NOSTRADAMUS · Position Analytics Engine
SIMULATOR Will Bitcoin reach $77,500 in June?
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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-will-bitcoin-reach-77pt5k-in-june-2026 page.
▲ YES EDGE · +0.030 · f★ 3.0% · deploy 1.5% · net 2.24pp
§1 · Position economics
YES · Expected P/L per share +0.0299@ model P(YES) = 0.038
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 3.01% · g(f★) = 2.843%deploy 1.51% · g = 2.433%
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 @ 0.009 · EV +$1,324stake $377 · 1.51% of bankroll
Deployed stakestake
$377
1.51% of bankroll
Sharesunits
44,319
each pays $1 if YES
Max payoutwin
$44,319
gross, if win
Max profitwin
+$43,943
net of cost
Max losslose
-$377
binary settles to $0
Payout multiple×
×117.65
$1 → $117.65
Risk:RewardR:R
116.65 : 1
win $116.65 per $1
Expected P/LE[P/L]
+$1,324
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 3.8% | +$43,943 | +$1,687 |
| Resolves against (lose) | 96.2% | -$377 | -$362 |
| Expected value | 100.0% | — | +$1,324 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +3.0 pprelative edge +351.5%
Required win ratebreak-even
0.9%
price = implied probability
Model win rateP(win)
3.8%
what you forecast
Cushionedge
+3.0 pp
margin of safety
Fair pricemodel
0.038
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
0.9%
= price
Decimal oddsEU
117.647
total return per $1
AmericanUS
+11665
$100 wins $11665
FractionalUK
116.65 / 1
profit per $1 risked
Profit per $100stake
+$11664.71
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 6110% · APY 23948415416832%ROI 351.5% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+351.5%
APR (simple)scaled
+6110%
ROI × 365/days
APY (compounded)if redeployed
+23948415416832%
(1+ROI)^(365/d) − 1
Daily expectedper day
+7.44%
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 +2.24 pperosion 25% · break-even w/ fees 1.6%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$753
3.01% · g = 2.843%
Half Kelly½ f★
$377
1.51% · g = 2.433%
Quarter Kelly¼ f★
$188
0.75% · g = 1.693%
Flat 1%1%
$250
1.00% · g = 2.001%
Flat 2%2%
$500
2.00% · g = 2.678%
Flat 5%5%
$1,250
5.00% · g = 2.443%
Recommended¼ f★
$188
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.071 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.235 bit
Δ +0.164 bit vs market
Surprise · YES−log₂ p
6.88 bit
self-information
Surprise · NO−log₂(1−p)
0.01 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
SIGNAL · D_KL(q ‖ p) = 0.0284 nat (0.0410 bit)exploitable edge present
YES contributionNO contributionbelief ‖ marketsignal
Zero KL ⇒ you know nothing the crowd doesn't.
§8 · Bayesian inference
MARKET PRICE INSIDE 95% CIposterior μ 0.038 · CI [0.00, 0.22] · κ 9.3
Posterior meanE[θ]
0.038
Beta(0.4, 8.9)
95% credible intervalHDI
[0.00, 0.22]
price INSIDE → weak edge
Concentrationκ
9.3
pseudo-obs behind belief
Disagreementvs crowd
+1.8 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] +223.5% · P(YES) 2.8% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+223.53%
P(YES) empiricalq
2.8%
Best pathmax
+11664.7%
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 3.70% · ruin rate 9.0%400 paths × 120 bets · f deploy 1.51%
Sharpe / betμ/σ
0.191
μ 7.38% · σ 38.7%
Sortino / betμ/σ↓
4.900
downside-only denominator
VaR 95%5%
-1.5%
per-bet worst-case
CVaR 95%ES
-1.5%
mean tail loss
Max drawdownMDD
-26.2%
Calmar 0.14
Ruin rate≤50%
9.0%
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 -40.6pp · crowd gap -43.5pp
Anchor gapmodel − base
-40.6 pp
Crowd gapprice − base
-43.5 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 17.2% · AUC 0.753out-of-sample BSS (5-fold) 17.4% ± 2.8% · Brier 0.2070 · log-loss 0.6162 · n 1600✓ n = 1600
BrierBS
0.2070
lower = better · ō 0.51
BSSvs base
17.2%
improvement over base rate
ReliabilityREL
0.0055
miscalibration · want ↓
ResolutionRES
0.0482
decisiveness · want ↑
Log lossLL
0.6162
cross-entropy
AUCROC
0.753
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 1.13 · expectancy +0.063R180 trades · win 50.6% · Sharpe 0.050
Total P/Lnet
+$2,819
on $45,000 cycled
Win ratehit %
50.6%
91 W / 89 L
Profit factorPF
1.13
$ won / $ lost
Expectancyper trade
+$15.66
avg $ per position
R-expectancyper risk
+0.063R
in units of risk taken
Avg win / losspayoff
$275.49 / -$250.00
ratio 1.10 : 1
Sharpe / traderisk-adj
0.050
μR / σR
Closing line valueCLV
+2.77 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.