How we win the futures market.
Six principles that govern every position the desk releases. Together they form a portfolio approach to long-term sports markets.
Position before the market.
The work begins in the off-season, not the playoffs. We open futures when the public is elsewhere and prices reflect last year's narrative rather than next year's roster.
Let the line move.
Tracking line movement against our entry tells us whether the market agrees with the thesis. Confirmation lets us press; divergence triggers a re-evaluation.
Beat the close.
Closing line value is the only durable predictor of long-term ROI. Every position is graded against where the line settled, not where it landed.
Take the unfashionable side.
Public capital concentrates on prestige franchises and recognizable names. The contrarian futures position is usually correctly priced edge.
Manage the book like capital.
Position sizing is fractional Kelly, capped by sport and by event. No single future is allowed to dominate the season's variance budget.
Hedge on conviction, not fear.
When a future appreciates, we model the optimal hedge against current market prices. The decision is mathematical, not emotional.
“A futures bet is a hedge fund of one game. Treat it that way and the market eventually pays you for the work.”
Free picks for the entire first year.
No paywall, no upsell. The same research the desk publishes to the room, sent the morning the price is taken.