NOSTRADAMUS · Position Analytics Engine
SIMULATOR Will USA reach the Semifinals at the 2026 FIFA World Cup?
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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-usa-reach-the-semifinals-at-the-2026-fifa-world-cup-20260602145149721 page.
▲ YES EDGE · +0.030 · f★ 3.8% · deploy 1.9% · net 2.21pp
§1 · Position economics
YES · Expected P/L per share +0.0296@ model P(YES) = 0.245
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 3.78% · g(f★) = 0.252%deploy 1.89% · g = 0.191%
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 @ 0.215 · EV +$65stake $472 · 1.89% of bankroll
Deployed stakestake
$472
1.89% of bankroll
Sharesunits
2,195
each pays $1 if YES
Max payoutwin
$2,195
gross, if win
Max profitwin
+$1,723
net of cost
Max losslose
-$472
binary settles to $0
Payout multiple×
×4.65
$1 → $4.65
Risk:RewardR:R
3.65 : 1
win $3.65 per $1
Expected P/LE[P/L]
+$65
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 24.5% | +$1,723 | +$422 |
| Resolves against (lose) | 75.5% | -$472 | -$356 |
| Expected value | 100.0% | — | +$65 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +3.0 pprelative edge +13.8%
Required win ratebreak-even
21.5%
price = implied probability
Model win rateP(win)
24.5%
what you forecast
Cushionedge
+3.0 pp
margin of safety
Fair pricemodel
0.245
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
21.5%
= price
Decimal oddsEU
4.651
total return per $1
AmericanUS
+365
$100 wins $365
FractionalUK
3.65 / 1
profit per $1 risked
Profit per $100stake
+$365.12
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 240% · APY 844%ROI 13.8% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+13.8%
APR (simple)scaled
+240%
ROI × 365/days
APY (compounded)if redeployed
+844%
(1+ROI)^(365/d) − 1
Daily expectedper day
+0.62%
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 +2.21 pperosion 25% · break-even w/ fees 22.3%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$944
3.78% · g = 0.252%
Half Kelly½ f★
$472
1.89% · g = 0.191%
Quarter Kelly¼ f★
$236
0.94% · g = 0.113%
Flat 1%1%
$250
1.00% · g = 0.118%
Flat 2%2%
$500
2.00% · g = 0.198%
Flat 5%5%
$1,250
5.00% · g = 0.228%
Recommended¼ f★
$236
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.751 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.803 bit
Δ +0.052 bit vs market
Surprise · YES−log₂ p
2.22 bit
self-information
Surprise · NO−log₂(1−p)
0.35 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
NOISE · D_KL(q ‖ p) = 0.0025 nat (0.0036 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 0.245 · CI [0.14, 0.37] · κ 50.3
Posterior meanE[θ]
0.245
Beta(12.3, 38.0)
95% credible intervalHDI
[0.14, 0.37]
price INSIDE → weak edge
Concentrationκ
50.3
pseudo-obs behind belief
Disagreementvs crowd
+3.0 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] +18.6% · P(YES) 25.5% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+18.60%
P(YES) empiricalq
25.5%
Best pathmax
+365.1%
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 0.17% · ruin rate 1.5%400 paths × 120 bets · f deploy 1.89%
Sharpe / betμ/σ
0.070
μ 0.27% · σ 3.8%
Sortino / betμ/σ↓
0.141
downside-only denominator
VaR 95%5%
-1.9%
per-bet worst-case
CVaR 95%ES
-1.9%
mean tail loss
Max drawdownMDD
-9.1%
Calmar 0.02
Ruin rate≤50%
1.5%
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 -30.2pp · crowd gap -33.2pp
Anchor gapmodel − base
-30.2 pp
Crowd gapprice − base
-33.2 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 21.4% · AUC 0.775out-of-sample BSS (5-fold) 21.7% ± 2.3% · Brier 0.1961 · log-loss 0.5861 · n 1600✓ n = 1600
BrierBS
0.1961
lower = better · ō 0.48
BSSvs base
21.4%
improvement over base rate
ReliabilityREL
0.0043
miscalibration · want ↓
ResolutionRES
0.0574
decisiveness · want ↑
Log lossLL
0.5861
cross-entropy
AUCROC
0.775
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 0.97 · expectancy -0.014R180 trades · win 52.2% · Sharpe -0.014
Total P/Lnet
-$652
on $45,000 cycled
Win ratehit %
52.2%
94 W / 86 L
Profit factorPF
0.97
$ won / $ lost
Expectancyper trade
-$3.62
avg $ per position
R-expectancyper risk
-0.014R
in units of risk taken
Avg win / losspayoff
$221.79 / -$250.00
ratio 0.89 : 1
Sharpe / traderisk-adj
-0.014
μR / σR
Closing line valueCLV
+3.08 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.