NOSTRADAMUS · Position Analytics Engine
SIMULATOR Will G2 win IEM Cologne Major 2026?
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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-g2-win-iem-cologne-major-2026 page.
▲ YES EDGE · +0.023 · f★ 2.4% · deploy 1.2% · net 1.60pp
§1 · Position economics
YES · Expected P/L per share +0.0235@ model P(YES) = 0.038
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 2.38% · g(f★) = 1.337%deploy 1.19% · g = 1.100%
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 @ 0.015 · EV +$482stake $298 · 1.19% of bankroll
Deployed stakestake
$298
1.19% of bankroll
Sharesunits
20,537
each pays $1 if YES
Max payoutwin
$20,537
gross, if win
Max profitwin
+$20,240
net of cost
Max losslose
-$298
binary settles to $0
Payout multiple×
×68.97
$1 → $68.97
Risk:RewardR:R
67.97 : 1
win $67.97 per $1
Expected P/LE[P/L]
+$482
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 3.8% | +$20,240 | +$769 |
| Resolves against (lose) | 96.2% | -$298 | -$286 |
| Expected value | 100.0% | — | +$482 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +2.3 pprelative edge +161.9%
Required win ratebreak-even
1.5%
price = implied probability
Model win rateP(win)
3.8%
what you forecast
Cushionedge
+2.3 pp
margin of safety
Fair pricemodel
0.038
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
1.5%
= price
Decimal oddsEU
68.966
total return per $1
AmericanUS
+6797
$100 wins $6797
FractionalUK
67.97 / 1
profit per $1 risked
Profit per $100stake
+$6796.55
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 2814% · APY 1853880777%ROI 161.9% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+161.9%
APR (simple)scaled
+2814%
ROI × 365/days
APY (compounded)if redeployed
+1853880777%
(1+ROI)^(365/d) − 1
Daily expectedper day
+4.69%
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 +1.60 pperosion 32% · break-even w/ fees 2.2%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$596
2.38% · g = 1.337%
Half Kelly½ f★
$298
1.19% · g = 1.100%
Quarter Kelly¼ f★
$149
0.60% · g = 0.716%
Flat 1%1%
$250
1.00% · g = 1.003%
Flat 2%2%
$500
2.00% · g = 1.316%
Flat 5%5%
$1,250
5.00% · g = 0.691%
Recommended¼ f★
$149
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.109 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.233 bit
Δ +0.124 bit vs market
Surprise · YES−log₂ p
6.11 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) = 0.0134 nat (0.0193 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 0.038 · CI [0.00, 0.22] · κ 9.1
Posterior meanE[θ]
0.038
Beta(0.3, 8.8)
95% credible intervalHDI
[0.00, 0.22]
price INSIDE → weak edge
Concentrationκ
9.1
pseudo-obs behind belief
Disagreementvs crowd
+1.8 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] +158.6% · P(YES) 3.8% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+158.62%
P(YES) empiricalq
3.8%
Best pathmax
+6796.6%
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 1.84% · ruin rate 6.8%400 paths × 120 bets · f deploy 1.19%
Sharpe / betμ/σ
0.163
μ 2.93% · σ 17.9%
Sortino / betμ/σ↓
2.460
downside-only denominator
VaR 95%5%
-1.2%
per-bet worst-case
CVaR 95%ES
-1.2%
mean tail loss
Max drawdownMDD
-20.4%
Calmar 0.09
Ruin rate≤50%
6.8%
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 -49.8pp · crowd gap -52.2pp
Anchor gapmodel − base
-49.8 pp
Crowd gapprice − base
-52.2 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 19.5% · AUC 0.764out-of-sample BSS (5-fold) 19.6% ± 2.0% · Brier 0.2013 · log-loss 0.5983 · n 1600✓ n = 1600
BrierBS
0.2013
lower = better · ō 0.49
BSSvs base
19.5%
improvement over base rate
ReliabilityREL
0.0046
miscalibration · want ↓
ResolutionRES
0.0536
decisiveness · want ↑
Log lossLL
0.5983
cross-entropy
AUCROC
0.764
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 0.82 · expectancy -0.098R180 trades · win 46.7% · Sharpe -0.094
Total P/Lnet
-$4,411
on $45,000 cycled
Win ratehit %
46.7%
84 W / 96 L
Profit factorPF
0.82
$ won / $ lost
Expectancyper trade
-$24.50
avg $ per position
R-expectancyper risk
-0.098R
in units of risk taken
Avg win / losspayoff
$233.21 / -$250.00
ratio 0.93 : 1
Sharpe / traderisk-adj
-0.094
μR / σR
Closing line valueCLV
+2.64 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.