NOSTRADAMUS · Position Analytics Engine
SIMULATOR Exact Score: Netherlands 3 - 3 Sweden?
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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-fifwc-nld-swe-2026-06-20-exact-score-3-3 page.
▲ YES EDGE · +0.024 · f★ 2.5% · deploy 1.3% · net 1.69pp
§1 · Position economics
YES · Expected P/L per share +0.0244@ model P(YES) = 0.047
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 2.50% · g(f★) = 1.039%deploy 1.25% · g = 0.837%
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 @ 0.022 · EV +$340stake $313 · 1.25% of bankroll
Deployed stakestake
$313
1.25% of bankroll
Sharesunits
13,891
each pays $1 if YES
Max payoutwin
$13,891
gross, if win
Max profitwin
+$13,578
net of cost
Max losslose
-$313
binary settles to $0
Payout multiple×
×44.44
$1 → $44.44
Risk:RewardR:R
43.44 : 1
win $43.44 per $1
Expected P/LE[P/L]
+$340
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 4.7% | +$13,578 | +$637 |
| Resolves against (lose) | 95.3% | -$313 | -$298 |
| Expected value | 100.0% | — | +$340 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +2.4 pprelative edge +108.6%
Required win ratebreak-even
2.3%
price = implied probability
Model win rateP(win)
4.7%
what you forecast
Cushionedge
+2.4 pp
margin of safety
Fair pricemodel
0.047
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
2.3%
= price
Decimal oddsEU
44.444
total return per $1
AmericanUS
+4344
$100 wins $4344
FractionalUK
43.44 / 1
profit per $1 risked
Profit per $100stake
+$4344.44
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 1888% · APY 35560747%ROI 108.6% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+108.6%
APR (simple)scaled
+1888%
ROI × 365/days
APY (compounded)if redeployed
+35560747%
(1+ROI)^(365/d) − 1
Daily expectedper day
+3.56%
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 +1.69 pperosion 31% · break-even w/ fees 3.0%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$625
2.50% · g = 1.039%
Half Kelly½ f★
$313
1.25% · g = 0.837%
Quarter Kelly¼ f★
$156
0.63% · g = 0.530%
Flat 1%1%
$250
1.00% · g = 0.736%
Flat 2%2%
$500
2.00% · g = 1.010%
Flat 5%5%
$1,250
5.00% · g = 0.530%
Recommended¼ f★
$156
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.155 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.273 bit
Δ +0.118 bit vs market
Surprise · YES−log₂ p
5.47 bit
self-information
Surprise · NO−log₂(1−p)
0.03 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
NOISE · D_KL(q ‖ p) = 0.0104 nat (0.0150 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 0.047 · CI [0.00, 0.22] · κ 11.4
Posterior meanE[θ]
0.047
Beta(0.5, 10.9)
95% credible intervalHDI
[0.00, 0.22]
price INSIDE → weak edge
Concentrationκ
11.4
pseudo-obs behind belief
Disagreementvs crowd
+2.4 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] +88.9% · P(YES) 4.3% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+88.89%
P(YES) empiricalq
4.3%
Best pathmax
+4344.4%
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 1.36% · ruin rate 7.0%400 paths × 120 bets · f deploy 1.25%
Sharpe / betμ/σ
0.147
μ 1.88% · σ 12.8%
Sortino / betμ/σ↓
1.501
downside-only denominator
VaR 95%5%
-1.3%
per-bet worst-case
CVaR 95%ES
-1.3%
mean tail loss
Max drawdownMDD
-20.3%
Calmar 0.07
Ruin rate≤50%
7.0%
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 -43.1pp · crowd gap -45.5pp
Anchor gapmodel − base
-43.1 pp
Crowd gapprice − base
-45.5 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 20.8% · AUC 0.769out-of-sample BSS (5-fold) 20.8% ± 1.2% · Brier 0.1981 · log-loss 0.5916 · n 1600✓ n = 1600
BrierBS
0.1981
lower = better · ō 0.50
BSSvs base
20.8%
improvement over base rate
ReliabilityREL
0.0031
miscalibration · want ↓
ResolutionRES
0.0549
decisiveness · want ↑
Log lossLL
0.5916
cross-entropy
AUCROC
0.769
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 1.07 · expectancy +0.035R180 trades · win 52.8% · Sharpe 0.032
Total P/Lnet
+$1,576
on $45,000 cycled
Win ratehit %
52.8%
95 W / 85 L
Profit factorPF
1.07
$ won / $ lost
Expectancyper trade
+$8.76
avg $ per position
R-expectancyper risk
+0.035R
in units of risk taken
Avg win / losspayoff
$240.28 / -$250.00
ratio 0.96 : 1
Sharpe / traderisk-adj
0.032
μR / σR
Closing line valueCLV
+2.44 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.