External structural oracle for football prediction markets - pricing layer proposal

[Rodzzinho]

Saw the V3 updates on Reservation Price force-updating toward oracle prices every 400ms to combat structural decay during high volatility.

I've built something that addresses the same problem from the input side. A structural model that identifies when football lines are mispriced before the market corrects.

Current oracles price football off historical xG and market consensus. Problem is, xG misses how teams actually move the ball through defensive structures. When structural metrics diverge from market price, you get stale lines that sharp bettors exploit before AMMs can adjust.

What I have:

Pre-match structural signals measuring defensive penetration and pressure absorption
77% accuracy on high-conviction picks this season
Timestamped audits showing divergence between my model and market price pre-settlement
Example:
Villa vs Brentford - market had Brentford at 28% (3.60). My structural model flagged them higher. Schade got sent off (standard models drop them to <10%). They won 1-0 with 10 men.

If Drift is expanding into prediction markets or equity perps with sports exposure, this is a layer that could sit upstream of your pricing feed - flagging where the line should move before it does.

Happy to share the audit or jump on a call.

Rodney
hello@rsrodai.org