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Summary
Cumulative P&L vs. Variance Bands
Red line = your actual results. Shaded bands = 5,000 simulated zero-edge outcomes. If the red line stays inside the bands, your results are indistinguishable from random chance.
50% of random
90% of random
98% of random
Your P&L
Statistical Significance by Segment
Each bar shows how many standard deviations a segment's P&L deviates from zero-edge expectation. Beyond the dashed lines (±1.96) = likely not just variance.
Significantly losing (z < −1.96)
Trending negative
Within noise
Trending positive
Significantly winning (z > 1.96)
Flow Separation: Arb vs. EV
Independent cumulative P&L paths for each flow type with their own variance bands. Bottom chart shows the bet mix ratio over time.
Arb flow
Arb 90% variance band
EV flow
EV 90% variance band
“When Will We Know?” — Sample Size Requirements
Bets needed to reach statistical significance at various assumed true edges, given your current bet sizes and variance. Red dashed line = where you are now.
95% confidence
90% confidence
Current bet count