NOSTRADAMUS · Position Analytics Engine

SIMULATOR Trump announces US x Iran ceasefire over by June 30?

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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-trump-announces-us-x-iran-ceasefire-over-by-june-30-20260607232556276-219 page.

▼ NO EDGE YES · DO NOT TRADE

§1 · Position economics

Payoff diagram · binary contract P/L vs resolution
YES · Expected P/L per share -0.0099@ model P(YES) = 0.025
-1.00-0.50+0.00+0.50+1.000.000.200.400.600.801.00price 0.035model 0.025YES resolution priceP/L per $1 contract
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★ = 0.00% · g(f★) = 0.000%deploy 0.00% · g = 0.000%
-2.00%-1.50%-1.00%-0.49%0.01%0%8%16%24%32%40%fraction of bankroll fexpected log-growth g(f)
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 @ 0.035 · EV +$0stake $0 · 0.00% of bankroll
Deployed stakestake
$0
0.00% of bankroll
Sharesunits
0
each pays $1 if YES
Max payoutwin
$0
gross, if win
Max profitwin
+$0
net of cost
Max losslose
-$0
binary settles to $0
Payout multiple×
×28.99
$1 → $28.99
Risk:RewardR:R
27.99 : 1
win $27.99 per $1
Expected P/LE[P/L]
+$0
probability-weighted
OutcomeP(model)P/LContribution
Resolves YES (win)2.5%+$0+$0
Resolves against (lose)97.5%-$0-$0
Expected value100.0%—+$0
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 -1.0 pprelative edge -28.6%
Required win ratebreak-even
3.5%
price = implied probability
Model win rateP(win)
2.5%
what you forecast
Cushionedge
-1.0 pp
margin of safety
Fair pricemodel
0.025
where you think it should trade
-60-3003060020406080100you @ 3.5%market price (%)cushion (pp)
The market price equals the win rate you must beat to make money.

§4 · Odds conversion

Implied probability, decimal, American, fractional
Implied probabilityP
3.5%
= price
Decimal oddsEU
28.986
total return per $1
AmericanUS
+2799
$100 wins $2799
FractionalUK
27.99 / 1
profit per $1 risked
Profit per $100stake
+$2798.55
clean dollar framing
-1000-5000+500+1000020406080100you · 3.5%implied probability (%)American odds
underdog (+)favorite (-)your price
Five views of the same number.

§4b · Time & annualized return

Time & APR · capital lockup vs annualized return
APR -497% · APY -100%ROI -28.6% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
-28.6%
APR (simple)scaled
-497%
ROI × 365/days
APY (compounded)if redeployed
-100%
(1+ROI)^(365/d) − 1
Daily expectedper day
-1.59%
geometric, per day held
Capital turns/yrvelocity
×17.4
how often this slot recycles
-110%132%374%616%858%1100%121416180100120now 21ddays to resolutionannualized return (capped 1000%)
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 -1.74 pperosion 0% · break-even w/ fees 4.2%
-2.3pp-1.8pp-1.3pp-0.8pp-0.4pp0.1pp-0.99Gross edge-0.75- ½ spread+0.00- entry fee+0.00- exit fee-1.74Net edgeEV / share (pp)
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.

