NOSTRADAMUS · Position Analytics Engine
SIMULATOR Will Donyell Malen be the top goalscorer at the 2026 FIFA World Cup?
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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-donyell-malen-be-the-top-goalscorer-at-the-2026-fifa-world-cup page.
▲ YES EDGE · +0.043 · f★ 4.4% · deploy 2.2% · net 3.57pp
§1 · Position economics
YES · Expected P/L per share +0.0432@ model P(YES) = 0.052
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 4.36% · g(f★) = 4.946%deploy 2.18% · g = 4.295%
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 @ 0.009 · EV +$2,612stake $545 · 2.18% of bankroll
Deployed stakestake
$545
2.18% of bankroll
Sharesunits
60,505
each pays $1 if YES
Max payoutwin
$60,505
gross, if win
Max profitwin
+$59,961
net of cost
Max losslose
-$545
binary settles to $0
Payout multiple×
×111.11
$1 → $111.11
Risk:RewardR:R
110.11 : 1
win $110.11 per $1
Expected P/LE[P/L]
+$2,612
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 5.2% | +$59,961 | +$3,128 |
| Resolves against (lose) | 94.8% | -$545 | -$516 |
| Expected value | 100.0% | — | +$2,612 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +4.3 pprelative edge +479.7%
Required win ratebreak-even
0.9%
price = implied probability
Model win rateP(win)
5.2%
what you forecast
Cushionedge
+4.3 pp
margin of safety
Fair pricemodel
0.052
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
0.9%
= price
Decimal oddsEU
111.111
total return per $1
AmericanUS
+11011
$100 wins $11011
FractionalUK
110.11 / 1
profit per $1 risked
Profit per $100stake
+$11011.11
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 8337% · APY 1840829955503342%ROI 479.7% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+479.7%
APR (simple)scaled
+8337%
ROI × 365/days
APY (compounded)if redeployed
+1840829955503342%
(1+ROI)^(365/d) − 1
Daily expectedper day
+8.73%
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 +3.57 pperosion 17% · break-even w/ fees 1.7%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$1,089
4.36% · g = 4.946%
Half Kelly½ f★
$545
2.18% · g = 4.295%
Quarter Kelly¼ f★
$272
1.09% · g = 3.074%
Flat 1%1%
$250
1.00% · g = 2.921%
Flat 2%2%
$500
2.00% · g = 4.157%
Flat 5%5%
$1,250
5.00% · g = 4.908%
Recommended¼ f★
$272
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.074 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.296 bit
Δ +0.221 bit vs market
Surprise · YES−log₂ p
6.80 bit
self-information
Surprise · NO−log₂(1−p)
0.01 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
SIGNAL · D_KL(q ‖ p) = 0.0495 nat (0.0714 bit)exploitable edge present
YES contributionNO contributionbelief ‖ marketsignal
Zero KL ⇒ you know nothing the crowd doesn't.
§8 · Bayesian inference
MARKET PRICE INSIDE 95% CIposterior μ 0.052 · CI [0.00, 0.22] · κ 12.7
Posterior meanE[θ]
0.052
Beta(0.7, 12.1)
95% credible intervalHDI
[0.00, 0.22]
price INSIDE → weak edge
Concentrationκ
12.7
pseudo-obs behind belief
Disagreementvs crowd
+3.2 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] +483.3% · P(YES) 5.3% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+483.33%
P(YES) empiricalq
5.3%
Best pathmax
+11011.1%
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 5.19% · ruin rate 16.5%400 paths × 120 bets · f deploy 2.18%
Sharpe / betμ/σ
0.218
μ 12.70% · σ 58.1%
Sortino / betμ/σ↓
5.829
downside-only denominator
VaR 95%5%
-2.2%
per-bet worst-case
CVaR 95%ES
-2.2%
mean tail loss
Max drawdownMDD
-32.7%
Calmar 0.16
Ruin rate≤50%
16.5%
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 -52.6pp · crowd gap -56.9pp
Anchor gapmodel − base
-52.6 pp
Crowd gapprice − base
-56.9 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 23.3% · AUC 0.783out-of-sample BSS (5-fold) 23.4% ± 2.1% · Brier 0.1916 · log-loss 0.5734 · n 1600✓ n = 1600
BrierBS
0.1916
lower = better · ō 0.49
BSSvs base
23.3%
improvement over base rate
ReliabilityREL
0.0028
miscalibration · want ↓
ResolutionRES
0.0612
decisiveness · want ↑
Log lossLL
0.5734
cross-entropy
AUCROC
0.783
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 1.16 · expectancy +0.073R180 trades · win 55.6% · Sharpe 0.071
Total P/Lnet
+$3,298
on $45,000 cycled
Win ratehit %
55.6%
100 W / 80 L
Profit factorPF
1.16
$ won / $ lost
Expectancyper trade
+$18.32
avg $ per position
R-expectancyper risk
+0.073R
in units of risk taken
Avg win / losspayoff
$232.98 / -$250.00
ratio 0.93 : 1
Sharpe / traderisk-adj
0.071
μR / σR
Closing line valueCLV
+2.46 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.