The Sharp Report daily workflow — read it, size it, place it

Most members open the Sharp Report, scroll it, feel informed, and close it. That is not a workflow — that is reading the news. This session turns the Report into a repeatable daily loop you can run in fifteen minutes before a slate.

What this session covers

The Sharp Report is a real-time view of book liability and market flow across 100+ sportsbooks: bet volume percentage per side, money percentage per side, limit movement, line movement, reverse-line-movement flags, and steam alerts when 5+ books move within 10 minutes. Anthony curates it, and the Weekly Sharp Report publishes Tuesday mornings.

The session walks the full loop end to end — read, confirm, size, place, log. The reading part carries most of the teaching, so start there.

Volume versus weight — the single most useful read

Every market in the Report carries two percentages that people constantly conflate.

Volume is the share of tickets. Weight is the share of money. Volume tells you what the crowd likes. Weight tells you where the size is. When they agree, the market is boring. When they diverge, the divergence itself is the information.

Say a Sunday spread shows 72% of tickets on the favorite but only 39% of the money. That is a 33-point gap. Flip it: the underdog is taking 28% of the tickets and 61% of the money. A few accounts are putting meaningfully larger amounts on the dog than the crowd is putting on the favorite.

That is the shape of sharp money. Big accounts bet bigger and less often. When money share and ticket share pull apart, the higher-weight side is where the size is sitting.

The working threshold: a divergence of 15 points or more is worth a second look. Below that, it is normal variation in ticket sizes. Above it, someone with a real bankroll has an opinion, and the book knows it.

One correction before you get attached to this: sharp money is right roughly 58-62% of the time. That is a genuine edge and nowhere near certainty. Four times in ten the size is wrong. Treat the divergence as one input, not a verdict.

The three flags worth acting on

Reverse line movement. The line moves against the ticket majority — 72% of bets on the favorite and the number drifts toward the dog anyway. Books do not do that by accident. They move to a price that reflects respected money, not popular money. RLM plus a large volume-weight gap pointing the same way is the strongest single read in the Report.

Steam alerts. Five or more books move the same market within ten minutes — coordinated repricing, not one shop adjusting inventory. The honest caveat: by the time you see steam, most of the price has usually gone. Steam is best as confirmation of a position you already had, worst as a reason to chase.

Limit movement. When a book raises its maximum on a side, it wants that action. When it cuts limits, it has seen enough. Limit changes are quieter than line changes and they leak the book's own read on who has been betting into it.

From the Report to a position

The Report tells you where money is. It does not tell you whether a price is good. Skipping that second question is how a signal becomes a losing habit. So the loop runs like this:

Read the Report. Scan for volume-weight divergences of 15+ points. Note which of those also carry RLM, steam, or a limit change.
Confirm against a +EV candidate. Check the price you can actually get against the no-vig reference. Flow without a price edge is a story, not a position. If the best number is already through the fair price, you are late — let it go.
Size it. Half-Kelly on the edge you measured, capped at 5% of bankroll on any single bet.
Place it. Through your book of choice. If you use One-Click Betting, Sharp pre-fills the betslip and you confirm it yourself — that confirmation step is the point, not friction to route around.
Log it. Write the price you took into your bet log, then go back for the closing number so the bet carries a CLV.

Sizing, with the arithmetic

Suppose the flow points to the underdog and the best price you can find is +115 (decimal 2.15). Implied probability is 100 / (115 + 100) = 46.5%. Your read, built from the no-vig reference and the flow, puts true probability at 50%.

Expected value per dollar: (0.50 × 1.15) − (0.50 × 1.00) = 0.575 − 0.500 = +7.5%.

Full Kelly is (bp − q) / b, with b = 1.15, p = 0.50, q = 0.50: (0.575 − 0.500) / 1.15 = 6.5% of bankroll. Half-Kelly is 3.3% — roughly $163 on a $5,000 bankroll.

Note what happened. Full Kelly wanted 6.5%, which would have breached the 5% cap. Half-Kelly landed at 3.3% and the cap never bound. That is the usual pattern, and it is why half-Kelly is the default: it keeps you inside the house rule almost automatically, and it survives the fact that your probability estimate is an estimate.

Why the log is not optional

You will not learn whether this works from your win-loss record. A month of results is a coin-flip sample. What you can learn quickly is whether you consistently beat the closing number. Closing line value is the metric that proves the edge is real, and it converges far faster than profit does.

Steady positive CLV means the workflow is working even during a losing stretch. Negative CLV means it is broken even during a winning one.

What the live session adds

A live read of that morning's Report on a real slate, calling divergences out loud before we check what the price says
Two worked sizing examples end to end, including one where the +EV check kills a play that looked great on flow alone
A screen-share of the confirm step — taking a flagged market from the Report into a price check and deciding in under a minute
Open Q&A, usually heaviest on steam: when it is confirmation and when it is already gone

Session status: Replays post to this page. The next live date is announced in Discord and in the Sharp Report.