Walk-Forward Validation
MLB Backtest Results
Publishing soon. The MLB model is being validated the same way our NBA model was — strict walk-forward simulation where projections and predictions only ever use data available before each game. When it ships, every number on this page will come with the full downloadable dataset behind it.
Where things stand
Player projection accuracy is already benchmarked: our Marcel-baseline K-rate projections hit a 0.0295 MAE against 2025 actuals (n=1,021 players), and the Bayesian layer improves walk-rate projections by 11.8% over the baseline. Full-game market backtests (moneyline, run line, totals, F5) run once the historical simulation sweep across the 2023–2025 seasons completes. No cherry-picking — the first published numbers will be the walk-forward numbers.
What This Page Will Show
| Market | Metrics |
|---|---|
| Moneyline | Win rate, ROI at flat stakes, and calibration vs model win probability |
| Run Line (±1.5) | Cover rate and ROI, split by favorite/underdog side |
| Totals | Over/under record at multiple lines, ROI by edge size |
| First 5 Innings | F5 moneyline and F5 total performance — where starter modeling matters most |
| Player Props | Strikeouts, hits, total bases, HR, RBI, outs recorded — hit rate by recommendation strength |
| Closing Line Value | Average CLV% by market — do our early numbers beat where the market closes? |
Methodology
The backtest uses walk-forward validation — for every game, player projections are built from completed prior seasons plus the current season up to but not including the game date. A projection for June 15 uses data through June 14. The simulation then runs exactly as it does in production.
Results are compared against historical odds from our own scraping infrastructure, and closing line value is tracked per market so you can see whether the model's early numbers beat where the market closes — the strongest single indicator of real edge.
See the standard we hold ourselves to
Our NBA backtest covers 4,128 games across 5 seasons with the full CSV available for download. The MLB backtest ships with the same transparency.