Loading live data…Loading live data…Loading live data…

Backtesting

Prove it
on the past.

A hunch is cheap. Run your strategy against seasons of real historical odds — walk-forward validated, the vig included, the drawdowns shown — and see whether it actually held up, or just felt like it did.

REPLAYING 5 SEASONS
NBA · ML STRATEGY · 2024+18.4u net · illustrative
break-even
Cumulative unitsMax drawdown −6.2uflat 1u bets · real closing odds
5
seasons of odds
Real
closing prices
Flat 1u
every bet
Walk-forward
no leakage

How it runs

Replay every game.
Grade every bet.

Pick a model, a market, and a stretch of seasons. Blitzen replays every game in that window, places the bet the model would have placed at the real odds, and scores it against what actually happened.

01

Set the strategy

Choose a model and market, a span of seasons, and your filters — an edge threshold, confidence tier, even the juice you actually pay.

02

Replay the seasons

A fresh model is trained per season on prior years only, then every game in the test season is bet at its real closing odds.

03

Grade the ledger

Each bet is scored win/loss/push against the real result — and against the close — rolling up into ROI, units, drawdown, and CLV.

No leakage

Trained on the past.
Tested on the unseen.

The fastest way to fake a great backtest is to let the model peek at the answer. We don't. Blitzen trains a fresh model for each season using only the seasons before it, then predicts that held-out season cold — every graded game is one the model never saw.

The window expands as it walks forward in time, exactly the way you'd actually bet: with the past, not the future. No leakage, no cherry-picked sample.

20222023202420252026
Predict 2023
Train
Test
Predict 2024
Train
Train
Test
Predict 2025
Train
Train
Train
Test
Predict 2026
Train
Train
Train
Train
Test
Train — only the pastTest — held-out, never seen
Sample resultIllustrative
243–198–9
Record
55.1%
Win rate
+4.1%
ROI
+18.4u
Net units
−6.2u
Max drawdown
0.49
Beat the close

By confidence tier

Strong
165 bets · 58%
Lean
285 bets · 53%
Toss-up
filtered
Avoid
filtered

A positive season that still doesn't beat the close — exactly the kind of result we show rather than hide. Strong bets run by default; this sample opts leans back in too. Toss-ups and avoids stay filtered — their win rates sit near a coin flip and drown the signal.

The whole story

Wins and losses.

A backtest that only shows green is a sales pitch, not a tool. Yours reports the full ledger: record, ROI, net units, the worst drawdown, the longest losing streak — at flat 1-unit stakes and real closing prices, so the vig is already working against you.

Break it down by market, by season, and by confidence tier. Then judge it yourself, with the losses in plain sight.

Graded against the close

Win rate isn't enough.

Every backtest also reports closing-line value — did your bets get a better number than the market's sharpest closing price? Beat the close consistently and you're genuinely ahead of the market; win a coin-flip streak and you're not. See how we measure it →

Your controls

Tune the test.

A backtest is only as honest as its assumptions, so the assumptions are yours to set.

Seasons

Any span from 2022 through the current season — one year or all of them.

Edge threshold

Only count a bet when the model disagrees with the market by at least your minimum edge.

Confidence tier

Strong-only by default; opt into leans and toss-ups to see the full distribution.

The juice

Set the spread/totals price you actually pay; moneylines use the real odds per game.

Don't trust it. Test it.

Backtest any strategy against seasons of real odds. Free to start — bring your own read.