NOSTRADAMUS · Position Analytics Engine
SIMULATOR Bitcoin Up or Down on June 15?
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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/pm-bitcoin-up-or-down-on-june-15-2026 page.
▲ YES EDGE · +0.021 · f★ 32.1% · deploy 16.1% · net 1.34pp
§1 · Position economics
YES · Expected P/L per share +0.0209@ model P(YES) = 0.956
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 32.13% · g(f★) = 0.402%deploy 16.07% · g = 0.289%
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 @ 0.935 · EV +$90stake $4,016 · 16.07% of bankroll
Deployed stakestake
$4,016
16.07% of bankroll
Sharesunits
4,296
each pays $1 if YES
Max payoutwin
$4,296
gross, if win
Max profitwin
+$279
net of cost
Max losslose
-$4,016
binary settles to $0
Payout multiple×
×1.07
$1 → $1.07
Risk:RewardR:R
0.07 : 1
win $0.07 per $1
Expected P/LE[P/L]
+$90
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 95.6% | +$279 | +$267 |
| Resolves against (lose) | 4.4% | -$4,016 | -$177 |
| Expected value | 100.0% | — | +$90 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +2.1 pprelative edge +2.2%
Required win ratebreak-even
93.5%
price = implied probability
Model win rateP(win)
95.6%
what you forecast
Cushionedge
+2.1 pp
margin of safety
Fair pricemodel
0.956
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
93.5%
= price
Decimal oddsEU
1.070
total return per $1
AmericanUS
-1438
risk $1438 to win $100
FractionalUK
0.07 / 1
profit per $1 risked
Profit per $100stake
+$6.95
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 39% · APY 47%ROI 2.2% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+2.2%
APR (simple)scaled
+39%
ROI × 365/days
APY (compounded)if redeployed
+47%
(1+ROI)^(365/d) − 1
Daily expectedper day
+0.11%
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 +1.34 pperosion 36% · break-even w/ fees 94.3%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$8,033
32.13% · g = 0.402%
Half Kelly½ f★
$4,016
16.07% · g = 0.289%
Quarter Kelly¼ f★
$2,008
8.03% · g = 0.163%
Flat 1%1%
$250
1.00% · g = 0.022%
Flat 2%2%
$500
2.00% · g = 0.044%
Flat 5%5%
$1,250
5.00% · g = 0.105%
Recommended¼ f★
$2,008
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.347 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.261 bit
Δ -0.086 bit vs market
Surprise · YES−log₂ p
0.10 bit
self-information
Surprise · NO−log₂(1−p)
3.94 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
NOISE · D_KL(q ‖ p) = 0.0040 nat (0.0058 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 0.956 · CI [0.78, 1.00] · κ 10.7
Posterior meanE[θ]
0.956
Beta(10.2, 0.5)
95% credible intervalHDI
[0.78, 1.00]
price INSIDE → weak edge
Concentrationκ
10.7
pseudo-obs behind belief
Disagreementvs crowd
+2.1 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] +2.4% · P(YES) 95.8% · VaR₉₅ -7.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+2.41%
P(YES) empiricalq
95.8%
Best pathmax
+7.0%
Worst pathmin
-100.0%
VaR 95%5%
-7.0%
CVaR 95%ES
79.6%
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 0.18% · ruin rate 9.0%400 paths × 120 bets · f deploy 16.07%
Sharpe / betμ/σ
0.047
μ 0.18% · σ 3.9%
Sortino / betμ/σ↓
0.011
downside-only denominator
VaR 95%5%
-16.1%
per-bet worst-case
CVaR 95%ES
-16.1%
mean tail loss
Max drawdownMDD
-16.8%
Calmar 0.01
Ruin rate≤50%
9.0%
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 +41.8pp · crowd gap +39.7pp
Anchor gapmodel − base
+41.8 pp
Crowd gapprice − base
+39.7 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 21.7% · AUC 0.775out-of-sample BSS (5-fold) 21.7% ± 2.7% · Brier 0.1956 · log-loss 0.5870 · n 1600✓ n = 1600
BrierBS
0.1956
lower = better · ō 0.51
BSSvs base
21.7%
improvement over base rate
ReliabilityREL
0.0037
miscalibration · want ↓
ResolutionRES
0.0570
decisiveness · want ↑
Log lossLL
0.5870
cross-entropy
AUCROC
0.775
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 1.00 · expectancy -0.001R180 trades · win 52.8% · Sharpe -0.001
Total P/Lnet
-$45
on $45,000 cycled
Win ratehit %
52.8%
95 W / 85 L
Profit factorPF
1.00
$ won / $ lost
Expectancyper trade
-$0.25
avg $ per position
R-expectancyper risk
-0.001R
in units of risk taken
Avg win / losspayoff
$223.22 / -$250.00
ratio 0.89 : 1
Sharpe / traderisk-adj
-0.001
μR / σR
Closing line valueCLV
+2.80 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.