NOSTRADAMUS · Position Analytics Engine
SIMULATOR Will the price of Ethereum be above $1,800 on June 16?
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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-ethereum-above-1800-on-june-16-2026 page.
▲ YES EDGE · +0.054 · f★ 5.9% · deploy 3.0% · net 4.66pp
§1 · Position economics
YES · Expected P/L per share +0.0541@ model P(YES) = 0.145
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 5.95% · g(f★) = 1.531%deploy 2.97% · g = 1.199%
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 @ 0.090 · EV +$445stake $744 · 2.97% of bankroll
Deployed stakestake
$744
2.97% of bankroll
Sharesunits
8,217
each pays $1 if YES
Max payoutwin
$8,217
gross, if win
Max profitwin
+$7,473
net of cost
Max losslose
-$744
binary settles to $0
Payout multiple×
×11.05
$1 → $11.05
Risk:RewardR:R
10.05 : 1
win $10.05 per $1
Expected P/LE[P/L]
+$445
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 14.5% | +$7,473 | +$1,081 |
| Resolves against (lose) | 85.5% | -$744 | -$636 |
| Expected value | 100.0% | — | +$445 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +5.4 pprelative edge +59.8%
Required win ratebreak-even
9.0%
price = implied probability
Model win rateP(win)
14.5%
what you forecast
Cushionedge
+5.4 pp
margin of safety
Fair pricemodel
0.145
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
9.0%
= price
Decimal oddsEU
11.050
total return per $1
AmericanUS
+1005
$100 wins $1005
FractionalUK
10.05 / 1
profit per $1 risked
Profit per $100stake
+$1004.97
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 1039% · APY 344702%ROI 59.8% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+59.8%
APR (simple)scaled
+1039%
ROI × 365/days
APY (compounded)if redeployed
+344702%
(1+ROI)^(365/d) − 1
Daily expectedper day
+2.26%
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 +4.66 pperosion 14% · break-even w/ fees 9.8%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$1,487
5.95% · g = 1.531%
Half Kelly½ f★
$744
2.97% · g = 1.199%
Quarter Kelly¼ f★
$372
1.49% · g = 0.733%
Flat 1%1%
$250
1.00% · g = 0.525%
Flat 2%2%
$500
2.00% · g = 0.920%
Flat 5%5%
$1,250
5.00% · g = 1.500%
Recommended¼ f★
$372
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.438 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.596 bit
Δ +0.158 bit vs market
Surprise · YES−log₂ p
3.47 bit
self-information
Surprise · NO−log₂(1−p)
0.14 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
NOISE · D_KL(q ‖ p) = 0.0153 nat (0.0221 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 0.145 · CI [0.05, 0.28] · κ 33.4
Posterior meanE[θ]
0.145
Beta(4.8, 28.5)
95% credible intervalHDI
[0.05, 0.28]
price INSIDE → weak edge
Concentrationκ
33.4
pseudo-obs behind belief
Disagreementvs crowd
+5.4 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] +57.5% · P(YES) 14.2% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+57.46%
P(YES) empiricalq
14.2%
Best pathmax
+1005.0%
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 1.37% · ruin rate 11.0%400 paths × 120 bets · f deploy 2.97%
Sharpe / betμ/σ
0.160
μ 1.86% · σ 11.6%
Sortino / betμ/σ↓
0.627
downside-only denominator
VaR 95%5%
-3.0%
per-bet worst-case
CVaR 95%ES
-3.0%
mean tail loss
Max drawdownMDD
-19.1%
Calmar 0.07
Ruin rate≤50%
11.0%
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 -40.4pp · crowd gap -45.9pp
Anchor gapmodel − base
-40.4 pp
Crowd gapprice − base
-45.9 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 18.6% · AUC 0.758out-of-sample BSS (5-fold) 18.7% ± 0.9% · Brier 0.2035 · log-loss 0.6067 · n 1600✓ n = 1600
BrierBS
0.2035
lower = better · ō 0.50
BSSvs base
18.6%
improvement over base rate
ReliabilityREL
0.0042
miscalibration · want ↓
ResolutionRES
0.0506
decisiveness · want ↑
Log lossLL
0.6067
cross-entropy
AUCROC
0.758
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 1.53 · expectancy +0.222R180 trades · win 58.3% · Sharpe 0.173
Total P/Lnet
+$9,992
on $45,000 cycled
Win ratehit %
58.3%
105 W / 75 L
Profit factorPF
1.53
$ won / $ lost
Expectancyper trade
+$55.51
avg $ per position
R-expectancyper risk
+0.222R
in units of risk taken
Avg win / losspayoff
$273.74 / -$250.00
ratio 1.09 : 1
Sharpe / traderisk-adj
0.173
μR / σR
Closing line valueCLV
+2.50 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.