hypersoniq's Blog

'ZEN and the art of backtesting'

pieces coming together for backtesting...

first thing about the system is there are too many numbers to play. Let me share some insights on my system design process...

To "win" at backtesting there are actually several components involved (some at the system design level)...

A). For the backtest period, amount won MUST be greater than amount played (even if only by $1)
B). Cyclic repeatability must fall within an interval of draws not to exceed the prize payout for the standard bet. (huh? o.k. for the PA lottery pick 3... $1 straight bet returns a fixed prze of $500, for a one-number system, this means it MUST not have any string of misses greater than 498 draws ((499 is break-even and 500 loses the original dollar)). In a nutshell, the system must be able to pick 1 straight winner EVERY 498 games (or less) to be declared a winner... This is a new thing for me, the missing criteria! )
C). There can be no "gray areas", it must be a system that can hold to a set of pre-defined rules that are NOT open to user interpretation in any way (e.g. the 111 system is a breeze to backtest, whereas v-tracs require far too much study (that cannot be duplicated easily if at all within excel) ) a perfect example that relates is the most frequent number... there ARE ties, a tie-breaker must be in place... for example, the MODE($A$2:$A9850) returns a single value even if ties exist... you need to be able to let excel handle the tie-breaker mechanism and take the results at face value. Mode can be autofilled down, and when there is valid data available, give a non-biased return, where a simple count() can produce ties.
D). Know your own understanding of the game at hand. This is important because you need to know what you want to begin with before you can expect excel to do it for you.

How I will be applying the above...

A) The first test period will be the entire history, other intervals will then be tested, such as a year, a quarter and a month.
B) Goal is 1 straight hit every 498 draws or less over the entire history. When I ran all the variations of 111, I found gaps of up to 5 years with no wins. Right now, exact vtrac mirrors are a winner for 2005 eve in pa (1 win), I have yet to test back to 1977 which is where most systems fail...
C) Using the unbiased output of MODE() and LARGE() will help keep from coloring the data with personal observation.
D.) This is not the "right way" to look at it, but here is how I get pick 3
---1) 3 sequential games of 1 in 10, no position has a bearing on the other
---2) IN a perfect world, past draws have no influence on future draws... What I am after is BIAS. Coincidence never hurts, but Bias is the ticket to repeatable results, and why a shorter interval than all of the history may be better.
---3) I just can't buy into travelling numbers, it's all coincidence.

On with the backtest (A bit hesitant because they ALL fail here, 3 powerball systems, 2 or 3 pick 3 systems... of my own design, not to mention TONS of other posted systems like 111 that were tested with no good result in the long run)

I have high hopes for precursor/announcer results in ALL games, if this works I might try to apply something similar to PA Cash5.

Also in the works, a multi-dimensional V-trac style experiment on powerball white ball data.

 

Entry #90

SoniQ BOOM pick3 (PA eve) test 2

these are for evening in PA 12/12/2005

495
493
465
463
695
693
665
663

I had to make a judgement call in the second position between the 6 and the 5... here I went to the announcer (without precursors) chart and find 6 followed 7 more times than 5 followed 7... hoping that this is a possible tie-breaking rule-of-thumb...

since this is a straight-shooter positional system, I won't be counting boxes as anything more than coincidence.

Entry #88

first test of the pick3 SoniQ BOOM system

it still requires studying the numbers. gotta figure out automation and backtesting, but I have a string for tonight's PA daily number... they  are announcers, prequalified by precursors... selection criteria was most frequent, and when a tie, with most frequent in the last 3 months.

here goes nothing... PA evening for 12/11/2005...

144
149
174
179
244
249
274
279


Entry #87

The system gets a name...

the current announcer/precursor system on my excel "workbench" now has a name... the "SoniQ BOOM system"

here is my goal, in a nutshell...

to produce a set of 8 pick 3 combos to play based on the most frequent announcers but having the prequalified by the most frequent precursors. Basically, I am taking announcer theory and grafting it onto a binary filter system (such as v-trac strings or H/L,O/E) to extract 8 straight picks. AND, since it is locked by position, it will be an easy migration to pick4, should success warrant such a migration.

