Recency-weighted v4 model: fast-Elo blend, Team-DC majority, nightly refit
Validated on the strict 2018-2022 window and confirmed on the untouched 2022-2026 test set (RPS 0.1703 vs 0.1721 over 4,448 matches): - the Elo member now blends 30% of a 3x-faster Elo walk, so recent results move ratings much harder - ensemble weight shifts from 75/25 toward Elo to 45/55 toward the time-decayed Team-DC member — the recent-form model now leads - Team-DC refits nightly (and at boot) on the 15-year window plus every finished 2026 match, via a new committed-at-build dcTrain.json (server-only, excluded from the PWA precache) - a recent-form goal multiplier was also tested and did NOT validate; it ships disabled, and backtest.json records the whole decision buildBacktest.ts grew the experiment harness: wider xi/k grids, the fast-Elo and form variants, a pre-registered ship bar (>=0.0005 validation RPS), and a 7-day refit-cadence check. Older ratings.json files still work — all new model fields are optional with golden regression coverage. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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@@ -1,7 +1,7 @@
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import { describe, it, expect } from 'vitest';
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import { expectedHome, eloDelta, goalDiffMultiplier } from './elo';
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import { poissonPmf, scoreMatrix, outcomeProbs, lambdasFromElo, type ModelParams } from './poisson';
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import { predictMatch, knockoutAdvanceProb, type RatingsModel } from './predict';
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import { blendedRating, predictMatch, knockoutAdvanceProb, type RatingsModel } from './predict';
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const PARAMS: ModelParams = { goalsPerElo: 0.0057, avgGoals: 2.73, rho: -0.05, homeAdvElo: 70 };
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@@ -82,3 +82,35 @@ describe('predictMatch', () => {
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expect(adv).toBeLessThan(1);
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});
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});
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describe('fast-Elo blend (v4 recency)', () => {
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const base: RatingsModel = {
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asOf: '2026-06-10',
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params: PARAMS,
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ratings: { Strong: 2050, Weak: 1650 },
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};
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it('absent fast fields ⇒ bit-identical to the slow model (golden regression)', () => {
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const withNoise: RatingsModel = { ...base, ratingsFast: { Strong: 2300, Weak: 1400 }, fastBeta: 0 };
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const a = predictMatch('Strong', 'Weak', base);
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const b = predictMatch('Strong', 'Weak', withNoise);
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expect(b.probs).toEqual(a.probs);
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expect(b.lambdaHome).toBe(a.lambdaHome);
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});
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it('blends toward the fast rating with β', () => {
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expect(blendedRating({ ...base, ratingsFast: { Strong: 2150, Weak: 1650 }, fastBeta: 0.3 }, 'Strong'))
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.toBeCloseTo(0.7 * 2050 + 0.3 * 2150, 9);
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});
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it('a hot fast rating raises the win probability', () => {
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const hot: RatingsModel = { ...base, ratingsFast: { Strong: 2250, Weak: 1650 }, fastBeta: 0.3 };
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expect(predictMatch('Strong', 'Weak', hot).probs.home)
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.toBeGreaterThan(predictMatch('Strong', 'Weak', base).probs.home);
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});
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it('falls back to DEFAULT_ELO for unknown teams in the fast walk', () => {
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const m: RatingsModel = { ...base, ratingsFast: {}, fastBeta: 0.3 };
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expect(blendedRating(m, 'Strong')).toBeCloseTo(0.7 * 2050 + 0.3 * 1500, 9);
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});
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});
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@@ -19,6 +19,14 @@ export interface RatingsModel {
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teamDc?: TeamDcParams;
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/** Log-pool weight on the Elo-DC member (backtest-tuned). */
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ensembleW?: number;
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/** Fast Elo member — the same walk at K×fastM, so recent results move it
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* harder. Blended into the Elo member as (1−β)·slow + β·fast. All optional:
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* an older ratings file behaves exactly as before. */
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ratingsFast?: Record<string, number>;
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fastBeta?: number;
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fastM?: number;
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/** Team-DC fit hyper-params, shipped so the server can refit in-tournament. */
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teamDcFit?: { xi: number; shrinkK: number; windowYears: number };
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}
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export const DEFAULT_ELO = 1500;
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@@ -27,6 +35,15 @@ export function ratingOf(model: RatingsModel, team: string): number {
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return model.ratings[team] ?? DEFAULT_ELO;
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}
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/** The rating that drives probabilities: slow Elo blended with the fast walk
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* when the model ships one (backtest-validated recency component). */
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export function blendedRating(model: RatingsModel, team: string): number {
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const slow = model.ratings[team] ?? DEFAULT_ELO;
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const beta = model.fastBeta ?? 0;
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if (beta <= 0 || !model.ratingsFast) return slow;
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return (1 - beta) * slow + beta * (model.ratingsFast[team] ?? DEFAULT_ELO);
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}
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export interface MatchPrediction {
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home: string;
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away: string;
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@@ -52,7 +69,7 @@ export function matchMatrix(
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homeAdv = 0,
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): number[][] {
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const { lambdaHome, lambdaAway } = lambdasFromElo(
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ratingOf(model, home), ratingOf(model, away), model.params, homeAdv,
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blendedRating(model, home), blendedRating(model, away), model.params, homeAdv,
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);
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const mElo = scoreMatrix(lambdaHome, lambdaAway, model.params.rho);
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if (!model.teamDc || model.ensembleW == null || model.ensembleW >= 1) return mElo;
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