NOSTRADAMUS · Position Analytics Engine
SIMULATOR US x Iran diplomatic meeting by July 31, 2026?
← Back to live dashboardEmbed cardOG previewTop moversArb
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-us-x-iran-diplomatic-meeting-by-july-31-2026-436-841-384-728-576-249-144-819-328-645-725-579 page.
▲ YES EDGE · +0.013 · f★ 18.8% · deploy 9.4% · net 0.57pp
§1 · Position economics
YES · Expected P/L per share +0.0132@ model P(YES) = 0.943
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 18.79% · g(f★) = 0.141%deploy 9.40% · g = 0.104%
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 @ 0.930 · EV +$33stake $2,349 · 9.40% of bankroll
Deployed stakestake
$2,349
9.40% of bankroll
Sharesunits
2,526
each pays $1 if YES
Max payoutwin
$2,526
gross, if win
Max profitwin
+$177
net of cost
Max losslose
-$2,349
binary settles to $0
Payout multiple×
×1.08
$1 → $1.08
Risk:RewardR:R
0.08 : 1
win $0.08 per $1
Expected P/LE[P/L]
+$33
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 94.3% | +$177 | +$167 |
| Resolves against (lose) | 5.7% | -$2,349 | -$134 |
| Expected value | 100.0% | — | +$33 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +1.3 pprelative edge +1.4%
Required win ratebreak-even
93.0%
price = implied probability
Model win rateP(win)
94.3%
what you forecast
Cushionedge
+1.3 pp
margin of safety
Fair pricemodel
0.943
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
93.0%
= price
Decimal oddsEU
1.075
total return per $1
AmericanUS
-1329
risk $1329 to win $100
FractionalUK
0.08 / 1
profit per $1 risked
Profit per $100stake
+$7.53
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 25% · APY 28%ROI 1.4% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+1.4%
APR (simple)scaled
+25%
ROI × 365/days
APY (compounded)if redeployed
+28%
(1+ROI)^(365/d) − 1
Daily expectedper day
+0.07%
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 +0.57 pperosion 57% · break-even w/ fees 93.8%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$4,699
18.79% · g = 0.141%
Half Kelly½ f★
$2,349
9.40% · g = 0.104%
Quarter Kelly¼ f★
$1,175
4.70% · g = 0.059%
Flat 1%1%
$250
1.00% · g = 0.014%
Flat 2%2%
$500
2.00% · g = 0.027%
Flat 5%5%
$1,250
5.00% · g = 0.063%
Recommended¼ f★
$1,175
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.366 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.315 bit
Δ -0.051 bit vs market
Surprise · YES−log₂ p
0.10 bit
self-information
Surprise · NO−log₂(1−p)
3.84 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
NOISE · D_KL(q ‖ p) = 0.0014 nat (0.0020 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 0.943 · CI [0.78, 1.00] · κ 13.9
Posterior meanE[θ]
0.943
Beta(13.1, 0.8)
95% credible intervalHDI
[0.78, 1.00]
price INSIDE → weak edge
Concentrationκ
13.9
pseudo-obs behind belief
Disagreementvs crowd
+1.3 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] -0.8% · P(YES) 92.3% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
-0.81%
P(YES) empiricalq
92.3%
Best pathmax
+7.5%
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 0.09% · ruin rate 1.8%400 paths × 120 bets · f deploy 9.40%
Sharpe / betμ/σ
0.030
μ 0.07% · σ 2.5%
Sortino / betμ/σ↓
0.008
downside-only denominator
VaR 95%5%
-9.4%
per-bet worst-case
CVaR 95%ES
-9.4%
mean tail loss
Max drawdownMDD
-10.0%
Calmar 0.01
Ruin rate≤50%
1.8%
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 +50.0pp · crowd gap +48.7pp
Anchor gapmodel − base
+50.0 pp
Crowd gapprice − base
+48.7 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 19.1% · AUC 0.763out-of-sample BSS (5-fold) 19.3% ± 2.1% · Brier 0.2022 · log-loss 0.6033 · n 1600✓ n = 1600
BrierBS
0.2022
lower = better · ō 0.50
BSSvs base
19.1%
improvement over base rate
ReliabilityREL
0.0047
miscalibration · want ↓
ResolutionRES
0.0528
decisiveness · want ↑
Log lossLL
0.6033
cross-entropy
AUCROC
0.763
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 +0.155R180 trades · win 53.9% · Sharpe 0.111
Total P/Lnet
+$6,967
on $45,000 cycled
Win ratehit %
53.9%
97 W / 83 L
Profit factorPF
1.34
$ won / $ lost
Expectancyper trade
+$38.71
avg $ per position
R-expectancyper risk
+0.155R
in units of risk taken
Avg win / losspayoff
$285.74 / -$250.00
ratio 1.14 : 1
Sharpe / traderisk-adj
0.111
μR / σR
Closing line valueCLV
+2.49 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.