NOSTRADAMUS · Position Analytics Engine

SIMULATOR Will there be no change in Fed interest rates after the June 2026 meeting?

← 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-there-be-no-change-in-fed-interest-rates-after-the-june-2026-meeting page.

▼ NO EDGE YES · DO NOT TRADE

§1 · Position economics

Payoff diagram · binary contract P/L vs resolution
YES · Expected P/L per share -0.0155@ model P(YES) = 0.980
-1.00-0.50+0.00+0.50+1.000.000.200.400.600.801.00price 0.996model 0.980YES resolution priceP/L per $1 contract
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
Kelly growth curve · g(f) with f★ and deployed f markers
f★ = 0.00% · g(f★) = 0.000%deploy 0.00% · g = 0.000%
-0.84%-0.63%-0.42%-0.20%0.01%0%8%16%24%32%40%fraction of bankroll fexpected log-growth g(f)
g(f)f★ optimumdeployed fgrowth zone
Underbet leaves growth on the table; overbet destroys capital. The interior maximum is f★.

§2 · The trade ticket

Trade ticket · dollar outcomes at this stake
YES @ 0.996 · EV +$0stake $0 · 0.00% of bankroll
Deployed stakestake
$0
0.00% of bankroll
Sharesunits
0
each pays $1 if YES
Max payoutwin
$0
gross, if win
Max profitwin
+$0
net of cost
Max losslose
-$0
binary settles to $0
Payout multiple×
×1.00
$1 → $1.00
Risk:RewardR:R
0.00 : 1
win $0.00 per $1
Expected P/LE[P/L]
+$0
probability-weighted
OutcomeP(model)P/LContribution
Resolves YES (win)98.0%+$0+$0
Resolves against (lose)2.0%-$0-$0
Expected value100.0%—+$0
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.

§3 · Break-even & cushion

Break-even & cushion · margin of safety
Cushion -1.6 pprelative edge -1.6%
Required win ratebreak-even
99.6%
price = implied probability
Model win rateP(win)
98.0%
what you forecast
Cushionedge
-1.6 pp
margin of safety
Fair pricemodel
0.980
where you think it should trade
-60-3003060020406080100you @ 99.6%market price (%)cushion (pp)
The market price equals the win rate you must beat to make money.

§4 · Odds conversion

Implied probability, decimal, American, fractional
Implied probabilityP
99.6%
= price
Decimal oddsEU
1.005
total return per $1
AmericanUS
-22122
risk $22122 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.45
clean dollar framing
-1000-5000+500+1000020406080100you · 99.6%implied probability (%)American odds
underdog (+)favorite (-)your price
Five views of the same number.

§4b · Time & annualized return

Time & APR · capital lockup vs annualized return
APR -27% · APY -24%ROI -1.6% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
-1.6%
APR (simple)scaled
-27%
ROI × 365/days
APY (compounded)if redeployed
-24%
(1+ROI)^(365/d) − 1
Daily expectedper day
-0.07%
geometric, per day held
Capital turns/yrvelocity
×17.4
how often this slot recycles
-110%37%184%331%478%625%121416180100120now 21ddays to resolutionannualized return (capped 1000%)
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

Cost waterfall · gross edge → net of friction
Net edge -2.30 pperosion 0% · break-even w/ fees 100.3%
-3.0pp-2.4pp-1.7pp-1.1pp-0.5pp0.1pp-1.55Gross edge-0.75- ½ spread+0.00- entry fee+0.00- exit fee-2.30Net edgeEV / share (pp)
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.

§6 · Sizing menu

Sizing menu · disciplined deployment
Full Kellyf★
$0
0.00% · g = 0.000%
Half Kelly½ f★
$0
0.00% · g = 0.000%
Quarter Kelly¼ f★
$0
0.00% · g = 0.000%
Flat 1%1%
$250
1.00% · g = -0.016%
Flat 2%2%
$500
2.00% · g = -0.032%
Flat 5%5%
$1,250
5.00% · g = -0.080%
Recommended¼ f★
$0
survives model error
$0$369$738$1,106$1,475$0Full Kelly0.00%$0Half Kelly0.00%$0Quarter Kelly0.00%$250Flat 1%1.00%$500Flat 2%2.00%$1,250Flat 5%5.00%
Quarter-Kelly is the industry default — survives model error far better than full Kelly.

§7 · Information theory

Binary entropy · uncertainty in bits
Market entropyH(p)
0.042 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.141 bit
Δ +0.100 bit vs market
Surprise · YES−log₂ p
0.01 bit
self-information
Surprise · NO−log₂(1−p)
7.80 bit
self-information
0.000.260.530.791.050.00.20.40.60.81.0marketmodelprobabilityH (bits)
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
KL divergence · upper bound on exploitable edge
NOISE · D_KL(q ‖ p) = 0.0145 nat (0.0209 bit)belief ≈ market — stand down
-0.019-0.0050.0100.0240.039-0.0154YES branch0.0298NO branchΣKL = 0.0145 natKL contribution (nat)
YES contributionNO contributionbelief ‖ marketnoise
Zero KL ⇒ you know nothing the crowd doesn't.

