NOSTRADAMUS · Position Analytics Engine
SIMULATOR Will the Portugal 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-pt page.
▲ YES EDGE · +0.010 · f★ 1.1% · deploy 0.6% · net 0.23pp
§1 · Position economics
YES · Expected P/L per share +0.0098@ model P(YES) = 0.123
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 1.10% · g(f★) = 0.047%deploy 0.55% · g = 0.035%
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 @ 0.113 · EV +$12stake $138 · 0.55% of bankroll
Deployed stakestake
$138
0.55% of bankroll
Sharesunits
1,221
each pays $1 if YES
Max payoutwin
$1,221
gross, if win
Max profitwin
+$1,083
net of cost
Max losslose
-$138
binary settles to $0
Payout multiple×
×8.85
$1 → $8.85
Risk:RewardR:R
7.85 : 1
win $7.85 per $1
Expected P/LE[P/L]
+$12
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 12.3% | +$1,083 | +$133 |
| Resolves against (lose) | 87.7% | -$138 | -$121 |
| Expected value | 100.0% | — | +$12 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +1.0 pprelative edge +8.7%
Required win ratebreak-even
11.3%
price = implied probability
Model win rateP(win)
12.3%
what you forecast
Cushionedge
+1.0 pp
margin of safety
Fair pricemodel
0.123
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
11.3%
= price
Decimal oddsEU
8.850
total return per $1
AmericanUS
+785
$100 wins $785
FractionalUK
7.85 / 1
profit per $1 risked
Profit per $100stake
+$784.96
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 151% · APY 324%ROI 8.7% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+8.7%
APR (simple)scaled
+151%
ROI × 365/days
APY (compounded)if redeployed
+324%
(1+ROI)^(365/d) − 1
Daily expectedper day
+0.40%
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 +0.23 pperosion 77% · break-even w/ fees 12.0%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$276
1.10% · g = 0.047%
Half Kelly½ f★
$138
0.55% · g = 0.035%
Quarter Kelly¼ f★
$69
0.28% · g = 0.021%
Flat 1%1%
$250
1.00% · g = 0.046%
Flat 2%2%
$500
2.00% · g = 0.018%
Flat 5%5%
$1,250
5.00% · g = -0.434%
Recommended¼ f★
$69
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.509 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.537 bit
Δ +0.028 bit vs market
Surprise · YES−log₂ p
3.15 bit
self-information
Surprise · NO−log₂(1−p)
0.17 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
NOISE · D_KL(q ‖ p) = 0.0005 nat (0.0007 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 0.123 · CI [0.03, 0.26] · κ 28.9
Posterior meanE[θ]
0.123
Beta(3.6, 25.4)
95% credible intervalHDI
[0.03, 0.26]
price INSIDE → weak edge
Concentrationκ
28.9
pseudo-obs behind belief
Disagreementvs crowd
+1.0 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] -4.9% · P(YES) 10.8% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
-4.87%
P(YES) empiricalq
10.8%
Best pathmax
+785.0%
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 0.05% · ruin rate 0.0%400 paths × 120 bets · f deploy 0.55%
Sharpe / betμ/σ
0.040
μ 0.06% · σ 1.6%
Sortino / betμ/σ↓
0.117
downside-only denominator
VaR 95%5%
-0.6%
per-bet worst-case
CVaR 95%ES
-0.6%
mean tail loss
Max drawdownMDD
-4.3%
Calmar 0.01
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 -36.2pp · crowd gap -37.2pp
Anchor gapmodel − base
-36.2 pp
Crowd gapprice − base
-37.2 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 12.6% · AUC 0.729out-of-sample BSS (5-fold) 12.7% ± 3.7% · Brier 0.2181 · log-loss 0.6523 · n 1600✓ n = 1600
BrierBS
0.2181
lower = better · ō 0.48
BSSvs base
12.6%
improvement over base rate
ReliabilityREL
0.0089
miscalibration · want ↓
ResolutionRES
0.0410
decisiveness · want ↑
Log lossLL
0.6523
cross-entropy
AUCROC
0.729
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)
BLEEDING · PF 0.96 · expectancy -0.020R180 trades · win 51.1% · Sharpe -0.018
Total P/Lnet
-$881
on $45,000 cycled
Win ratehit %
51.1%
92 W / 88 L
Profit factorPF
0.96
$ won / $ lost
Expectancyper trade
-$4.89
avg $ per position
R-expectancyper risk
-0.020R
in units of risk taken
Avg win / losspayoff
$229.55 / -$250.00
ratio 0.92 : 1
Sharpe / traderisk-adj
-0.018
μR / σR
Closing line valueCLV
+2.84 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.