NOSTRADAMUS · Position Analytics Engine
SIMULATOR Bitcoin Up or Down on June 20?
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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-20-2026 page.
▲ YES EDGE · +0.046 · f★ 29.8% · deploy 14.9% · net 3.87pp
§1 · Position economics
YES · Expected P/L per share +0.0462@ model P(YES) = 0.891
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 29.81% · g(f★) = 0.893%deploy 14.90% · g = 0.648%
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 @ 0.845 · EV +$204stake $3,726 · 14.90% of bankroll
Deployed stakestake
$3,726
14.90% of bankroll
Sharesunits
4,409
each pays $1 if YES
Max payoutwin
$4,409
gross, if win
Max profitwin
+$683
net of cost
Max losslose
-$3,726
binary settles to $0
Payout multiple×
×1.18
$1 → $1.18
Risk:RewardR:R
0.18 : 1
win $0.18 per $1
Expected P/LE[P/L]
+$204
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 89.1% | +$683 | +$609 |
| Resolves against (lose) | 10.9% | -$3,726 | -$405 |
| Expected value | 100.0% | — | +$204 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +4.6 pprelative edge +5.5%
Required win ratebreak-even
84.5%
price = implied probability
Model win rateP(win)
89.1%
what you forecast
Cushionedge
+4.6 pp
margin of safety
Fair pricemodel
0.891
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
84.5%
= price
Decimal oddsEU
1.183
total return per $1
AmericanUS
-545
risk $545 to win $100
FractionalUK
0.18 / 1
profit per $1 risked
Profit per $100stake
+$18.34
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 95% · APY 152%ROI 5.5% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+5.5%
APR (simple)scaled
+95%
ROI × 365/days
APY (compounded)if redeployed
+152%
(1+ROI)^(365/d) − 1
Daily expectedper day
+0.25%
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 +3.87 pperosion 16% · break-even w/ fees 85.2%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$7,451
29.81% · g = 0.893%
Half Kelly½ f★
$3,726
14.90% · g = 0.648%
Quarter Kelly¼ f★
$1,863
7.45% · g = 0.367%
Flat 1%1%
$250
1.00% · g = 0.054%
Flat 2%2%
$500
2.00% · g = 0.107%
Flat 5%5%
$1,250
5.00% · g = 0.256%
Recommended¼ f★
$1,863
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.622 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.496 bit
Δ -0.126 bit vs market
Surprise · YES−log₂ p
0.24 bit
self-information
Surprise · NO−log₂(1−p)
2.69 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
NOISE · D_KL(q ‖ p) = 0.0089 nat (0.0129 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 0.891 · CI [0.75, 0.98] · κ 25.9
Posterior meanE[θ]
0.891
Beta(23.1, 2.8)
95% credible intervalHDI
[0.75, 0.98]
price INSIDE → weak edge
Concentrationκ
25.9
pseudo-obs behind belief
Disagreementvs crowd
+4.6 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] +4.7% · P(YES) 88.5% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+4.73%
P(YES) empiricalq
88.5%
Best pathmax
+18.3%
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 0.66% · ruin rate 8.8%400 paths × 120 bets · f deploy 14.90%
Sharpe / betμ/σ
0.146
μ 0.80% · σ 5.5%
Sortino / betμ/σ↓
0.054
downside-only denominator
VaR 95%5%
-14.9%
per-bet worst-case
CVaR 95%ES
-14.9%
mean tail loss
Max drawdownMDD
-14.9%
Calmar 0.04
Ruin rate≤50%
8.8%
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 +42.7pp · crowd gap +38.1pp
Anchor gapmodel − base
+42.7 pp
Crowd gapprice − base
+38.1 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 16.4% · AUC 0.748out-of-sample BSS (5-fold) 16.4% ± 0.7% · Brier 0.2091 · log-loss 0.6236 · n 1600✓ n = 1600
BrierBS
0.2091
lower = better · ō 0.50
BSSvs base
16.4%
improvement over base rate
ReliabilityREL
0.0071
miscalibration · want ↓
ResolutionRES
0.0482
decisiveness · want ↑
Log lossLL
0.6236
cross-entropy
AUCROC
0.748
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 1.34 · expectancy +0.146R180 trades · win 57.2% · Sharpe 0.131
Total P/Lnet
+$6,576
on $45,000 cycled
Win ratehit %
57.2%
103 W / 77 L
Profit factorPF
1.34
$ won / $ lost
Expectancyper trade
+$36.53
avg $ per position
R-expectancyper risk
+0.146R
in units of risk taken
Avg win / losspayoff
$250.74 / -$250.00
ratio 1.00 : 1
Sharpe / traderisk-adj
0.131
μR / σR
Closing line valueCLV
+3.11 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.