I have a list of the most frequent announcers, and the most frequent precursors. I have a history file with ALL ofPA's evening 3 digit data since 3/1/1977 for backtesting.

Several hurdles stand between idea and backtesting, but I have a ton of ideas to try. Named Ranges made it 100% easier!

Entry #86

next step in pick 3 system creation

raw announcer data, as expected, was not enough.

next step is to look at the precursors. think of this system in terms of a "vertical combo" and "vertical pairs"

example

Precursor  12/6/2005    7-0-4

Draw          12/7/2005    0-9-1

Announcer 12/8/2005    1-3-6

first position

drawn # = 0, announcer =1, (new) precursor = 7

second position

drawn # = 9, announcer =3, precursor = 0

third position

drawn # = 1, announcer =6, precursor = 4

next step is to create 2 grids, one showing most popular announcers (announcer frequency)... that was the last blog entry... second grid is for a given draw/announcer "pair", what are the most frequent precursors?

I may have to go to MS Access for the answers....

Entry #85

simple test of new system in PA

this is raw data from the announcer system

tonight's draw = 091

first digit picks = 0,9

second digit picks = 0,9

third digit picks = 8,9

combos:::

008, 009, 098, 099, 908, 909, 998, 999

how it works... the top 2 announcer numbers for each position (by draw number) were calculated and played like a vtrac string... this does NOT count precursor data, as I am still working that one out

time range is from 1/1/05 to 12/7/05

I will post these in the prediction board to see how they do... I, however, am not done and will be playing along on paper... this is a TEST RUN...

Entry #84

dynamic pick 3/4 filtering

what if we were to take a system of filtering, such as High/Low or Vtracs and custom-tailor the filter grid to the state's data?

now that I see the binary truth tables for H/L, v-trac and O/E in excel, I see the basic structure of dividing the 1000 possible combos into an 8x125 grid... the same exact process for all 3 filters, it's just that the number values change...

so what if we whip up a hybrid frequency/announcer chart? taking the draw history of a state, counting the frequency of numbers, then the most frequent numbers to follow those numbers (by position)? The results can be loaded into a v-trac style matrix and be distributed accordingly... then, when the draws are converted to this new matrix, you would be left with 8 picks for the next draw custom-tailored to the state in question...

It is great that everyone is teaching the use of the filters and v-tracs, but those systems are overlooking some basic truths that I believe...

1. Travelling numbers are pure coincidence, one state's draw can NOT influence another state... no matter how much people believe it... watch for a week... mirrors shift from state to state. it's coincidence.

2. any system for pick 3 should be easily modified for pick 4... treat each digit as a separate game of 1:10 odds, draw from the first machine does not influence draw from second, third or fourth... we are dealing with 3 sequential games of 1:10 in the pick 3 and 4 in pick 4. therefore, studying pairs might help you, but there is no real bond between the numbers.

wow, that sounds jaded, but I believe that it's an accurate picture. so all we have left is the history. so let's use that to our advantage.

here's the setup I envision...

it is alot like v-tracs, but in vtracs, each position has the same value

v1 = 0 or 5

v2 = 1 or 6

v3 = 2 or 7

v4 = 3 or 8

v5 = 4 or 9

now, let's change that for each position so that

p1a = most frequent announcer(mfa)    or  2nd mfa

p1b = 3rd mfa or 4th mfa

p1c = 5th mfa or 6th mfa

p1d = 7th mfa or 8th mfa

p1e = 9th mfa or 10th mfa

this will be checked by counting announcers for each position, and will then have a different arrangement of the 10 digits based on each position.

much more development needs to be done, but if it work... look for my class ;-)

Entry #83

new website, d/l vtrac files whenever...

