Week 10 - G-SPAM, Meet World

So I just finished adding my financial modeling to the system. It now calculates bastardized versions of Alpha, Beta, and the Sharpe Ratio. The base for my equations are as follows:

Moving Ave of Points Scored = "Portfolio Return"
Moving Average of Points Across the League (week by week) = "Market Return"
Historical Average of Points Scored (historically, the average team scores 20 points) = "Riskless"

Using that as my basis, I made a few models. First, I made a "Super Ranker", ranking the original box picks with the new measures of volatility and return to rerank taking into account the financial modeling. The ranks end up being pretty much the same, with slight variations in the middle.

The more interesting piece has turned out to be the "suggested pick" in the matchups week to week. For instance, the picking the team with the better Sharpe Ratio (ie, team that beats the benchmark more consistently with less risk) doesn't always mean picking the team with the statistical edge. So I get lots of mixing and matching. When the suggested picks agree with the statistical picks, hypothetically I should get my best results. I haven't back tested (I figured 3am on a work night was late enough), but here are some of the layouts this week:

Sharpe Ratio Picks - Sharpe measures returns over risk (volatility)

1	NO
2	SEA
3	CIN
4	MIA
5	CAR
6	DET
7	IND
8	DAL
9	GB
10	TEN
11	OAK
12	PHI
13	CLE
14	KC

Beta Picks - Beta measures volatility only, so these teams are most consistent (even if they consistently lose)

1	DEN
2	BAL
3	CAR
4	NYG
5	ARI
6	OAK
7	MIN
8	SF
9	JAC
10	SD
11	WAS
12	NO
13	BUF
14	PIT

Alpha Picks - Another way to measure returns over risk.

1	NO
2	CIN
3	SEA
4	DET
5	DAL
6	MIA
7	IND
8	GB
9	TEN
10	CAR
11	PHI
12	CLE
13	OAK
14	DEN

Which leads me to this - the Box's GENIUS SUPER PICK AVERAGING MACHINE (or G-SPAM):

1	CAR
2	NYG
3	NO
4	CLE
5	DET
6	SD
7	CIN
8	DEN
9	MIN
10	MIA
11	SF
12	JAC
13	PHI
14	OAK

Now these are some picks I can get behind. What the financials seem to do really well is pick WINNERS, not against the spread. What the stats do very well is pick SPREADS. Combining the two has given me lower risk, high return version of the spread picking machine - G-SPAM. I will be doing a combo of pick happiness this week, with some wacky moneyline parlays and
interesting spread combos. I will post that here tonight. Ain't nothing but a G-SPAM thing, baaaaby...