NOSTRADAMUS · Position Analytics Engine
SIMULATOR Will USA reach the 2026 FIFA World Cup final?
← Back to live dashboardEmbed cardOG previewTop moversArb
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-usa-reach-the-2026-fifa-world-cup-final page.
▲ YES EDGE · +0.021 · f★ 2.3% · deploy 1.2% · net 1.38pp
§1 · Position economics
YES · Expected P/L per share +0.0213@ model P(YES) = 0.103
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 2.32% · g(f★) = 0.282%deploy 1.16% · g = 0.216%
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 @ 0.082 · EV +$76stake $290 · 1.16% of bankroll
Deployed stakestake
$290
1.16% of bankroll
Sharesunits
3,556
each pays $1 if YES
Max payoutwin
$3,556
gross, if win
Max profitwin
+$3,266
net of cost
Max losslose
-$290
binary settles to $0
Payout multiple×
×12.27
$1 → $12.27
Risk:RewardR:R
11.27 : 1
win $11.27 per $1
Expected P/LE[P/L]
+$76
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 10.3% | +$3,266 | +$336 |
| Resolves against (lose) | 89.7% | -$290 | -$260 |
| Expected value | 100.0% | — | +$76 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +2.1 pprelative edge +26.1%
Required win ratebreak-even
8.2%
price = implied probability
Model win rateP(win)
10.3%
what you forecast
Cushionedge
+2.1 pp
margin of safety
Fair pricemodel
0.103
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
8.2%
= price
Decimal oddsEU
12.270
total return per $1
AmericanUS
+1127
$100 wins $1127
FractionalUK
11.27 / 1
profit per $1 risked
Profit per $100stake
+$1126.99
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 454% · APY 5552%ROI 26.1% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+26.1%
APR (simple)scaled
+454%
ROI × 365/days
APY (compounded)if redeployed
+5552%
(1+ROI)^(365/d) − 1
Daily expectedper day
+1.11%
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 +1.38 pperosion 35% · break-even w/ fees 8.9%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$580
2.32% · g = 0.282%
Half Kelly½ f★
$290
1.16% · g = 0.216%
Quarter Kelly¼ f★
$145
0.58% · g = 0.129%
Flat 1%1%
$250
1.00% · g = 0.196%
Flat 2%2%
$500
2.00% · g = 0.277%
Flat 5%5%
$1,250
5.00% · g = -0.008%
Recommended¼ f★
$145
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.407 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.478 bit
Δ +0.070 bit vs market
Surprise · YES−log₂ p
3.62 bit
self-information
Surprise · NO−log₂(1−p)
0.12 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
NOISE · D_KL(q ‖ p) = 0.0028 nat (0.0041 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 0.103 · CI [0.02, 0.25] · κ 24.6
Posterior meanE[θ]
0.103
Beta(2.5, 22.1)
95% credible intervalHDI
[0.02, 0.25]
price INSIDE → weak edge
Concentrationκ
24.6
pseudo-obs behind belief
Disagreementvs crowd
+2.1 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] +22.7% · P(YES) 10.0% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+22.70%
P(YES) empiricalq
10.0%
Best pathmax
+1127.0%
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 0.29% · ruin rate 3.3%400 paths × 120 bets · f deploy 1.16%
Sharpe / betμ/σ
0.079
μ 0.35% · σ 4.4%
Sortino / betμ/σ↓
0.299
downside-only denominator
VaR 95%5%
-1.2%
per-bet worst-case
CVaR 95%ES
-1.2%
mean tail loss
Max drawdownMDD
-11.0%
Calmar 0.03
Ruin rate≤50%
3.3%
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 -35.8pp · crowd gap -37.9pp
Anchor gapmodel − base
-35.8 pp
Crowd gapprice − base
-37.9 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 17.3% · AUC 0.754out-of-sample BSS (5-fold) 17.3% ± 2.2% · Brier 0.2059 · log-loss 0.6196 · n 1600✓ n = 1600
BrierBS
0.2059
lower = better · ō 0.53
BSSvs base
17.3%
improvement over base rate
ReliabilityREL
0.0062
miscalibration · want ↓
ResolutionRES
0.0490
decisiveness · want ↑
Log lossLL
0.6196
cross-entropy
AUCROC
0.754
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)
BLEEDING · PF 0.83 · expectancy -0.097R180 trades · win 43.9% · Sharpe -0.084
Total P/Lnet
-$4,369
on $45,000 cycled
Win ratehit %
43.9%
79 W / 101 L
Profit factorPF
0.83
$ won / $ lost
Expectancyper trade
-$24.27
avg $ per position
R-expectancyper risk
-0.097R
in units of risk taken
Avg win / losspayoff
$264.31 / -$250.00
ratio 1.06 : 1
Sharpe / traderisk-adj
-0.084
μR / σR
Closing line valueCLV
+2.84 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.