NOSTRADAMUS · Position Analytics Engine
SIMULATOR Will Trump agree to Iranian enrichment of uranium 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-trump-agree-to-iranian-enrichment-of-uranium-by-june-30 page.
▲ YES EDGE · +0.012 · f★ 1.4% · deploy 0.7% · net 0.43pp
§1 · Position economics
YES · Expected P/L per share +0.0118@ model P(YES) = 0.141
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 1.36% · g(f★) = 0.061%deploy 0.68% · g = 0.046%
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 @ 0.130 · EV +$16stake $170 · 0.68% of bankroll
Deployed stakestake
$170
0.68% of bankroll
Sharesunits
1,313
each pays $1 if YES
Max payoutwin
$1,313
gross, if win
Max profitwin
+$1,143
net of cost
Max losslose
-$170
binary settles to $0
Payout multiple×
×7.72
$1 → $7.72
Risk:RewardR:R
6.72 : 1
win $6.72 per $1
Expected P/LE[P/L]
+$16
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 14.1% | +$1,143 | +$162 |
| Resolves against (lose) | 85.9% | -$170 | -$146 |
| Expected value | 100.0% | — | +$16 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +1.2 pprelative edge +9.1%
Required win ratebreak-even
13.0%
price = implied probability
Model win rateP(win)
14.1%
what you forecast
Cushionedge
+1.2 pp
margin of safety
Fair pricemodel
0.141
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
13.0%
= price
Decimal oddsEU
7.722
total return per $1
AmericanUS
+672
$100 wins $672
FractionalUK
6.72 / 1
profit per $1 risked
Profit per $100stake
+$672.20
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 159% · APY 358%ROI 9.1% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+9.1%
APR (simple)scaled
+159%
ROI × 365/days
APY (compounded)if redeployed
+358%
(1+ROI)^(365/d) − 1
Daily expectedper day
+0.42%
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 +0.43 pperosion 63% · break-even w/ fees 13.7%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$340
1.36% · g = 0.061%
Half Kelly½ f★
$170
0.68% · g = 0.046%
Quarter Kelly¼ f★
$85
0.34% · g = 0.027%
Flat 1%1%
$250
1.00% · g = 0.057%
Flat 2%2%
$500
2.00% · g = 0.048%
Flat 5%5%
$1,250
5.00% · g = -0.309%
Recommended¼ f★
$85
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.556 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.588 bit
Δ +0.032 bit vs market
Surprise · YES−log₂ p
2.95 bit
self-information
Surprise · NO−log₂(1−p)
0.20 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
NOISE · D_KL(q ‖ p) = 0.0006 nat (0.0009 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 0.141 · CI [0.05, 0.28] · κ 32.7
Posterior meanE[θ]
0.141
Beta(4.6, 28.1)
95% credible intervalHDI
[0.05, 0.28]
price INSIDE → weak edge
Concentrationκ
32.7
pseudo-obs behind belief
Disagreementvs crowd
+1.2 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] +40.9% · P(YES) 18.3% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+40.93%
P(YES) empiricalq
18.3%
Best pathmax
+672.2%
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 0.05% · ruin rate 0.0%400 paths × 120 bets · f deploy 0.68%
Sharpe / betμ/σ
0.033
μ 0.06% · σ 1.8%
Sortino / betμ/σ↓
0.089
downside-only denominator
VaR 95%5%
-0.7%
per-bet worst-case
CVaR 95%ES
-0.7%
mean tail loss
Max drawdownMDD
-4.7%
Calmar 0.01
Ruin rate≤50%
0.0%
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 -31.1pp · crowd gap -32.3pp
Anchor gapmodel − base
-31.1 pp
Crowd gapprice − base
-32.3 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 24.5% · AUC 0.791out-of-sample BSS (5-fold) 24.5% ± 1.7% · Brier 0.1887 · log-loss 0.5670 · n 1600✓ n = 1600
BrierBS
0.1887
lower = better · ō 0.49
BSSvs base
24.5%
improvement over base rate
ReliabilityREL
0.0029
miscalibration · want ↓
ResolutionRES
0.0636
decisiveness · want ↑
Log lossLL
0.5670
cross-entropy
AUCROC
0.791
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 1.01 · expectancy +0.007R180 trades · win 47.8% · Sharpe 0.005
Total P/Lnet
+$336
on $45,000 cycled
Win ratehit %
47.8%
86 W / 94 L
Profit factorPF
1.01
$ won / $ lost
Expectancyper trade
+$1.87
avg $ per position
R-expectancyper risk
+0.007R
in units of risk taken
Avg win / losspayoff
$277.17 / -$250.00
ratio 1.11 : 1
Sharpe / traderisk-adj
0.005
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.