Thanks! Great question. There is a huge variance in the cumulative gains as you pointed out. Because of the 100 win/110 loss edge that Vegas has you need to wi

Thanks! Great question. There is a huge variance in the cumulative gains as you pointed out. Because of the 100 win/110 loss edge that Vegas has you need to win over 52.5% of the time to register a profit. Even with a model that can win 52.5% + e of the time you are effectively flipping a (biased) coin. Over the 131 games in the holdout dataset this random walk will tend upward, but can vary widely (especially at the start). As the season continues on this should start to wash out (in the cumulative profit). We plan to write a followup post at the end of the season to see how it performs. You could also fork the code [1] and train/tune on '00-'13/'13-'14 and use the entire '14-'15 set as the holdout (or a similar combination). The features can be found here [2], we don't use individual player stats or temporal stats, but it should be relatively easy to add if you wanted to try it out. [1]: https://github.com/sigopt/sigopt-examples https://github.com/sigopt/sigopt-examples [2]: https://github.com/sigopt/sigopt-examples/blob/master/sigopt-beats-vegas/predictor/features.py https://github.com/sigopt/sigopt-examples/blob/master/sigopt...