NOSTRADAMUS · Position Analytics Engine
SIMULATOR Will Donald Trump publicly insult Benjamin Netanyahu by June 30, 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-will-donald-trump-publicly-insult-benjamin-netanyahu-by-june-30-2026 page.
▲ YES EDGE · +0.058 · f★ 8.6% · deploy 4.3% · net 5.00pp
§1 · Position economics
YES · Expected P/L per share +0.0575@ model P(YES) = 0.393
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 8.65% · g(f★) = 0.724%deploy 4.32% · g = 0.547%
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 @ 0.335 · EV +$186stake $1,081 · 4.32% of bankroll
Deployed stakestake
$1,081
4.32% of bankroll
Sharesunits
3,227
each pays $1 if YES
Max payoutwin
$3,227
gross, if win
Max profitwin
+$2,146
net of cost
Max losslose
-$1,081
binary settles to $0
Payout multiple×
×2.99
$1 → $2.99
Risk:RewardR:R
1.99 : 1
win $1.99 per $1
Expected P/LE[P/L]
+$186
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 39.3% | +$2,146 | +$842 |
| Resolves against (lose) | 60.7% | -$1,081 | -$657 |
| Expected value | 100.0% | — | +$186 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +5.8 pprelative edge +17.2%
Required win ratebreak-even
33.5%
price = implied probability
Model win rateP(win)
39.3%
what you forecast
Cushionedge
+5.8 pp
margin of safety
Fair pricemodel
0.393
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
33.5%
= price
Decimal oddsEU
2.985
total return per $1
AmericanUS
+199
$100 wins $199
FractionalUK
1.99 / 1
profit per $1 risked
Profit per $100stake
+$198.51
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 298% · APY 1470%ROI 17.2% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+17.2%
APR (simple)scaled
+298%
ROI × 365/days
APY (compounded)if redeployed
+1470%
(1+ROI)^(365/d) − 1
Daily expectedper day
+0.76%
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 +5.00 pperosion 13% · break-even w/ fees 34.3%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$2,162
8.65% · g = 0.724%
Half Kelly½ f★
$1,081
4.32% · g = 0.547%
Quarter Kelly¼ f★
$540
2.16% · g = 0.322%
Flat 1%1%
$250
1.00% · g = 0.161%
Flat 2%2%
$500
2.00% · g = 0.301%
Flat 5%5%
$1,250
5.00% · g = 0.598%
Recommended¼ f★
$540
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.920 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.966 bit
Δ +0.046 bit vs market
Surprise · YES−log₂ p
1.58 bit
self-information
Surprise · NO−log₂(1−p)
0.59 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
NOISE · D_KL(q ‖ p) = 0.0072 nat (0.0104 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 0.393 · CI [0.28, 0.51] · κ 65.2
Posterior meanE[θ]
0.393
Beta(25.6, 39.6)
95% credible intervalHDI
[0.28, 0.51]
price INSIDE → weak edge
Concentrationκ
65.2
pseudo-obs behind belief
Disagreementvs crowd
+5.8 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] +22.4% · P(YES) 41.0% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+22.39%
P(YES) empiricalq
41.0%
Best pathmax
+198.5%
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 0.54% · ruin rate 6.3%400 paths × 120 bets · f deploy 4.32%
Sharpe / betμ/σ
0.120
μ 0.76% · σ 6.3%
Sortino / betμ/σ↓
0.175
downside-only denominator
VaR 95%5%
-4.3%
per-bet worst-case
CVaR 95%ES
-4.3%
mean tail loss
Max drawdownMDD
-9.0%
Calmar 0.06
Ruin rate≤50%
6.3%
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 -18.3pp · crowd gap -24.1pp
Anchor gapmodel − base
-18.3 pp
Crowd gapprice − base
-24.1 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 18.7% · AUC 0.760out-of-sample BSS (5-fold) 18.8% ± 2.6% · Brier 0.2031 · log-loss 0.6060 · n 1600✓ n = 1600
BrierBS
0.2031
lower = better · ō 0.51
BSSvs base
18.7%
improvement over base rate
ReliabilityREL
0.0045
miscalibration · want ↓
ResolutionRES
0.0513
decisiveness · want ↑
Log lossLL
0.6060
cross-entropy
AUCROC
0.760
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 1.08 · expectancy +0.037R180 trades · win 54.4% · Sharpe 0.035
Total P/Lnet
+$1,669
on $45,000 cycled
Win ratehit %
54.4%
98 W / 82 L
Profit factorPF
1.08
$ won / $ lost
Expectancyper trade
+$9.27
avg $ per position
R-expectancyper risk
+0.037R
in units of risk taken
Avg win / losspayoff
$226.21 / -$250.00
ratio 0.90 : 1
Sharpe / traderisk-adj
0.035
μR / σR
Closing line valueCLV
+3.00 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.