 

click here to get the pick 3 and pick 4 vtrac102 files whenever you want 'em... no need to wait until I check my e-mail. they will only be changed if a revision is warranted (meaning they will be behind several draws)

it's ugly, I know, but it was real easy to get together... I took the frontpage extensions option and will eventually have a real slick look to it... and it won't ever SELL lottery software, anything there will be free-free-free (and when you don't win, remember you get what you pay for ;-) LOL  )

http://home.comcast.net/~hypersoniq

 

Entry #82

system activity picking up @ the LP

very good to see. in pick3/4 there are 2 classes in Lottery Systems forum...

tntea's v-tracs and LANTERN's Tao of filters.

in  Lottery Discussion forum, mention of possibly working on a "lottosynch" type RNG synchronizer for pick 3/4 games

on the personal front,

1. CAD system (LONG devel cycle, no rollout date, details in earlier blog)

2. pick3/4 RNG midday killer (still working on it, details in earlier blog)

3. STILL collecting stats for the powerball new matrix... same lackluster performance as before, only this time I am sticking to paper play.

4. visual aid excel sheets for tntea's vtrac classes (currently to lesson level 102, for both pick3 and pick4, available freely NOW by e-mail to hypersoniq@comcast.net )

5. tentative... excel or access to go along with LANTERN's lessons

6. distant future... once all tntea and LANTERN lessons are done, smash 'em together into one system

Entry #81

v-trac string chart

here is the string chart for all 125 v-track numbers...

v111    000    005    050    055    500    505    550    555
v112    001    006    051    056    501    506    551    556
v113    002    007    052    057    502    507    552    557
v114    003    008    053    058    503    508    553    558
v115    004    009    054    059    504    509    554    559
v121    010    015    060    065    510    515    560    565
v122    011    016    061    066    511    516    561    566
v123    012    017    062    067    512    517    562    567
v124    013    018    063    068    513    518    563    568
v125    014    019    064    069    514    519    564    569
v131    020    025    070    075    520    525    570    575
v132    021    026    071    076    521    526    571    576
v133    022    027    072    077    522    527    572    577
v134    023    028    073    078    523    528    573    578
v135    024    029    074    079    524    529    574    579
v141    030    035    080    085    530    535    580    585
v142    031    036    081    086    531    536    581    586
v143    032    037    082    087    532    537    582    587
v144    033    038    083    088    533    538    583    588
v145    034    039    084    089    534    539    584    589
v151    040    045    090    095    540    545    590    595
v152    041    046    091    096    541    546    591    596
v153    042    047    092    097    542    547    592    597
v154    043    048    093    098    543    548    593    598
v155    044    049    094    099    544    549    594    599
v211    100    105    150    155    600    605    650    655
v212    101    106    151    156    601    606    651    656
v213    102    107    152    157    602    607    652    657
v214    103    108    153    158    603    608    653    658
v215    104    109    154    159    604    609    654    659
v221    110    115    160    165    610    615    660    665
v222    111    116    161    166    611    616    661    666
v223    112    117    162    167    612    617    662    667
v224    113    118    163    168    613    618    663    668
v225    114    119    164    169    614    619    664    669
v231    120    125    170    175    620    625    670    675
v232    121    126    171    176    621    626    671    676
v233    122    127    172    177    622    627    672    677
v234    123    128    173    178    623    628    673    678
v235    124    129    174    179    624    629    674    679
v241    130    135    180    185    630    635    680    685
v242    131    136    181    186    631    636    681    686
v243    132    137    182    187    632    637    682    687
v244    133    138    183    188    633    638    683    688
v245    134    139    184    189    634    639    684    689
v251    140    145    190    195    640    645    690    695
v252    141    146    191    196    641    646    691    696
v253    142    147    192    197    642    647    692    697
v254    143    148    193    198    643    648    693    698
v255    144    149    194    199    644    649    694    699
v311    200    205    250    255    700    705    750    755
v312    201    206    251    256    701    706    751    756
v313    202    207    252    257    702    707    752    757
v314    203    208    253    258    703    708    753    758
v315    204    209    254    259    704    709    754    759
v321    210    215    260    265    710    715    760    765
v322    211    216    261    266    711    716    761    766
v323    212    217    262    267    712    717    762    767
v324    213    218    263    268    713    718    763    768
v325    214    219    264    269    714    719    764    769
v331    220    225    270    275    720    725    770    775
v332    221    226    271    276    721    726    771    776
v333    222    227    272    277    722    727    772    777
v334    223    228    273    278    723    728    773    778
v335    224    229    274    279    724    729    774    779
v341    230    235    280    285    730    735    780    785
v342    231    236    281    286    731    736    781    786
v343    232    237    282    287    732    737    782    787
v344    233    238    283    288    733    738    783    788
v345    234    239    284    289    734    739    784    789
v351    240    245    290    295    740    745    790    795
v352    241    246    291    296    741    746    791    796
v353    242    247    292    297    742    747    792    797
v354    243    248    293    298    743    748    793    798
v355    244    249    294    299    744    749    794    799
v411    300    305    350    355    800    805    850    855
v412    301    306    351    356    801    806    851    856
v413    302    307    352    357    802    807    852    857
v414    303    308    353    358    803    808    853    858
v415    304    309    354    359    804    809    854    859
v421    310    315    360    365    810    815    860    865
v422    311    316    361    366    811    816    861    866
v423    312    317    362    367    812    817    862    867
v424    313    318    363    368    813    818    863    868
v425    314    319    364    369    814    819    864    869
v431    320    325    370    375    820    825    870    875
v432    321    326    371    376    821    826    871    876
v433    322    327    372    377    822    827    872    877
v434    323    328    373    378    823    828    873    878
v435    324    329    374    379    824    829    874    879
v441    330    335    380    385    830    835    880    885
v442    331    336    381    386    831    836    881    886
v443    332    337    382    387    832    837    882    887
v444    333    338    383    388    833    838    883    888
v445    334    339    384    389    834    839    884    889
v451    340    345    390    395    840    845    890    895
v452    341    346    391    396    841    846    891    896
v453    342    347    392    397    842    847    892    897
v454    343    348    393    398    843    848    893    898
v455    344    349    394    399    844    849    894    899
v511    400    405    450    455    900    905    950    955
v512    401    406    451    456    901    906    951    956
v513    402    407    452    457    902    907    952    957
v514    403    408    453    458    903    908    953    958
v515    404    409    454    459    904    909    954    959
v521    410    415    460    465    910    915    960    965
v522    411    416    461    466    911    916    961    966
v523    412    417    462    467    912    917    962    967
v524    413    418    463    468    913    918    963    968
v525    414    419    464    469    914    919    964    969
v531    420    425    470    475    920    925    970    975
v532    421    426    471    476    921    926    971    976
v533    422    427    472    477    922    927    972    977
v534    423    428    473    478    923    928    973    978
v535    424    429    474    479    924    929    974    979
v541    430    435    480    485    930    935    980    985
v542    431    436    481    486    931    936    981    986
v543    432    437    482    487    932    937    982    987
v544    433    438    483    488    933    938    983    988
v545    434    439    484    489    934    939    984    989
v551    440    445    490    495    940    945    990    995
v552    441    446    491    496    941    946    991    996
v553    442    447    492    497    942    947    992    997
v554    443    448    493    498    943    948    993    998
v555    444    449    494    499    944    949    994    999

