NOSTRADAMUS · Position Analytics Engine
SIMULATOR Will Elon Musk post 80-99 tweets from June 12 to June 19, 2026?
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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-elon-musk-of-tweets-june-12-june-19-80-99 page.
▲ YES EDGE · +0.036 · f★ 3.7% · deploy 1.8% · net 2.84pp
§1 · Position economics
YES · Expected P/L per share +0.0359@ model P(YES) = 0.063
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 3.69% · g(f★) = 1.772%deploy 1.85% · g = 1.440%
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 @ 0.028 · EV +$602stake $461 · 1.85% of bankroll
Deployed stakestake
$461
1.85% of bankroll
Sharesunits
16,775
each pays $1 if YES
Max payoutwin
$16,775
gross, if win
Max profitwin
+$16,314
net of cost
Max losslose
-$461
binary settles to $0
Payout multiple×
×36.36
$1 → $36.36
Risk:RewardR:R
35.36 : 1
win $35.36 per $1
Expected P/LE[P/L]
+$602
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 6.3% | +$16,314 | +$1,034 |
| Resolves against (lose) | 93.7% | -$461 | -$432 |
| Expected value | 100.0% | — | +$602 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +3.6 pprelative edge +130.5%
Required win ratebreak-even
2.8%
price = implied probability
Model win rateP(win)
6.3%
what you forecast
Cushionedge
+3.6 pp
margin of safety
Fair pricemodel
0.063
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
2.8%
= price
Decimal oddsEU
36.364
total return per $1
AmericanUS
+3536
$100 wins $3536
FractionalUK
35.36 / 1
profit per $1 risked
Profit per $100stake
+$3536.36
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 2268% · APY 201337924%ROI 130.5% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+130.5%
APR (simple)scaled
+2268%
ROI × 365/days
APY (compounded)if redeployed
+201337924%
(1+ROI)^(365/d) − 1
Daily expectedper day
+4.06%
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 +2.84 pperosion 21% · break-even w/ fees 3.5%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$923
3.69% · g = 1.772%
Half Kelly½ f★
$461
1.85% · g = 1.440%
Quarter Kelly¼ f★
$231
0.92% · g = 0.922%
Flat 1%1%
$250
1.00% · g = 0.978%
Flat 2%2%
$500
2.00% · g = 1.499%
Flat 5%5%
$1,250
5.00% · g = 1.650%
Recommended¼ f★
$231
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.182 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.341 bit
Δ +0.159 bit vs market
Surprise · YES−log₂ p
5.18 bit
self-information
Surprise · NO−log₂(1−p)
0.04 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
NOISE · D_KL(q ‖ p) = 0.0177 nat (0.0256 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 0.063 · CI [0.00, 0.22] · κ 15.5
Posterior meanE[θ]
0.063
Beta(1.0, 14.5)
95% credible intervalHDI
[0.00, 0.22]
price INSIDE → weak edge
Concentrationκ
15.5
pseudo-obs behind belief
Disagreementvs crowd
+3.6 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] +72.7% · P(YES) 4.8% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+72.73%
P(YES) empiricalq
4.8%
Best pathmax
+3536.4%
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 1.62% · ruin rate 11.3%400 paths × 120 bets · f deploy 1.85%
Sharpe / betμ/σ
0.164
μ 2.79% · σ 17.0%
Sortino / betμ/σ↓
1.514
downside-only denominator
VaR 95%5%
-1.8%
per-bet worst-case
CVaR 95%ES
-1.8%
mean tail loss
Max drawdownMDD
-23.0%
Calmar 0.07
Ruin rate≤50%
11.3%
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 -36.0pp · crowd gap -39.5pp
Anchor gapmodel − base
-36.0 pp
Crowd gapprice − base
-39.5 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 19.0% · AUC 0.761out-of-sample BSS (5-fold) 19.2% ± 2.1% · Brier 0.2023 · log-loss 0.6113 · n 1600✓ n = 1600
BrierBS
0.2023
lower = better · ō 0.51
BSSvs base
19.0%
improvement over base rate
ReliabilityREL
0.0051
miscalibration · want ↓
ResolutionRES
0.0521
decisiveness · want ↑
Log lossLL
0.6113
cross-entropy
AUCROC
0.761
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 1.14 · expectancy +0.067R180 trades · win 52.2% · Sharpe 0.058
Total P/Lnet
+$2,996
on $45,000 cycled
Win ratehit %
52.2%
94 W / 86 L
Profit factorPF
1.14
$ won / $ lost
Expectancyper trade
+$16.64
avg $ per position
R-expectancyper risk
+0.067R
in units of risk taken
Avg win / losspayoff
$260.59 / -$250.00
ratio 1.04 : 1
Sharpe / traderisk-adj
0.058
μR / σR
Closing line valueCLV
+3.08 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.