NOSTRADAMUS · Position Analytics Engine
SIMULATOR US x Iran diplomatic meeting by 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-us-x-iran-diplomatic-meeting-by-june-19-2026 page.
▲ YES EDGE · +0.051 · f★ 16.3% · deploy 8.2% · net 4.40pp
§1 · Position economics
YES · Expected P/L per share +0.0515@ model P(YES) = 0.736
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 16.34% · g(f★) = 0.634%deploy 8.17% · g = 0.470%
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 @ 0.685 · EV +$154stake $2,043 · 8.17% of bankroll
Deployed stakestake
$2,043
8.17% of bankroll
Sharesunits
2,982
each pays $1 if YES
Max payoutwin
$2,982
gross, if win
Max profitwin
+$939
net of cost
Max losslose
-$2,043
binary settles to $0
Payout multiple×
×1.46
$1 → $1.46
Risk:RewardR:R
0.46 : 1
win $0.46 per $1
Expected P/LE[P/L]
+$154
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 73.6% | +$939 | +$692 |
| Resolves against (lose) | 26.4% | -$2,043 | -$538 |
| Expected value | 100.0% | — | +$154 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +5.1 pprelative edge +7.5%
Required win ratebreak-even
68.5%
price = implied probability
Model win rateP(win)
73.6%
what you forecast
Cushionedge
+5.1 pp
margin of safety
Fair pricemodel
0.736
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
68.5%
= price
Decimal oddsEU
1.460
total return per $1
AmericanUS
-217
risk $217 to win $100
FractionalUK
0.46 / 1
profit per $1 risked
Profit per $100stake
+$45.99
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 131% · APY 252%ROI 7.5% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+7.5%
APR (simple)scaled
+131%
ROI × 365/days
APY (compounded)if redeployed
+252%
(1+ROI)^(365/d) − 1
Daily expectedper day
+0.35%
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 +4.40 pperosion 15% · break-even w/ fees 69.3%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$4,085
16.34% · g = 0.634%
Half Kelly½ f★
$2,043
8.17% · g = 0.470%
Quarter Kelly¼ f★
$1,021
4.09% · g = 0.272%
Flat 1%1%
$250
1.00% · g = 0.073%
Flat 2%2%
$500
2.00% · g = 0.142%
Flat 5%5%
$1,250
5.00% · g = 0.322%
Recommended¼ f★
$1,021
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.899 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.832 bit
Δ -0.067 bit vs market
Surprise · YES−log₂ p
0.55 bit
self-information
Surprise · NO−log₂(1−p)
1.67 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
NOISE · D_KL(q ‖ p) = 0.0063 nat (0.0092 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 0.736 · CI [0.61, 0.84] · κ 52.9
Posterior meanE[θ]
0.736
Beta(39.0, 13.9)
95% credible intervalHDI
[0.61, 0.84]
price INSIDE → weak edge
Concentrationκ
52.9
pseudo-obs behind belief
Disagreementvs crowd
+5.1 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] +9.5% · P(YES) 75.0% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+9.49%
P(YES) empiricalq
75.0%
Best pathmax
+46.0%
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 0.54% · ruin rate 4.0%400 paths × 120 bets · f deploy 8.17%
Sharpe / betμ/σ
0.119
μ 0.62% · σ 5.3%
Sortino / betμ/σ↓
0.076
downside-only denominator
VaR 95%5%
-8.2%
per-bet worst-case
CVaR 95%ES
-8.2%
mean tail loss
Max drawdownMDD
-9.2%
Calmar 0.06
Ruin rate≤50%
4.0%
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 +20.6pp · crowd gap +15.5pp
Anchor gapmodel − base
+20.6 pp
Crowd gapprice − base
+15.5 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 17.6% · AUC 0.756out-of-sample BSS (5-fold) 17.6% ± 1.2% · Brier 0.2059 · log-loss 0.6134 · n 1600✓ n = 1600
BrierBS
0.2059
lower = better · ō 0.49
BSSvs base
17.6%
improvement over base rate
ReliabilityREL
0.0053
miscalibration · want ↓
ResolutionRES
0.0493
decisiveness · want ↑
Log lossLL
0.6134
cross-entropy
AUCROC
0.756
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 1.42 · expectancy +0.174R180 trades · win 58.3% · Sharpe 0.154
Total P/Lnet
+$7,844
on $45,000 cycled
Win ratehit %
58.3%
105 W / 75 L
Profit factorPF
1.42
$ won / $ lost
Expectancyper trade
+$43.58
avg $ per position
R-expectancyper risk
+0.174R
in units of risk taken
Avg win / losspayoff
$253.28 / -$250.00
ratio 1.01 : 1
Sharpe / traderisk-adj
0.154
μR / σR
Closing line valueCLV
+2.43 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.