A model that explains earlier games beautifully can still be useless going forward. MLB model backtesting is how you find that out before real money is involved, and it only works in strict time order. You will learn to define the exact forecast target for moneyline, total and first-five models, and to avoid hindsight, such as scoring a noon forecast with a starter scratch that happened later. Brier score gets a hands-on example: a 0.70 forecast on a winner scores 0.09, while 0.55 scores 0.2025. Closing-line value is treated as a clue about price quality, not proof of anything. Build the habit of logging timestamps and testing on games the model has never seen.
Learning objectives
Interpret the technique, reproduce the example, describe limitations, and apply it to a simulated research workflow.
