Joshua Della Vedova

Longshot / Favorite Price Gap

Realized win rate of longshot trades minus the longshot-band midpoint.

As of 2026-04-20 (week 2026-W17), the longshot gap is -0.022, with a 52-week rolling z-score of +0.08. Longshot win rate: 2.77%. Longshot fraction: 50.5%.

Weekly history

Positive: longshots are underpriced (realized wins exceed the band midpoint). Negative: the classical favorite-longshot bias.

Methodology

Trades at prices below 10% are grouped into the longshot band. Each week we compute the realized win rate among those trades and subtract the band midpoint (5%). The resulting gap is the weekly underpricing signal. In most weeks, the gap is small and near zero; large positive gaps indicate that longshot buyers are systematically winning more than their implied probability, a rare but persistent deviation from mean pricing efficiency.

The favorite-side analog (top price bin) requires a separate weekly extraction and is planned for a future release.

Data

price_gap_history.csv · price_gap_latest.json · price_gap_timeseries.json

Cite

@misc{dellavedova2026pricegap, title = {Longshot / Favorite Price Gap}, author = {Della Vedova, Joshua}, year = {2026}, version = {0.1.0}, url = {https://jdellavedova.com/price-gap} }