gated order.
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# 🔴 VERDICT — WNBA: ABSTAINS. ITS PLATT "WIN" IS A FAKE WIN.
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WNBA's Platt reliability (0.0491) is the best number in this report **and must be
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rejected**, exactly per Mandate 3.
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**Why it is fake:** the fitted slope is **b = −0.081 — NEGATIVE and near zero**.
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So `sigmoid(0.040 − 0.081·logit p)` is **nearly constant at ≈0.51 for every
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input**. It "calibrates" by **discarding the prediction and emitting the base
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rate**. That is precisely the failure Mandate 3 pre-registered: *"a model
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calibrated by crushing everything to the base rate has NO resolution → FAKE win
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→ reject."*
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The apparent resolution improvement (−0.120 → +0.127) is the **sign flip**, not
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skill: a negative slope inverts the ordering, so the model would be serving the
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opposite of its own forecast — fitted on **n≈96** of anti-signal. Isotonic tells
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the same story more quietly (resolution collapses to **+0.032**, i.e. no
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ordering).
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**WNBA cannot be made honest AND predictive on this data. It abstains.** Per
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Mandate 4 that is two models — one ready, one not — not one model half-working.
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---
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# THE HONEST CEILING, STATED PLAINLY
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MLB's forecast can be made *less* dishonest and keeps its (modest) ordering:
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holdout resolution ≈ **0.12**, reliability ≈ **0.094** on **n=119**. That is a
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usable-but-unimpressive forecaster, not a sharp one. WNBA has no honest forecast
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at all today.
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**Cautions carried forward:** holdout n is 119/93 with only 4 and 3 usable
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buckets — enough to reject WNBA and to prefer isotonic for MLB, **not** enough to
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certify a letter ladder. And the T0 pathology is only *reduced*, not cured: the
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top MLB buckets remain the thinnest and the most exaggerated.
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**Nothing about market edge, CLV, or beating the close appears in any pass/fail
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line above** — as the order required. The instruments were judged only on whether
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the forecast tells the truth and still ranks.
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## TAGS
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VERIFIED: per-sport time-forward holdout results; isotonic beats Platt and raw on
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MLB; WNBA's Platt win is a base-rate collapse with a negative slope.
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CANNOT DETERMINE: per-archetype calibration (Mandate 3d) — bucket n falls below
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the reporting floor once split by sport AND archetype on 442 rows.
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**DEPLOYED: NOTHING.** Queries committed at `scripts/pwin-calibration-holdout.sql`.
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