NOSTRADAMUS · Position Analytics Engine
SIMULATOR Ivory Coast
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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/hl-pred-ivory-coast-195 page.
▲ YES EDGE · +0.015 · f★ 1.5% · deploy 0.7% · net 0.71pp
§1 · Position economics
YES · Expected P/L per share +0.0146@ model P(YES) = 0.020
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 1.46% · g(f★) = 1.157%deploy 0.73% · g = 0.978%
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 @ 0.005 · EV +$489stake $183 · 0.73% of bankroll
Deployed stakestake
$183
0.73% of bankroll
Sharesunits
33,597
each pays $1 if YES
Max payoutwin
$33,597
gross, if win
Max profitwin
+$33,414
net of cost
Max losslose
-$183
binary settles to $0
Payout multiple×
×183.65
$1 → $183.65
Risk:RewardR:R
182.65 : 1
win $182.65 per $1
Expected P/LE[P/L]
+$489
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 2.0% | +$33,414 | +$668 |
| Resolves against (lose) | 98.0% | -$183 | -$179 |
| Expected value | 100.0% | — | +$489 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +1.5 pprelative edge +267.3%
Required win ratebreak-even
0.5%
price = implied probability
Model win rateP(win)
2.0%
what you forecast
Cushionedge
+1.5 pp
margin of safety
Fair pricemodel
0.020
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
0.5%
= price
Decimal oddsEU
183.655
total return per $1
AmericanUS
+18265
$100 wins $18265
FractionalUK
182.65 / 1
profit per $1 risked
Profit per $100stake
+$18265.47
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 4646% · APY 661905858276%ROI 267.3% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+267.3%
APR (simple)scaled
+4646%
ROI × 365/days
APY (compounded)if redeployed
+661905858276%
(1+ROI)^(365/d) − 1
Daily expectedper day
+6.39%
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 +0.71 pperosion 52% · break-even w/ fees 1.3%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$366
1.46% · g = 1.157%
Half Kelly½ f★
$183
0.73% · g = 0.978%
Quarter Kelly¼ f★
$91
0.37% · g = 0.664%
Flat 1%1%
$250
1.00% · g = 1.093%
Flat 2%2%
$500
2.00% · g = 1.095%
Flat 5%5%
$1,250
5.00% · g = -0.395%
Recommended¼ f★
$91
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.049 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.141 bit
Δ +0.093 bit vs market
Surprise · YES−log₂ p
7.52 bit
self-information
Surprise · NO−log₂(1−p)
0.01 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
NOISE · D_KL(q ‖ p) = 0.0116 nat (0.0167 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 0.020 · CI [0.00, 0.30] · κ 4.4
Posterior meanE[θ]
0.020
Beta(0.1, 4.4)
95% credible intervalHDI
[0.00, 0.30]
price INSIDE → weak edge
Concentrationκ
4.4
pseudo-obs behind belief
Disagreementvs crowd
+0.0 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] +221.4% · P(YES) 1.8% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+221.40%
P(YES) empiricalq
1.8%
Best pathmax
+18265.5%
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 2.14% · ruin rate 3.0%400 paths × 120 bets · f deploy 0.73%
Sharpe / betμ/σ
0.172
μ 4.44% · σ 25.9%
Sortino / betμ/σ↓
6.075
downside-only denominator
VaR 95%5%
-0.7%
per-bet worst-case
CVaR 95%ES
-0.7%
mean tail loss
Max drawdownMDD
-19.8%
Calmar 0.11
Ruin rate≤50%
3.0%
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 -47.0pp · crowd gap -48.5pp
Anchor gapmodel − base
-47.0 pp
Crowd gapprice − base
-48.5 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 22.0% · AUC 0.776out-of-sample BSS (5-fold) 22.0% ± 1.2% · Brier 0.1951 · log-loss 0.5845 · n 1600✓ n = 1600
BrierBS
0.1951
lower = better · ō 0.50
BSSvs base
22.0%
improvement over base rate
ReliabilityREL
0.0033
miscalibration · want ↓
ResolutionRES
0.0579
decisiveness · want ↑
Log lossLL
0.5845
cross-entropy
AUCROC
0.776
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 0.92 · expectancy -0.039R180 trades · win 50.0% · Sharpe -0.037
Total P/Lnet
-$1,765
on $45,000 cycled
Win ratehit %
50.0%
90 W / 90 L
Profit factorPF
0.92
$ won / $ lost
Expectancyper trade
-$9.81
avg $ per position
R-expectancyper risk
-0.039R
in units of risk taken
Avg win / losspayoff
$230.38 / -$250.00
ratio 0.92 : 1
Sharpe / traderisk-adj
-0.037
μR / σR
Closing line valueCLV
+3.77 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.