NOSTRADAMUS · Position Analytics Engine
SIMULATOR Will Shimelis Abdisa be the next Prime Minister of Ethiopia?
← Back to live dashboardEmbed cardOG previewTop moversArb
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-shimelis-abdisa-be-the-next-prime-minister-of-ethiopia page.
▲ YES EDGE · +0.060 · f★ 6.1% · deploy 3.0% · net 5.25pp
§1 · Position economics
YES · Expected P/L per share +0.0600@ model P(YES) = 0.076
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 6.10% · g(f★) = 6.029%deploy 3.05% · g = 5.165%
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 @ 0.016 · EV +$2,858stake $762 · 3.05% of bankroll
Deployed stakestake
$762
3.05% of bankroll
Sharesunits
47,637
each pays $1 if YES
Max payoutwin
$47,637
gross, if win
Max profitwin
+$46,875
net of cost
Max losslose
-$762
binary settles to $0
Payout multiple×
×62.50
$1 → $62.50
Risk:RewardR:R
61.50 : 1
win $61.50 per $1
Expected P/LE[P/L]
+$2,858
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 7.6% | +$46,875 | +$3,562 |
| Resolves against (lose) | 92.4% | -$762 | -$704 |
| Expected value | 100.0% | — | +$2,858 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +6.0 pprelative edge +375.0%
Required win ratebreak-even
1.6%
price = implied probability
Model win rateP(win)
7.6%
what you forecast
Cushionedge
+6.0 pp
margin of safety
Fair pricemodel
0.076
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
1.6%
= price
Decimal oddsEU
62.500
total return per $1
AmericanUS
+6150
$100 wins $6150
FractionalUK
61.50 / 1
profit per $1 risked
Profit per $100stake
+$6150.00
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 6518% · APY 57753598830776%ROI 375.0% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+375.0%
APR (simple)scaled
+6518%
ROI × 365/days
APY (compounded)if redeployed
+57753598830776%
(1+ROI)^(365/d) − 1
Daily expectedper day
+7.70%
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 +5.25 pperosion 13% · break-even w/ fees 2.4%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$1,524
6.10% · g = 6.029%
Half Kelly½ f★
$762
3.05% · g = 5.165%
Quarter Kelly¼ f★
$381
1.52% · g = 3.607%
Flat 1%1%
$250
1.00% · g = 2.714%
Flat 2%2%
$500
2.00% · g = 4.228%
Flat 5%5%
$1,250
5.00% · g = 5.938%
Recommended¼ f★
$381
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.118 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.388 bit
Δ +0.270 bit vs market
Surprise · YES−log₂ p
5.97 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) = 0.0603 nat (0.0870 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 0.076 · CI [0.01, 0.23] · κ 18.5
Posterior meanE[θ]
0.076
Beta(1.4, 17.1)
95% credible intervalHDI
[0.01, 0.23]
price INSIDE → weak edge
Concentrationκ
18.5
pseudo-obs behind belief
Disagreementvs crowd
+5.6 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] +462.5% · P(YES) 9.0% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+462.50%
P(YES) empiricalq
9.0%
Best pathmax
+6150.0%
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 6.14% · ruin rate 16.0%400 paths × 120 bets · f deploy 3.05%
Sharpe / betμ/σ
0.241
μ 12.60% · σ 52.3%
Sortino / betμ/σ↓
4.133
downside-only denominator
VaR 95%5%
-3.0%
per-bet worst-case
CVaR 95%ES
-3.0%
mean tail loss
Max drawdownMDD
-33.1%
Calmar 0.19
Ruin rate≤50%
16.0%
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 -43.0pp · crowd gap -49.0pp
Anchor gapmodel − base
-43.0 pp
Crowd gapprice − base
-49.0 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 22.8% · AUC 0.781out-of-sample BSS (5-fold) 22.9% ± 2.6% · Brier 0.1928 · log-loss 0.5759 · n 1600✓ n = 1600
BrierBS
0.1928
lower = better · ō 0.48
BSSvs base
22.8%
improvement over base rate
ReliabilityREL
0.0029
miscalibration · want ↓
ResolutionRES
0.0599
decisiveness · want ↑
Log lossLL
0.5759
cross-entropy
AUCROC
0.781
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 +0.075R180 trades · win 51.7% · Sharpe 0.056
Total P/Lnet
+$3,374
on $45,000 cycled
Win ratehit %
51.7%
93 W / 87 L
Profit factorPF
1.16
$ won / $ lost
Expectancyper trade
+$18.74
avg $ per position
R-expectancyper risk
+0.075R
in units of risk taken
Avg win / losspayoff
$270.15 / -$250.00
ratio 1.08 : 1
Sharpe / traderisk-adj
0.056
μR / σR
Closing line valueCLV
+2.73 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.