§6 · Sizing menu

Sizing menu · disciplined deployment
Full Kellyf★
$0
0.00% · g = 0.000%
Half Kelly½ f★
$0
0.00% · g = 0.000%
Quarter Kelly¼ f★
$0
0.00% · g = 0.000%
Flat 1%1%
$250
1.00% · g = -0.372%
Flat 2%2%
$500
2.00% · g = -0.876%
Flat 5%5%
$1,250
5.00% · g = -2.847%
Recommended¼ f★
$0
survives model error
$0$369$738$1,106$1,475$0Full Kelly0.00%$0Half Kelly0.00%$0Quarter Kelly0.00%$250Flat 1%1.00%$500Flat 2%2.00%$1,250Flat 5%5.00%
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)
0.216 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.167 bit
Δ -0.050 bit vs market
Surprise · YES−log₂ p
4.86 bit
self-information
Surprise · NO−log₂(1−p)
0.05 bit
self-information
0.000.260.530.791.050.00.20.40.60.81.0marketmodelprobabilityH (bits)
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
KL divergence · upper bound on exploitable edge
NOISE · D_KL(q ‖ p) = 0.0016 nat (0.0023 bit)belief ≈ market — stand down
-0.011-0.0050.0010.0070.013-0.0083YES branch0.0099NO branchΣKL = 0.0016 natKL contribution (nat)
YES contributionNO contributionbelief ‖ marketnoise
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 0.025 · CI [0.00, 0.26] · κ 5.7
Posterior meanE[θ]
0.025
Beta(0.1, 5.5)
95% credible intervalHDI
[0.00, 0.26]
price INSIDE → weak edge
Concentrationκ
5.7
pseudo-obs behind belief
Disagreementvs crowd
-1.0 pp
posterior − price
0.000.200.400.600.801.00marketposterior μprobability θposterior density
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] -20.3% · P(YES) 2.8% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
-20.29%
P(YES) empiricalq
2.8%
Best pathmax
+2798.6%
Worst pathmin
-100.0%
VaR 95%5%
100.0%
CVaR 95%ES
100.0%
0¢25¢50¢75¢100¢084168252336420504entry 3.5¢model q 2.5¢bars until resolutionprice path
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 0.07% · ruin rate 0.0%400 paths × 120 bets · f deploy 0.50%
Sharpe / betμ/σ
0.038
μ 0.11% · σ 2.9%
Sortino / betμ/σ↓
0.223
downside-only denominator
VaR 95%5%
-0.5%
per-bet worst-case
CVaR 95%ES
-0.5%
mean tail loss
Max drawdownMDD
-12.7%
Calmar 0.01
Ruin rate≤50%
0.0%
P(equity ever ≤ 50%)
0.64×0.91×1.19×1.46×1.74×2.02×020406080100120startruin 50%bet #bankroll multiple
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 -49.6pp · crowd gap -48.7pp
0%20%40%60%80%100%Reference base rate52.1%Market price3.5%Model P(YES)2.5%
Anchor gapmodel − base
-49.6 pp
Crowd gapprice − base
-48.7 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 17.4% · AUC 0.755out-of-sample BSS (5-fold) 17.5% ± 2.8% · Brier 0.2064 · log-loss 0.6178 · n 1600✓ n = 1600
BrierBS
0.2064
lower = better · ō 0.50
BSSvs base
17.4%
improvement over base rate
ReliabilityREL
0.0061
miscalibration · want ↓
ResolutionRES
0.0499
decisiveness · want ↑
Log lossLL
0.6178
cross-entropy
AUCROC
0.755
0.5 coin · 1.0 oracle
0.00.20.40.60.81.00.00.20.40.60.81.0stated probability fobserved frequency ō0.00.20.40.60.81.00.00.20.40.60.81.0AUC = 0.755false positive ratetrue positive rate0.0000.0750.1500.2250.3000.250UNC0.050RES0.006REL0.206BRIERcontribution
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 1.12 · expectancy +0.057R180 trades · win 52.8% · Sharpe 0.049
Total P/Lnet
+$2,545
on $45,000 cycled
Win ratehit %
52.8%
95 W / 85 L
Profit factorPF
1.12
$ won / $ lost
Expectancyper trade
+$14.14
avg $ per position
R-expectancyper risk
+0.057R
in units of risk taken
Avg win / losspayoff
$250.47 / -$250.00
ratio 1.00 : 1
Sharpe / traderisk-adj
0.049
μR / σR
Closing line valueCLV
+3.22 pp
avg edge vs close
-$1,511-$232$1,047$2,326$3,60503672108144180trade #cumulative P/L (USD)
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.

▸ Advanced metrics · M2M bundle

polymarket · trump-announces-us-x-iran-ceasefire-over-by-june-30-20260607232556276-219 · fresh · feed 13s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
20.66%
max drawdown
15.85%
sharpe
—
ulcer index
6.17%
RMS drawdown
pain index
4.97%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
15.85%
cond. drawdown
gain/pain
0.57
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.57
upside/downside
roll spread
2.1 bps
implied (price-only)
bars used
740
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-trump-announces-us-x-iran-ceasefire-over-by-june-30-20260607232556276-219/bundle · venue execution: polymarket →