NOSTRADAMUS · Position Analytics Engine
SIMULATOR Exact Score: Germany 0 - 0 Curaçao?
← 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-fifwc-ger-kor-2026-06-14-exact-score-0-0 page.
▲ YES EDGE · +0.004 · f★ 0.4% · deploy 0.2% · net -0.35pp
§1 · Position economics
YES · Expected P/L per share +0.0040@ model P(YES) = 0.020
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 0.41% · g(f★) = 0.047%deploy 0.20% · g = 0.036%
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 @ 0.016 · EV +$13stake $51 · 0.20% of bankroll
Deployed stakestake
$51
0.20% of bankroll
Sharesunits
3,176
each pays $1 if YES
Max payoutwin
$3,176
gross, if win
Max profitwin
+$3,125
net of cost
Max losslose
-$51
binary settles to $0
Payout multiple×
×62.50
$1 → $62.50
Risk:RewardR:R
61.50 : 1
win $61.50 per $1
Expected P/LE[P/L]
+$13
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 2.0% | +$3,125 | +$63 |
| Resolves against (lose) | 98.0% | -$51 | -$50 |
| Expected value | 100.0% | — | +$13 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +0.4 pprelative edge +25.0%
Required win ratebreak-even
1.6%
price = implied probability
Model win rateP(win)
2.0%
what you forecast
Cushionedge
+0.4 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
1.6%
= price
Decimal oddsEU
62.500
total return per $1
AmericanUS
+6150
$100 wins $6150
FractionalUK
61.50 / 1
profit per $1 risked
Profit per $100stake
+$6150.00
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 435% · APY 4735%ROI 25.0% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+25.0%
APR (simple)scaled
+435%
ROI × 365/days
APY (compounded)if redeployed
+4735%
(1+ROI)^(365/d) − 1
Daily expectedper day
+1.07%
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 -0.35 pperosion 188% · break-even w/ fees 2.4%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$102
0.41% · g = 0.047%
Half Kelly½ f★
$51
0.20% · g = 0.036%
Quarter Kelly¼ f★
$25
0.10% · g = 0.022%
Flat 1%1%
$250
1.00% · g = -0.026%
Flat 2%2%
$500
2.00% · g = -0.376%
Flat 5%5%
$1,250
5.00% · g = -2.217%
Recommended¼ f★
$25
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.118 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.141 bit
Δ +0.023 bit vs market
Surprise · YES−log₂ p
5.97 bit
self-information
Surprise · NO−log₂(1−p)
0.02 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
NOISE · D_KL(q ‖ p) = 0.0005 nat (0.0007 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] -21.9% · P(YES) 1.3% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
-21.88%
P(YES) empiricalq
1.3%
Best pathmax
+6150.0%
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 0.53% · ruin rate 0.0%400 paths × 120 bets · f deploy 0.50%
Sharpe / betμ/σ
0.117
μ 0.71% · σ 6.0%
Sortino / betμ/σ↓
1.410
downside-only denominator
VaR 95%5%
-0.5%
per-bet worst-case
CVaR 95%ES
-0.5%
mean tail loss
Max drawdownMDD
-11.8%
Calmar 0.05
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 -43.8pp · crowd gap -44.2pp
Anchor gapmodel − base
-43.8 pp
Crowd gapprice − base
-44.2 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 15.2% · AUC 0.741out-of-sample BSS (5-fold) 15.2% ± 2.5% · Brier 0.2119 · log-loss 0.6240 · n 1600✓ n = 1600
BrierBS
0.2119
lower = better · ō 0.49
BSSvs base
15.2%
improvement over base rate
ReliabilityREL
0.0064
miscalibration · want ↓
ResolutionRES
0.0436
decisiveness · want ↑
Log lossLL
0.6240
cross-entropy
AUCROC
0.741
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 0.89 · expectancy -0.055R180 trades · win 47.8% · Sharpe -0.051
Total P/Lnet
-$2,473
on $45,000 cycled
Win ratehit %
47.8%
86 W / 94 L
Profit factorPF
0.89
$ won / $ lost
Expectancyper trade
-$13.74
avg $ per position
R-expectancyper risk
-0.055R
in units of risk taken
Avg win / losspayoff
$244.50 / -$250.00
ratio 0.98 : 1
Sharpe / traderisk-adj
-0.051
μR / σR
Closing line valueCLV
+2.57 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.