NOSTRADAMUS · Position Analytics Engine

SIMULATOR Trump announces US x Iran ceasefire over by June 15?

← Back to live dashboard Embed card OG preview Top movers Arb

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-trump-announces-us-x-iran-ceasefire-over-by-june-15-20260607232556275-193 page.

SIDE

MARKET PRICE (YES) 0.023

MODEL P(YES) 0.062

YOUR FILL (YES) 0.023

KELLY FRACTION 0.50

MODEL σ 0.060

BANKROLL (USDC)

DAYS TO RESOLVE

FEE (bps)

SPREAD (¢)

LIQUIDITY ($)

SCENARIO PRESET

▲ YES EDGE · +0.039 · f★ 4.0% · deploy 2.0% · net 3.14pp

§1 · Position economics

Payoff diagram · binary contract P/L vs resolution

YES · Expected P/L per share +0.0389@ model P(YES) = 0.062

P/L per sharemarket pricemodel Pprofit zoneloss zone

Profit is linear in the eventual settlement price.

Kelly growth curve · g(f) with f★ and deployed f markers

f★ = 3.98% · g(f★) = 2.320%deploy 1.99% · g = 1.910%

g(f)f★ optimumdeployed fgrowth zone

Underbet leaves growth on the table; overbet destroys capital. The interior maximum is f★.

§2 · The trade ticket

Trade ticket · dollar outcomes at this stake

YES @ 0.023 · EV +$843stake $498 · 1.99% of bankroll

Deployed stakestake

$498

1.99% of bankroll

Sharesunits

21,657

each pays $1 if YES

Max payoutwin

$21,657

gross, if win

Max profitwin

+$21,159

net of cost

Max losslose

-$498

binary settles to $0

Payout multiple×

×43.48

$1 → $43.48

Risk:RewardR:R

42.48 : 1

win $42.48 per $1

Expected P/LE[P/L]

+$843

probability-weighted

Outcome	P(model)	P/L	Contribution
Resolves YES (win)	6.2%	+$21,159	+$1,310
Resolves against (lose)	93.8%	-$498	-$467
Expected value	100.0%	—	+$843

What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.

§3 · Break-even & cushion

Break-even & cushion · margin of safety

Cushion +3.9 pprelative edge +169.3%

Required win ratebreak-even

2.3%

price = implied probability

Model win rateP(win)

6.2%

what you forecast

Cushionedge

+3.9 pp

margin of safety

Fair pricemodel

0.062

where you think it should trade

The market price equals the win rate you must beat to make money.

§4 · Odds conversion

Implied probability, decimal, American, fractional

Implied probabilityP

2.3%

= price

Decimal oddsEU

43.478

total return per $1

AmericanUS

+4248

$100 wins $4248

FractionalUK

42.48 / 1

profit per $1 risked

Profit per $100stake

+$4247.83

clean dollar framing

underdog (+)favorite (-)your price

Five views of the same number.

§4b · Time & annualized return

Time & APR · capital lockup vs annualized return

APR 2942% · APY 2999449879%ROI 169.3% over 21d · 17.4 turns/yr

Time to resolvehorizon

21.0 d

504h capital lockup

Raw ROIper resolve

+169.3%

APR (simple)scaled

+2942%

ROI × 365/days

APY (compounded)if redeployed

+2999449879%

(1+ROI)^(365/d) − 1

Daily expectedper day

+4.83%

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

Cost waterfall · gross edge → net of friction

Net edge +3.14 pperosion 19% · break-even w/ fees 3.0%

gross edgefrictionnet edgefee 0 bps · spread 1.50¢

The number that decides whether to trade.

§6 · Sizing menu

Sizing menu · disciplined deployment

Full Kellyf★

$996

3.98% · g = 2.320%

Half Kelly½ f★

$498

1.99% · g = 1.910%

Quarter Kelly¼ f★

$249

1.00% · g = 1.246%

Flat 1%1%

$250

1.00% · g = 1.250%

Flat 2%2%

$500

2.00% · g = 1.913%

Flat 5%5%

$1,250

5.00% · g = 2.243%

Recommended¼ f★

$249

survives model error

Quarter-Kelly is the industry default — survives model error far better than full Kelly.

