NOSTRADAMUS · Position Analytics Engine
SIMULATOR Will Reza Pahlavi enter Iran by June 30?
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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-reza-pahlavi-enter-iran-by-june-30-555-947-362-379-213 page.
▲ YES EDGE · +0.020 · f★ 2.0% · deploy 1.0% · net 1.21pp
§1 · Position economics
YES · Expected P/L per share +0.0196@ model P(YES) = 0.030
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 1.99% · g(f★) = 1.235%deploy 0.99% · g = 1.023%
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 @ 0.011 · EV +$464stake $248 · 0.99% of bankroll
Deployed stakestake
$248
0.99% of bankroll
Sharesunits
23,639
each pays $1 if YES
Max payoutwin
$23,639
gross, if win
Max profitwin
+$23,391
net of cost
Max losslose
-$248
binary settles to $0
Payout multiple×
×95.24
$1 → $95.24
Risk:RewardR:R
94.24 : 1
win $94.24 per $1
Expected P/LE[P/L]
+$464
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 3.0% | +$23,391 | +$705 |
| Resolves against (lose) | 97.0% | -$248 | -$241 |
| Expected value | 100.0% | — | +$464 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +2.0 pprelative edge +187.1%
Required win ratebreak-even
1.1%
price = implied probability
Model win rateP(win)
3.0%
what you forecast
Cushionedge
+2.0 pp
margin of safety
Fair pricemodel
0.030
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
1.1%
= price
Decimal oddsEU
95.238
total return per $1
AmericanUS
+9424
$100 wins $9424
FractionalUK
94.24 / 1
profit per $1 risked
Profit per $100stake
+$9423.81
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 3252% · APY 9158835176%ROI 187.1% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+187.1%
APR (simple)scaled
+3252%
ROI × 365/days
APY (compounded)if redeployed
+9158835176%
(1+ROI)^(365/d) − 1
Daily expectedper day
+5.15%
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 +1.21 pperosion 38% · break-even w/ fees 1.8%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$496
1.99% · g = 1.235%
Half Kelly½ f★
$248
0.99% · g = 1.023%
Quarter Kelly¼ f★
$124
0.50% · g = 0.674%
Flat 1%1%
$250
1.00% · g = 1.027%
Flat 2%2%
$500
2.00% · g = 1.235%
Flat 5%5%
$1,250
5.00% · g = 0.279%
Recommended¼ f★
$124
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.084 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.195 bit
Δ +0.111 bit vs market
Surprise · YES−log₂ p
6.57 bit
self-information
Surprise · NO−log₂(1−p)
0.02 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
NOISE · D_KL(q ‖ p) = 0.0123 nat (0.0178 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 0.030 · CI [0.00, 0.24] · κ 7.1
Posterior meanE[θ]
0.030
Beta(0.2, 6.9)
95% credible intervalHDI
[0.00, 0.24]
price INSIDE → weak edge
Concentrationκ
7.1
pseudo-obs behind belief
Disagreementvs crowd
+1.0 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] +161.9% · P(YES) 2.8% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+161.90%
P(YES) empiricalq
2.8%
Best pathmax
+9423.8%
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 1.81% · ruin rate 4.8%400 paths × 120 bets · f deploy 0.99%
Sharpe / betμ/σ
0.166
μ 3.26% · σ 19.6%
Sortino / betμ/σ↓
3.280
downside-only denominator
VaR 95%5%
-1.0%
per-bet worst-case
CVaR 95%ES
-1.0%
mean tail loss
Max drawdownMDD
-21.3%
Calmar 0.09
Ruin rate≤50%
4.8%
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 -48.0pp · crowd gap -50.0pp
Anchor gapmodel − base
-48.0 pp
Crowd gapprice − base
-50.0 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 16.0% · AUC 0.747out-of-sample BSS (5-fold) 16.1% ± 2.8% · Brier 0.2099 · log-loss 0.6251 · n 1600✓ n = 1600
BrierBS
0.2099
lower = better · ō 0.49
BSSvs base
16.0%
improvement over base rate
ReliabilityREL
0.0065
miscalibration · want ↓
ResolutionRES
0.0474
decisiveness · want ↑
Log lossLL
0.6251
cross-entropy
AUCROC
0.747
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 1.03 · expectancy +0.013R180 trades · win 52.8% · Sharpe 0.012
Total P/Lnet
+$594
on $45,000 cycled
Win ratehit %
52.8%
95 W / 85 L
Profit factorPF
1.03
$ won / $ lost
Expectancyper trade
+$3.30
avg $ per position
R-expectancyper risk
+0.013R
in units of risk taken
Avg win / losspayoff
$229.94 / -$250.00
ratio 0.92 : 1
Sharpe / traderisk-adj
0.012
μR / σR
Closing line valueCLV
+2.69 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.