NOSTRADAMUS · Position Analytics Engine
SIMULATOR Will Bitcoin dip to $47,500 in June?
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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-will-bitcoin-dip-to-47pt5k-in-june-2026-352-889 page.
▲ YES EDGE · +0.016 · f★ 1.6% · deploy 0.8% · net 0.82pp
§1 · Position economics
YES · Expected P/L per share +0.0157@ model P(YES) = 0.044
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 1.61% · g(f★) = 0.381%deploy 0.81% · g = 0.298%
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 @ 0.029 · EV +$111stake $201 · 0.81% of bankroll
Deployed stakestake
$201
0.81% of bankroll
Sharesunits
7,070
each pays $1 if YES
Max payoutwin
$7,070
gross, if win
Max profitwin
+$6,868
net of cost
Max losslose
-$201
binary settles to $0
Payout multiple×
×35.09
$1 → $35.09
Risk:RewardR:R
34.09 : 1
win $34.09 per $1
Expected P/LE[P/L]
+$111
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 4.4% | +$6,868 | +$303 |
| Resolves against (lose) | 95.6% | -$201 | -$193 |
| Expected value | 100.0% | — | +$111 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +1.6 pprelative edge +54.9%
Required win ratebreak-even
2.9%
price = implied probability
Model win rateP(win)
4.4%
what you forecast
Cushionedge
+1.6 pp
margin of safety
Fair pricemodel
0.044
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
2.9%
= price
Decimal oddsEU
35.088
total return per $1
AmericanUS
+3409
$100 wins $3409
FractionalUK
34.09 / 1
profit per $1 risked
Profit per $100stake
+$3408.77
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 955% · APY 201996%ROI 54.9% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+54.9%
APR (simple)scaled
+955%
ROI × 365/days
APY (compounded)if redeployed
+201996%
(1+ROI)^(365/d) − 1
Daily expectedper day
+2.11%
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 +0.82 pperosion 48% · break-even w/ fees 3.6%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$403
1.61% · g = 0.381%
Half Kelly½ f★
$201
0.81% · g = 0.298%
Quarter Kelly¼ f★
$101
0.40% · g = 0.182%
Flat 1%1%
$250
1.00% · g = 0.335%
Flat 2%2%
$500
2.00% · g = 0.365%
Flat 5%5%
$1,250
5.00% · g = -0.509%
Recommended¼ f★
$101
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.187 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.261 bit
Δ +0.074 bit vs market
Surprise · YES−log₂ p
5.13 bit
self-information
Surprise · NO−log₂(1−p)
0.04 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
NOISE · D_KL(q ‖ p) = 0.0038 nat (0.0055 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 0.044 · CI [0.00, 0.22] · κ 10.7
Posterior meanE[θ]
0.044
Beta(0.5, 10.3)
95% credible intervalHDI
[0.00, 0.22]
price INSIDE → weak edge
Concentrationκ
10.7
pseudo-obs behind belief
Disagreementvs crowd
+1.6 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] +75.4% · P(YES) 5.0% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+75.44%
P(YES) empiricalq
5.0%
Best pathmax
+3408.8%
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)
Median CAGR/bet 0.45% · ruin rate 1.3%400 paths × 120 bets · f deploy 0.81%
Sharpe / betμ/σ
0.108
μ 0.68% · σ 6.3%
Sortino / betμ/σ↓
0.846
downside-only denominator
VaR 95%5%
-0.8%
per-bet worst-case
CVaR 95%ES
-0.8%
mean tail loss
Max drawdownMDD
-14.3%
Calmar 0.03
Ruin rate≤50%
1.3%
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 -51.4pp · crowd gap -53.0pp
Anchor gapmodel − base
-51.4 pp
Crowd gapprice − base
-53.0 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 18.9% · AUC 0.761out-of-sample BSS (5-fold) 19.1% ± 2.6% · Brier 0.2027 · log-loss 0.6067 · n 1600✓ n = 1600
BrierBS
0.2027
lower = better · ō 0.50
BSSvs base
18.9%
improvement over base rate
ReliabilityREL
0.0057
miscalibration · want ↓
ResolutionRES
0.0523
decisiveness · want ↑
Log lossLL
0.6067
cross-entropy
AUCROC
0.761
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 1.23 · expectancy +0.101R180 trades · win 56.7% · Sharpe 0.095
Total P/Lnet
+$4,554
on $45,000 cycled
Win ratehit %
56.7%
102 W / 78 L
Profit factorPF
1.23
$ won / $ lost
Expectancyper trade
+$25.30
avg $ per position
R-expectancyper risk
+0.101R
in units of risk taken
Avg win / losspayoff
$235.82 / -$250.00
ratio 0.94 : 1
Sharpe / traderisk-adj
0.095
μR / σR
Closing line valueCLV
+3.08 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.