CLV Calculator
Closing line value compares the returns you took to the returns at market close — the single best predictor of long-term edge.
Positive CLV — you beat the close.
Track this automatically on your real positions
This runs one number, once. Yoseri applies the same math to every position you take — sizing, CLV and ROI computed for you, live on your dashboard. Free to start, no card.
The method.
What it does
CLV = (returns taken ÷ closing returns − 1). Positive CLV means you locked in a better price than the efficient closing market — the clearest sign you're beating the broker.
Why it beats win rate
Win rate is noisy over hundreds of positions. CLV is observable on every single position, immediately, regardless of whether that position won or lost.
What good looks like
Consistently positive CLV — even +1% to +3% on average — compounds into real profit. Negative CLV means you're paying the market a premium, even when you win.
- D_taken— decimal returns you locked in
- D_close— decimal returns at market close
Positive CLV means you beat the closing market — the earliest, sharpest evidence of a real edge, long before win rate proves it.
You took 2.10; the market closed at 1.95.
- 1.Ratio = 2.10 / 1.95 = 1.077
- 2.CLV% = (1.077 − 1) × 100
- Measure against a sharp closing line — a soft broker's close flatters your CLV.
- One position's CLV is noise; the trend over 100+ is the signal.
- Strip the vig from both prices for the cleanest read on true edge.
Educational only — not trading advice. Calculators and simulations are illustrative; past results and simulated outcomes don’t guarantee future returns. Position responsibly.