NOSTRADAMUS · Position Analytics Engine
SIMULATOR Will Luis Javier Suárez 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-luis-javier-surez-be-the-top-goalscorer-at-the-2026-fifa-world-cup page.
▲ YES EDGE · +0.044 · f★ 4.5% · deploy 2.2% · net 3.68pp
§1 · Position economics
YES · Expected P/L per share +0.0443@ model P(YES) = 0.056
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 4.48% · g(f★) = 4.483%deploy 2.24% · g = 3.851%
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 @ 0.011 · EV +$2,158stake $560 · 2.24% of bankroll
Deployed stakestake
$560
2.24% of bankroll
Sharesunits
48,708
each pays $1 if YES
Max payoutwin
$48,708
gross, if win
Max profitwin
+$48,148
net of cost
Max losslose
-$560
binary settles to $0
Payout multiple×
×86.96
$1 → $86.96
Risk:RewardR:R
85.96 : 1
win $85.96 per $1
Expected P/LE[P/L]
+$2,158
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 5.6% | +$48,148 | +$2,686 |
| Resolves against (lose) | 94.4% | -$560 | -$529 |
| Expected value | 100.0% | — | +$2,158 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +4.4 pprelative edge +385.2%
Required win ratebreak-even
1.1%
price = implied probability
Model win rateP(win)
5.6%
what you forecast
Cushionedge
+4.4 pp
margin of safety
Fair pricemodel
0.056
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
1.1%
= price
Decimal oddsEU
86.957
total return per $1
AmericanUS
+8596
$100 wins $8596
FractionalUK
85.96 / 1
profit per $1 risked
Profit per $100stake
+$8595.65
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 6695% · APY 83505522053407%ROI 385.2% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+385.2%
APR (simple)scaled
+6695%
ROI × 365/days
APY (compounded)if redeployed
+83505522053407%
(1+ROI)^(365/d) − 1
Daily expectedper day
+7.81%
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 +3.68 pperosion 17% · break-even w/ fees 1.9%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$1,120
4.48% · g = 4.483%
Half Kelly½ f★
$560
2.24% · g = 3.851%
Quarter Kelly¼ f★
$280
1.12% · g = 2.699%
Flat 1%1%
$250
1.00% · g = 2.512%
Flat 2%2%
$500
2.00% · g = 3.674%
Flat 5%5%
$1,250
5.00% · g = 4.460%
Recommended¼ f★
$280
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.091 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.311 bit
Δ +0.220 bit vs market
Surprise · YES−log₂ p
6.44 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).
SIGNAL · D_KL(q ‖ p) = 0.0448 nat (0.0647 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 0.056 · CI [0.00, 0.22] · κ 13.6
Posterior meanE[θ]
0.056
Beta(0.8, 12.9)
95% credible intervalHDI
[0.00, 0.22]
price INSIDE → weak edge
Concentrationκ
13.6
pseudo-obs behind belief
Disagreementvs crowd
+3.6 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] +334.8% · P(YES) 5.0% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+334.78%
P(YES) empiricalq
5.0%
Best pathmax
+8595.7%
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 4.22% · ruin rate 14.2%400 paths × 120 bets · f deploy 2.24%
Sharpe / betμ/σ
0.211
μ 9.94% · σ 47.2%
Sortino / betμ/σ↓
4.435
downside-only denominator
VaR 95%5%
-2.2%
per-bet worst-case
CVaR 95%ES
-2.2%
mean tail loss
Max drawdownMDD
-32.0%
Calmar 0.13
Ruin rate≤50%
14.2%
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 -40.4pp · crowd gap -44.8pp
Anchor gapmodel − base
-40.4 pp
Crowd gapprice − base
-44.8 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 15.9% · AUC 0.746out-of-sample BSS (5-fold) 16.1% ± 2.7% · Brier 0.2101 · log-loss 0.6274 · n 1600✓ n = 1600
BrierBS
0.2101
lower = better · ō 0.51
BSSvs base
15.9%
improvement over base rate
ReliabilityREL
0.0077
miscalibration · want ↓
ResolutionRES
0.0474
decisiveness · want ↑
Log lossLL
0.6274
cross-entropy
AUCROC
0.746
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 0.75 · expectancy -0.138R180 trades · win 43.9% · Sharpe -0.132
Total P/Lnet
-$6,199
on $45,000 cycled
Win ratehit %
43.9%
79 W / 101 L
Profit factorPF
0.75
$ won / $ lost
Expectancyper trade
-$34.44
avg $ per position
R-expectancyper risk
-0.138R
in units of risk taken
Avg win / losspayoff
$241.15 / -$250.00
ratio 0.96 : 1
Sharpe / traderisk-adj
-0.132
μR / σR
Closing line valueCLV
+2.58 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.