§7 · Information theory

Binary entropy · uncertainty in bits

Market entropyH(p)

0.158 bit

max 1.0 at p = 0.5

Your entropyH(q)

0.335 bit

Δ +0.177 bit vs market

Surprise · YES−log₂ p

5.44 bit

self-information

Surprise · NO−log₂(1−p)

0.03 bit

self-information

H(p) peaks at p = 0.5 (one bit of irreducible doubt).

KL divergence · upper bound on exploitable edge

SIGNAL · D_KL(q ‖ p) = 0.0232 nat (0.0335 bit)exploitable edge present

YES contributionNO contributionbelief ‖ marketsignal

Zero KL ⇒ you know nothing the crowd doesn't.

§8 · Bayesian inference

Bayesian posterior · prior + evidence → belief with 95% CI

MARKET PRICE INSIDE 95% CIposterior μ 0.062 · CI [0.00, 0.22] · κ 15.1

Posterior meanE[θ]

0.062

Beta(0.9, 14.2)

95% credible intervalHDI

[0.00, 0.22]

price INSIDE → weak edge

Concentrationκ

15.1

pseudo-obs behind belief

Disagreementvs crowd

+3.9 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)

Mark-to-market MC · single position held to resolution

E[P/L] +150.0% · P(YES) 5.8% · VaR₉₅ 100.0%400 paths · 504 bars to resolution

Expected P/Lper $1

+150.00%

P(YES) empiricalq

5.8%

Best pathmax

+4247.8%

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)

Monte-Carlo equity fan · this profile, repeated 400× independently

Median CAGR/bet 2.23% · ruin rate 13.0%400 paths × 120 bets · f deploy 1.99%

Sharpe / betμ/σ

0.177

μ 3.86% · σ 21.7%

Sortino / betμ/σ↓

1.937

downside-only denominator

VaR 95%5%

-2.0%

per-bet worst-case

CVaR 95%ES

-2.0%

mean tail loss

Max drawdownMDD

-26.1%

Calmar 0.09

Ruin rate≤50%

13.0%

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

Probability stack · base rate vs crowd vs model

ANCHORED · supported by convictionanchor gap -43.4pp · crowd gap -47.3pp

Anchor gapmodel − base

-43.4 pp

Crowd gapprice − base

-47.3 pp

Verdictdiscipline

ANCHORED

Reference-class anchoring prevents narrative-driven blowups.

§11 · Forecast quality (synthetic ledger)

Brier · Murphy decomposition · reliability · ROC

SKILL POSITIVE · in-sample BSS 21.5% · AUC 0.775out-of-sample BSS (5-fold) 21.5% ± 2.6% · Brier 0.1962 · log-loss 0.5914 · n 1600✓ n = 1600

BrierBS

0.1962

lower = better · ō 0.51

BSSvs base

21.5%

improvement over base rate

ReliabilityREL

0.0041

miscalibration · want ↓

ResolutionRES

0.0564

decisiveness · want ↑

Log lossLL

0.5914

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)

Track record · win rate · PF · expectancy · CLV · equity curve

PROFITABLE · PF 1.39 · expectancy +0.176R180 trades · win 55.0% · Sharpe 0.140

Total P/Lnet

+$7,927

on $45,000 cycled

Win ratehit %

55.0%

99 W / 81 L

Profit factorPF

1.39

$ won / $ lost

Expectancyper trade

+$44.04

avg $ per position

R-expectancyper risk

+0.176R

in units of risk taken

Avg win / losspayoff

$284.61 / -$250.00

ratio 1.14 : 1

Sharpe / traderisk-adj

0.140

μR / σR

Closing line valueCLV

+3.00 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.