ruthlessimon wrote: ↑Mon May 07, 2018 2:26 pm
northbound wrote: ↑Mon May 07, 2018 2:18 pm
ruthlessimon wrote: ↑Mon May 07, 2018 2:17 pm
Was the sample size of trades for both strategies meaningful?
All UK / IRE races from Oct 2017 until Apr 2018.
I don't have snapshots prior to that.
It's just that on my data a 20% drift is extremely rare; let alone from the WAP, which would have formed very late!
20% drift on a 6.00 - 20.00 horse doesn't look so uncommon in my data.
I'm talking about snapshots taken at scheduled start, so perhaps the data at the actual off is a bit tighter as more money arrived in the next few minutes of a late race, thus reducing the gap between WAP and BB.
Here are a few random horses from my sample:
2018-03-20 Newcastle Velvet Vision WAP 5.39 / BB 7.60 41%
2017-12-27 Wolverhampton Jumping Around WAP 15.22 / BB 18.50 21%
2017-10-20 Redcar Essential WAP 13.11 / BB 16.5 25%