Entry #80

the mid-day PA rng plot thickens

for step one, I will rip code straight out of my old coincidizer vb program... only now with the new timer seed range 46000-48000

pseudocode (for my own reference later)

for seedNum = 46000-48000 step .01

  rnd(-1) 'reset list position

  Randomize(x)

  myPick = INT((1000-1+1)*rnd+1)

  while

        counter=counter+1

          myPick=nextHistoryDraw

          myNextPick = INT((1000-1+1)*rnd+1)

          writeToFile myNextPick, nextHistoryDraw, X value

          IF myNextPick is not equal to nextHistoryDraw, writeToFile "chain broken at iteration#",counter

                  get next x value and start again

          IF nextHistoryDraw=lastHistoryDraw, run one more iteration of myNextPick as myActualPick

          writeToFile, "chain complete, next draw should be", myActualPick

  End

Entry #79

tntea and the v-trac lessons

thanks to tntea for openly showing everyone what pick 3 v-tracs are all about. As far as systems go, I'm definitely jaded, but proceeding with an open mind... I am most interested in the upcoming parts where interpretation of data is concerned.

from this poiint forard I am maintaining what was taught so far in an excel sheet. copies freely available by dropping an e-mail (current sheet is vtrac_101, i expect to have a 102 and 103 as info comes out in tntea's threads in the lottery systems section.

hypersoniq@comcast.net

again, thanks to tntea!

