Signal overperformance-decomposition: Rejected
Decomposing overperformance into shot_quality (shotXG - matchXG) vs finishing_luck (actual - shotXG) predicts regression magnitude. Teams with high finishing_luck component regress faster than teams where overperformance is explained by shot quality.. no-signal
Hypothesis
Decomposing overperformance into shot_quality (shotXG - matchXG) vs finishing_luck (actual - shotXG) predicts regression magnitude. Teams with high finishing_luck component regress faster than teams where overperformance is explained by shot quality.
Result
Threshold sweep (0.10-0.50) showed no viable threshold. Standalone N=133784 at all thresholds (no differentiation). Marginal ROI: -0.64% at 0.10, -0.02% at 0.50. V3 xG data only covers 2023+, so filter has no effect on majority of backtest period. Original +2.68pp claim not reproduced.
Gate Results
| Gate | Name | Result |
|---|---|---|
| 1 | Pre-registered | PASS |
| 2 | True standalone | PASS |
| 3 | Minimum N | PASS |
| 4 | Marginal ROI | FAIL |
| 5 | Bootstrap marginal significance | FAIL |
| 6 | Matchday interleave OOS | PASS |
| 7 | Regime stratification | PASS |
| 8 | Suspicious N | PASS |
| 9 | Practical significance | FAIL |
| 10 | Walk-forward | PASS |
Rejection Reason
no-signal
Failed gates: Marginal ROI, Bootstrap marginal significance, Practical significance