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Performance literacy · 7 min read

ROI, yield and hit rate are not the same result

Three familiar numbers can describe very different systems. Here is how price, sample size and a complete ledger change their meaning.

01

Hit rate ignores the price paid

Hit rate is wins divided by settled decisions. Winning 70% sounds stronger than winning 55%, but it says nothing about whether the average price was 1.20 or 2.10.

A high hit rate can lose money when prices are too short. A lower hit rate can be profitable at longer prices. That arithmetic is why probability and price cannot be separated.

02

ROI needs a declared denominator

For a flat one-unit ledger, ROI is net unit profit divided by total units staked. Some products use yield for the same concept; others use ROI against starting bankroll. A serious report states the exact formula rather than relying on the label.

Void and withdrawn decisions need explicit treatment. Excluding losses, stale-price failures or unavailable selections after the fact turns a clean-looking metric into selection bias.

03

Small samples produce loud numbers

A few long-priced wins can dominate early ROI. Publish settled count, average odds, drawdown, probability calibration and closing-price coverage beside the headline number.

  • Use one immutable ledger.
  • Show the staking assumption.
  • Do not annualise a short sample.
  • Separate research and verified cohorts.
  • Retain corrections and withdrawals.
S

Sources

Direct links are preserved so the editorial reasoning can be checked independently.

  1. The evidence protocolFORM/PRICE · internal · accessed 31 Aug 2026
  2. Probabilistic Forecasts, Calibration and SharpnessJournal of the Royal Statistical Society: Series B · research · accessed 31 Aug 2026