NOSTRADAMUS · Position Analytics Engine
SIMULATOR Will Ivory Coast win the 2026 Men's World Cup?
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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/kalshi-kxmenworldcup-26-civ page.
▲ YES EDGE · +0.025 · f★ 2.5% · deploy 1.3% · net 1.73pp
§1 · Position economics
YES · Expected P/L per share +0.0248@ model P(YES) = 0.034
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 2.50% · g(f★) = 2.026%deploy 1.25% · g = 1.713%
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 @ 0.009 · EV +$863stake $313 · 1.25% of bankroll
Deployed stakestake
$313
1.25% of bankroll
Sharesunits
34,783
each pays $1 if YES
Max payoutwin
$34,783
gross, if win
Max profitwin
+$34,470
net of cost
Max losslose
-$313
binary settles to $0
Payout multiple×
×111.11
$1 → $111.11
Risk:RewardR:R
110.11 : 1
win $110.11 per $1
Expected P/LE[P/L]
+$863
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 3.4% | +$34,470 | +$1,166 |
| Resolves against (lose) | 96.6% | -$313 | -$302 |
| Expected value | 100.0% | — | +$863 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +2.5 pprelative edge +275.8%
Required win ratebreak-even
0.9%
price = implied probability
Model win rateP(win)
3.4%
what you forecast
Cushionedge
+2.5 pp
margin of safety
Fair pricemodel
0.034
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
0.9%
= price
Decimal oddsEU
111.111
total return per $1
AmericanUS
+11011
$100 wins $11011
FractionalUK
110.11 / 1
profit per $1 risked
Profit per $100stake
+$11011.11
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 4793% · APY 982997322071%ROI 275.8% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+275.8%
APR (simple)scaled
+4793%
ROI × 365/days
APY (compounded)if redeployed
+982997322071%
(1+ROI)^(365/d) − 1
Daily expectedper day
+6.51%
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 +1.73 pperosion 30% · break-even w/ fees 1.7%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$626
2.50% · g = 2.026%
Half Kelly½ f★
$313
1.25% · g = 1.713%
Quarter Kelly¼ f★
$157
0.63% · g = 1.167%
Flat 1%1%
$250
1.00% · g = 1.540%
Flat 2%2%
$500
2.00% · g = 1.984%
Flat 5%5%
$1,250
5.00% · g = 1.377%
Recommended¼ f★
$157
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.074 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.213 bit
Δ +0.139 bit vs market
Surprise · YES−log₂ p
6.80 bit
self-information
Surprise · NO−log₂(1−p)
0.01 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
SIGNAL · D_KL(q ‖ p) = 0.0203 nat (0.0292 bit)exploitable edge present
YES contributionNO contributionbelief ‖ marketsignal
Zero KL ⇒ you know nothing the crowd doesn't.
§8 · Bayesian inference
MARKET PRICE INSIDE 95% CIposterior μ 0.034 · CI [0.00, 0.23] · κ 8.1
Posterior meanE[θ]
0.034
Beta(0.3, 7.8)
95% credible intervalHDI
[0.00, 0.23]
price INSIDE → weak edge
Concentrationκ
8.1
pseudo-obs behind belief
Disagreementvs crowd
+1.4 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] +511.1% · P(YES) 5.5% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+511.11%
P(YES) empiricalq
5.5%
Best pathmax
+11011.1%
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 3.19% · ruin rate 6.8%400 paths × 120 bets · f deploy 1.25%
Sharpe / betμ/σ
0.181
μ 5.38% · σ 29.6%
Sortino / betμ/σ↓
4.296
downside-only denominator
VaR 95%5%
-1.3%
per-bet worst-case
CVaR 95%ES
-1.3%
mean tail loss
Max drawdownMDD
-22.3%
Calmar 0.14
Ruin rate≤50%
6.8%
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 -53.3pp · crowd gap -55.8pp
Anchor gapmodel − base
-53.3 pp
Crowd gapprice − base
-55.8 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 20.9% · AUC 0.771out-of-sample BSS (5-fold) 21.0% ± 1.9% · Brier 0.1976 · log-loss 0.5858 · n 1600✓ n = 1600
BrierBS
0.1976
lower = better · ō 0.51
BSSvs base
20.9%
improvement over base rate
ReliabilityREL
0.0036
miscalibration · want ↓
ResolutionRES
0.0547
decisiveness · want ↑
Log lossLL
0.5858
cross-entropy
AUCROC
0.771
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 1.15 · expectancy +0.074R180 trades · win 50.6% · Sharpe 0.059
Total P/Lnet
+$3,338
on $45,000 cycled
Win ratehit %
50.6%
91 W / 89 L
Profit factorPF
1.15
$ won / $ lost
Expectancyper trade
+$18.54
avg $ per position
R-expectancyper risk
+0.074R
in units of risk taken
Avg win / losspayoff
$281.18 / -$250.00
ratio 1.12 : 1
Sharpe / traderisk-adj
0.059
μR / σR
Closing line valueCLV
+3.43 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.