NOSTRADAMUS · Position Analytics Engine
SIMULATOR Tunisia
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A live, interactive instrument for dissecting a single binary position. Sweep the inputs and watch every indicator recompute — payoff geometry, Kelly growth, Bayesian posterior, KL divergence, cost waterfall, Monte-Carlo equity fan, forecast calibration. Companion to the live /feed/hl-pred-tunisia-446 page.
▲ YES EDGE · +0.007 · f★ 0.9% · deploy 0.4% · net -0.01pp
§1 · Position economics
YES · Expected P/L per share +0.0074@ model P(YES) = 0.150
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 0.87% · g(f★) = 0.022%deploy 0.43% · g = 0.017%
g(f)f★ optimumdeployed fgrowth zone
Underbet leaves growth on the table; overbet destroys capital. The interior maximum is f★.
§2 · The trade ticket
YES @ 0.142 · EV +$6stake $108 · 0.43% of bankroll
Deployed stakestake
$108
0.43% of bankroll
Sharesunits
760
each pays $1 if YES
Max payoutwin
$760
gross, if win
Max profitwin
+$652
net of cost
Max losslose
-$108
binary settles to $0
Payout multiple×
×7.02
$1 → $7.02
Risk:RewardR:R
6.02 : 1
win $6.02 per $1
Expected P/LE[P/L]
+$6
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 15.0% | +$652 | +$98 |
| Resolves against (lose) | 85.0% | -$108 | -$92 |
| Expected value | 100.0% | — | +$6 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +0.7 pprelative edge +5.2%
Required win ratebreak-even
14.2%
price = implied probability
Model win rateP(win)
15.0%
what you forecast
Cushionedge
+0.7 pp
margin of safety
Fair pricemodel
0.150
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
14.2%
= price
Decimal oddsEU
7.025
total return per $1
AmericanUS
+602
$100 wins $602
FractionalUK
6.02 / 1
profit per $1 risked
Profit per $100stake
+$602.47
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 91% · APY 142%ROI 5.2% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+5.2%
APR (simple)scaled
+91%
ROI × 365/days
APY (compounded)if redeployed
+142%
(1+ROI)^(365/d) − 1
Daily expectedper day
+0.24%
geometric, per day held
Capital turns/yrvelocity
×17.4
how often this slot recycles
simple APRcompounded APYyour horizon
Rank positions by APR, not raw ROI. A thin edge tomorrow beats a fat edge next year.
§5 · Costs & net edge
Net edge -0.01 pperosion 101% · break-even w/ fees 15.0%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$217
0.87% · g = 0.022%
Half Kelly½ f★
$108
0.43% · g = 0.017%
Quarter Kelly¼ f★
$54
0.22% · g = 0.010%
Flat 1%1%
$250
1.00% · g = 0.022%
Flat 2%2%
$500
2.00% · g = -0.014%
Flat 5%5%
$1,250
5.00% · g = -0.417%
Recommended¼ f★
$54
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.590 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.609 bit
Δ +0.019 bit vs market
Surprise · YES−log₂ p
2.81 bit
self-information
Surprise · NO−log₂(1−p)
0.22 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
NOISE · D_KL(q ‖ p) = 0.0002 nat (0.0003 bit)belief ≈ market — stand down
YES contributionNO contributionbelief ‖ marketnoise
Zero KL ⇒ you know nothing the crowd doesn't.
§8 · Bayesian inference
MARKET PRICE INSIDE 95% CIposterior μ 0.150 · CI [0.05, 0.28] · κ 34.4
Posterior meanE[θ]
0.150
Beta(5.1, 29.2)
95% credible intervalHDI
[0.05, 0.28]
price INSIDE → weak edge
Concentrationκ
34.4
pseudo-obs behind belief
Disagreementvs crowd
+0.7 pp
posterior − price
market prior (dashed)model posterior95% credible bandmarket price
When the market price falls outside the 95% credible interval, your disagreement is statistically meaningful.
§9 · Tail risk · Monte-Carlo (mode A · single position to resolution)
E[P/L] -1.7% · P(YES) 14.0% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
-1.65%
P(YES) empiricalq
14.0%
Best pathmax
+602.5%
Worst pathmin
-100.0%
VaR 95%5%
100.0%
CVaR 95%ES
100.0%
median path25/75 + 5/95 bandsentry pricemodel q
Logit-space mean-reverting walk + terminal flip with probability q. Answers: 'what happens to THIS one position'. Distinct from the repeated-edge fan below.
§9b · Tail risk · Monte-Carlo (mode B · repeated independent edges)
Median CAGR/bet -0.01% · ruin rate 0.0%400 paths × 120 bets · f deploy 0.50%
Sharpe / betμ/σ
0.017
μ 0.02% · σ 1.2%
Sortino / betμ/σ↓
0.043
downside-only denominator
VaR 95%5%
-0.5%
per-bet worst-case
CVaR 95%ES
-0.5%
mean tail loss
Max drawdownMDD
-3.8%
Calmar -0.00
Ruin rate≤50%
0.0%
P(equity ever ≤ 50%)
median25/75 band5/95 bandruin line
Answers a different question: 'if I could find this exact edge forever, what is the bankroll trajectory'. Compounds 120 sequential resolutions which is NOT what happens to a single position.
§10 · Base-rate & macro context
ANCHORED · supported by convictionanchor gap -37.0pp · crowd gap -37.8pp
Anchor gapmodel − base
-37.0 pp
Crowd gapprice − base
-37.8 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 22.7% · AUC 0.780out-of-sample BSS (5-fold) 22.8% ± 3.3% · Brier 0.1931 · log-loss 0.5769 · n 1600✓ n = 1600
BrierBS
0.1931
lower = better · ō 0.49
BSSvs base
22.7%
improvement over base rate
ReliabilityREL
0.0030
miscalibration · want ↓
ResolutionRES
0.0593
decisiveness · want ↑
Log lossLL
0.5769
cross-entropy
AUCROC
0.780
0.5 coin · 1.0 oracle
calibration curveROCUNC (irreducible)RES (skill, ↑)REL (miscalib, ↓)
Computed on a seeded synthetic forecast ledger. Reseed (⟳) to redraw.
§12 · Journal vitals (synthetic ledger)
PROFITABLE · PF 1.24 · expectancy +0.110R180 trades · win 53.9% · Sharpe 0.091
Total P/Lnet
+$4,940
on $45,000 cycled
Win ratehit %
53.9%
97 W / 83 L
Profit factorPF
1.24
$ won / $ lost
Expectancyper trade
+$27.44
avg $ per position
R-expectancyper risk
+0.110R
in units of risk taken
Avg win / losspayoff
$264.84 / -$250.00
ratio 1.06 : 1
Sharpe / traderisk-adj
0.091
μR / σR
Closing line valueCLV
+2.91 pp
avg edge vs close
cumulative P/Lprofitable zonered zonesynthetic · seeded from asset
The scorecard every trader checks. Synthetic ledger seeded from the asset slug — recomputes against your real fill history once wired.