Entry #78

toying with excel's TIMER in VBA

interesting little experiment, works just like VB6 in that a call to RND(-1) always starts you at the same place in the list, brings up some interesting questions...

1.) does their RNG continue along the same path (no RNG(-1) call)?

2.) does the date play a factor?< RANDOMIZE(NOW()) vs. RANDOMIZE(TIMER) >

3.) are they using hardware sources for entropy or does the state's choice of COBOL as a programming language play any type of contributing factor?

I whipped up a userForm to play with the RNG in excel a bit. clicking the button initialized a variable to TIMER, printed it in a textbox, printed contents of (NOW()) in a second text box, and finally did another variable as TIMER and printed out the results in a third text box... just to see the amount of time it takes to perform the calculations.

they (microsoft) say that TIMER returns a single precision number that counts the number of seconds elapsed since midnight...

by program output, right now, TIMER = 75538.98 (9:00 PM)

by calculation, 9:00 PM in seconds since midnight = 76000 (guess I pushed GO a bit quick, but it is in the ballpark)

PA begins the RNG festivities at "approximately 1:10 PM" (results not till 1:35PM, and are first fed into an animation program... I don't like the intermediate step there)

1:10 PM = 47400 seconds since midnight, hence TIMER = approx. 47400.00

so I guess the first step is to run a "seed sweep", looking for values for RANDOMIZE that will produce an INT ((10-1+1)*RND+1) = chosen result first digit of the mid-day game (or INT((1000-1+1)*RND+1) for pick 3 at once and INT((10000-1+1)*RND+1) for pick4 at once.)................ and now I have a central number to begin with... 47400  ;-)

now, how far to go to hit "approximately 1:10PM"? 5 minute window? 10 minute window? and at what interval? .01 seconds? .001 seconds?

then, does the list need to be reset with each iteration?

first I will list a few numbers, try to match by seed sweep, which seeds (if any) can correctly pick a few in a row WITHOUT the RND(-1) call at the start. Now, how many draws? back 10? 100? 1,000? all of 'em?

so many questions, and the only answers will be empirical...

Entry #77

Excel vs. the PA Mid Day

Plans finalizing for the excel RNG synch project...

1). 4 identical workbooks will be maintained, one that generates ONE 3 digit pick, one that generates a sequence of 3 one digit picks, one that generates ONE 4 digit pick and finally, one that generates a sequence of 4 one digit picks.

2.) sequence of events/experiments...

>>>> A.) Backsolving for the common seeds using past draw history.

>>>>B.) Generating picks with the seed results of backsolving. "paper play" the results for a week without betting.

>>>>C.) Live Bet tests. $14 is set aside for a full week test of $1 bets on the one pick per day for the mid-day games.

>>>>D.) 30 day accuracy tracking. IF the $14 nets a profit, then this will also be a live-bet test... otherwise just on paper... TOTAL out of pocket budget is $14.

>>>>E.) Operation Roll-Out. IF the 30-day test results in better than average hit ratio, I start posting my picks on the LP. IF I hit even once during any phase of testing (all straight bets, even one 3-digit hit is $500) I am going to pick up an LP platinum membership!

If the backsolving fails, so does the system and the $14 can go instead to PB and the rest of the events won't happen. regardless of the accuracy, anything better than average will get posts to the LP... why? to send the message to the multi-state games that they better NEVER even consider going to an RNG for number selection.

IF you see a pick from me in the 3/4 predictions page, then you know the game is on. IF you see my membership upgraded to platinum, then you know the pre-tests are going good.

Also, I will be documenting the steps... IF it works in PA, the files will be zipped up along with instructions for carrying out the same experiment in ALL states that dare to RNG and distributed FREELY to whoever wants them... but only IF it works... it may never get past backsolving.

I have already written a letter to PA asking that they use ball machines for the midday, no response... I bet THIS will get their attention... IF it works.

Entry #76