NOSTRADAMUS · Position Analytics Engine
SIMULATOR Will JD Vance sign a U.S. x Iran deal by July 31?
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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-jd-vance-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950068 page.
▲ YES EDGE · +0.026 · f★ 10.4% · deploy 5.2% · net 1.85pp
§1 · Position economics
YES · Expected P/L per share +0.0260@ model P(YES) = 0.776
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 10.41% · g(f★) = 0.185%deploy 5.21% · g = 0.138%
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 @ 0.750 · EV +$45stake $1,302 · 5.21% of bankroll
Deployed stakestake
$1,302
5.21% of bankroll
Sharesunits
1,736
each pays $1 if YES
Max payoutwin
$1,736
gross, if win
Max profitwin
+$434
net of cost
Max losslose
-$1,302
binary settles to $0
Payout multiple×
×1.33
$1 → $1.33
Risk:RewardR:R
0.33 : 1
win $0.33 per $1
Expected P/LE[P/L]
+$45
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 77.6% | +$434 | +$337 |
| Resolves against (lose) | 22.4% | -$1,302 | -$292 |
| Expected value | 100.0% | — | +$45 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +2.6 pprelative edge +3.5%
Required win ratebreak-even
75.0%
price = implied probability
Model win rateP(win)
77.6%
what you forecast
Cushionedge
+2.6 pp
margin of safety
Fair pricemodel
0.776
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
75.0%
= price
Decimal oddsEU
1.333
total return per $1
AmericanUS
-300
risk $300 to win $100
FractionalUK
0.33 / 1
profit per $1 risked
Profit per $100stake
+$33.33
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 60% · APY 81%ROI 3.5% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+3.5%
APR (simple)scaled
+60%
ROI × 365/days
APY (compounded)if redeployed
+81%
(1+ROI)^(365/d) − 1
Daily expectedper day
+0.16%
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 +1.85 pperosion 29% · break-even w/ fees 75.8%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$2,603
10.41% · g = 0.185%
Half Kelly½ f★
$1,302
5.21% · g = 0.138%
Quarter Kelly¼ f★
$651
2.60% · g = 0.080%
Flat 1%1%
$250
1.00% · g = 0.033%
Flat 2%2%
$500
2.00% · g = 0.063%
Flat 5%5%
$1,250
5.00% · g = 0.134%
Recommended¼ f★
$651
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.811 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.767 bit
Δ -0.044 bit vs market
Surprise · YES−log₂ p
0.42 bit
self-information
Surprise · NO−log₂(1−p)
2.00 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
NOISE · D_KL(q ‖ p) = 0.0019 nat (0.0027 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 0.776 · CI [0.65, 0.88] · κ 47.3
Posterior meanE[θ]
0.776
Beta(36.7, 10.6)
95% credible intervalHDI
[0.65, 0.88]
price INSIDE → weak edge
Concentrationκ
47.3
pseudo-obs behind belief
Disagreementvs crowd
+2.6 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] +6.0% · P(YES) 79.5% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+6.00%
P(YES) empiricalq
79.5%
Best pathmax
+33.3%
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 0.13% · ruin rate 1.3%400 paths × 120 bets · f deploy 5.21%
Sharpe / betμ/σ
0.064
μ 0.19% · σ 2.9%
Sortino / betμ/σ↓
0.036
downside-only denominator
VaR 95%5%
-5.2%
per-bet worst-case
CVaR 95%ES
-5.2%
mean tail loss
Max drawdownMDD
-5.9%
Calmar 0.02
Ruin rate≤50%
1.3%
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 +28.4pp · crowd gap +25.8pp
Anchor gapmodel − base
+28.4 pp
Crowd gapprice − base
+25.8 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 19.7% · AUC 0.765out-of-sample BSS (5-fold) 19.8% ± 1.0% · Brier 0.2006 · log-loss 0.5950 · n 1600✓ n = 1600
BrierBS
0.2006
lower = better · ō 0.49
BSSvs base
19.7%
improvement over base rate
ReliabilityREL
0.0058
miscalibration · want ↓
ResolutionRES
0.0552
decisiveness · want ↑
Log lossLL
0.5950
cross-entropy
AUCROC
0.765
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 +0.062R180 trades · win 53.9% · Sharpe 0.057
Total P/Lnet
+$2,785
on $45,000 cycled
Win ratehit %
53.9%
97 W / 83 L
Profit factorPF
1.13
$ won / $ lost
Expectancyper trade
+$15.47
avg $ per position
R-expectancyper risk
+0.062R
in units of risk taken
Avg win / losspayoff
$242.63 / -$250.00
ratio 0.97 : 1
Sharpe / traderisk-adj
0.057
μR / σR
Closing line valueCLV
+2.50 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.