NOSTRADAMUS · Position Analytics Engine
SIMULATOR Will Team Spirit 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-team-spirit-win-iem-cologne-major-2026 page.
▲ YES EDGE · +0.036 · f★ 5.6% · deploy 2.8% · net 2.90pp
§1 · Position economics
YES · Expected P/L per share +0.0365@ model P(YES) = 0.384
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 5.59% · g(f★) = 0.289%deploy 2.80% · g = 0.217%
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 @ 0.348 · EV +$73stake $699 · 2.80% of bankroll
Deployed stakestake
$699
2.80% of bankroll
Sharesunits
2,009
each pays $1 if YES
Max payoutwin
$2,009
gross, if win
Max profitwin
+$1,310
net of cost
Max losslose
-$699
binary settles to $0
Payout multiple×
×2.87
$1 → $2.87
Risk:RewardR:R
1.87 : 1
win $1.87 per $1
Expected P/LE[P/L]
+$73
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 38.4% | +$1,310 | +$504 |
| Resolves against (lose) | 61.6% | -$699 | -$430 |
| Expected value | 100.0% | — | +$73 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +3.6 pprelative edge +10.5%
Required win ratebreak-even
34.8%
price = implied probability
Model win rateP(win)
38.4%
what you forecast
Cushionedge
+3.6 pp
margin of safety
Fair pricemodel
0.384
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
34.8%
= price
Decimal oddsEU
2.874
total return per $1
AmericanUS
+187
$100 wins $187
FractionalUK
1.87 / 1
profit per $1 risked
Profit per $100stake
+$187.36
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 182% · APY 465%ROI 10.5% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+10.5%
APR (simple)scaled
+182%
ROI × 365/days
APY (compounded)if redeployed
+465%
(1+ROI)^(365/d) − 1
Daily expectedper day
+0.48%
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 +2.90 pperosion 21% · break-even w/ fees 35.5%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$1,398
5.59% · g = 0.289%
Half Kelly½ f★
$699
2.80% · g = 0.217%
Quarter Kelly¼ f★
$350
1.40% · g = 0.127%
Flat 1%1%
$250
1.00% · g = 0.095%
Flat 2%2%
$500
2.00% · g = 0.171%
Flat 5%5%
$1,250
5.00% · g = 0.285%
Recommended¼ f★
$350
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.932 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.961 bit
Δ +0.029 bit vs market
Surprise · YES−log₂ p
1.52 bit
self-information
Surprise · NO−log₂(1−p)
0.62 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
NOISE · D_KL(q ‖ p) = 0.0029 nat (0.0042 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 0.384 · CI [0.27, 0.51] · κ 64.7
Posterior meanE[θ]
0.384
Beta(24.9, 39.8)
95% credible intervalHDI
[0.27, 0.51]
price INSIDE → weak edge
Concentrationκ
64.7
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] +9.2% · P(YES) 38.0% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+9.20%
P(YES) empiricalq
38.0%
Best pathmax
+187.4%
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 0.21% · ruin rate 2.0%400 paths × 120 bets · f deploy 2.80%
Sharpe / betμ/σ
0.083
μ 0.33% · σ 3.9%
Sortino / betμ/σ↓
0.116
downside-only denominator
VaR 95%5%
-2.8%
per-bet worst-case
CVaR 95%ES
-2.8%
mean tail loss
Max drawdownMDD
-6.6%
Calmar 0.03
Ruin rate≤50%
2.0%
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 -9.6pp · crowd gap -13.2pp
Anchor gapmodel − base
-9.6 pp
Crowd gapprice − base
-13.2 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 19.0% · AUC 0.763out-of-sample BSS (5-fold) 19.1% ± 1.5% · Brier 0.2024 · log-loss 0.6045 · n 1600✓ n = 1600
BrierBS
0.2024
lower = better · ō 0.50
BSSvs base
19.0%
improvement over base rate
ReliabilityREL
0.0048
miscalibration · want ↓
ResolutionRES
0.0531
decisiveness · want ↑
Log lossLL
0.6045
cross-entropy
AUCROC
0.763
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 1.26 · expectancy +0.116R180 trades · win 56.1% · Sharpe 0.107
Total P/Lnet
+$5,232
on $45,000 cycled
Win ratehit %
56.1%
101 W / 79 L
Profit factorPF
1.26
$ won / $ lost
Expectancyper trade
+$29.07
avg $ per position
R-expectancyper risk
+0.116R
in units of risk taken
Avg win / losspayoff
$247.35 / -$250.00
ratio 0.99 : 1
Sharpe / traderisk-adj
0.107
μR / σR
Closing line valueCLV
+2.38 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.