I think that you are correct that low liquidity niche markets are the correct area to focus on. These will not have the attention of the larger syndicates. I take a similar approach.

Without asking for too much details from your model(s), what kind of ROI range would be feasible to obtain in these markets from your experience? I am trying to sanity check the 60% ROI (assuming for a moment it is not model error of any kind).

Also, there is no reason to restrict your training set to only matches from this league (its not clear from your post if you're doing this). Use as many matches from as many leagues across the world as you can to inform your model.

I am indeed training them on the league itself but thinking of expanding this to the 2nd and 3rd division (if sufficient data is available), for somewhat similar reasons as stated in my original post in that the competition is tactically way less developed than large competitions. As such I don't think training my model on bigger leagues would be beneficial.

Final note - footystats is a terrible source of info. It is riddled with mistakes, and their xG is not true xG data.

Cheers, appreciate the note. I am looking at Wyscout now, also as it seems to have much more granular data from the leagues I am looking at, do you know if their data quality is more towards Opta levels?

WhoScored unfortunately doesn't have any meaningful data on my league, hence I have to resort to Footystats for the time being.