§8 · Bayesian inference

Bayesian posterior · prior + evidence → belief with 95% CI
MARKET PRICE INSIDE 95% CIposterior μ 0.980 · CI [0.70, 1.00] · κ 4.4
Posterior meanE[θ]
0.980
Beta(4.4, 0.1)
95% credible intervalHDI
[0.70, 1.00]
price INSIDE → weak edge
Concentrationκ
4.4
pseudo-obs behind belief
Disagreementvs crowd
+0.0 pp
posterior − price
0.000.200.400.600.801.00marketposterior μprobability θposterior density
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)

Mark-to-market MC · single position held to resolution
E[P/L] -1.3% · P(YES) 98.3% · VaR₉₅ -0.5%400 paths · 504 bars to resolution
Expected P/Lper $1
-1.31%
P(YES) empiricalq
98.3%
Best pathmax
+0.5%
Worst pathmin
-100.0%
VaR 95%5%
-0.5%
CVaR 95%ES
33.0%
0¢25¢50¢75¢100¢084168252336420504entry 99.6¢model q 98.0¢bars until resolutionprice path
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)

Monte-Carlo equity fan · this profile, repeated 400× independently
Median CAGR/bet -0.02% · ruin rate 0.0%400 paths × 120 bets · f deploy 0.50%
Sharpe / betμ/σ
-0.182
μ -0.02% · σ 0.1%
Sortino / betμ/σ↓
-0.036
downside-only denominator
VaR 95%5%
0.0%
per-bet worst-case
CVaR 95%ES
-0.0%
mean tail loss
Max drawdownMDD
-2.3%
Calmar -0.01
Ruin rate≤50%
0.0%
P(equity ever ≤ 50%)
0.91×0.94×0.97×1.00×1.02×1.05×020406080100120startruin 50%bet #bankroll multiple
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

Probability stack · base rate vs crowd vs model
ANCHORED · supported by convictionanchor gap +54.6pp · crowd gap +56.2pp
0%20%40%60%80%100%Reference base rate43.4%Market price99.6%Model P(YES)98.0%
Anchor gapmodel − base
+54.6 pp
Crowd gapprice − base
+56.2 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.

§11 · Forecast quality (synthetic ledger)

Brier · Murphy decomposition · reliability · ROC
SKILL POSITIVE · in-sample BSS 18.7% · AUC 0.758out-of-sample BSS (5-fold) 18.8% ± 3.0% · Brier 0.2033 · log-loss 0.5998 · n 1600✓ n = 1600
BrierBS
0.2033
lower = better · ō 0.50
BSSvs base
18.7%
improvement over base rate
ReliabilityREL
0.0046
miscalibration · want ↓
ResolutionRES
0.0506
decisiveness · want ↑
Log lossLL
0.5998
cross-entropy
AUCROC
0.758
0.5 coin · 1.0 oracle
0.00.20.40.60.81.00.00.20.40.60.81.0stated probability fobserved frequency ō0.00.20.40.60.81.00.00.20.40.60.81.0AUC = 0.758false positive ratetrue positive rate0.0000.0750.1500.2250.3000.250UNC0.051RES0.005REL0.203BRIERcontribution
calibration curveROCUNC (irreducible)RES (skill, ↑)REL (miscalib, ↓)
Computed on a seeded synthetic forecast ledger. Reseed (⟳) to redraw.

§12 · Journal vitals (synthetic ledger)

Track record · win rate · PF · expectancy · CLV · equity curve
PROFITABLE · PF 1.45 · expectancy +0.195R180 trades · win 56.1% · Sharpe 0.129
Total P/Lnet
+$8,795
on $45,000 cycled
Win ratehit %
56.1%
101 W / 79 L
Profit factorPF
1.45
$ won / $ lost
Expectancyper trade
+$48.86
avg $ per position
R-expectancyper risk
+0.195R
in units of risk taken
Avg win / losspayoff
$282.62 / -$250.00
ratio 1.13 : 1
Sharpe / traderisk-adj
0.129
μR / σR
Closing line valueCLV
+2.77 pp
avg edge vs close
-$496$2,675$5,846$9,017$12,18903672108144180trade #cumulative P/L (USD)
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.

▸ Advanced metrics · M2M bundle

polymarket · will-there-be-no-change-in-fed-interest-rates-after-the-june-2026-meeting · fresh · feed 9s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
5.13%
max drawdown
0.10%
sharpe
—
ulcer index
0.09%
RMS drawdown
pain index
0.08%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.10%
cond. drawdown
gain/pain
2.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-there-be-no-change-in-fed-interest-rates-after-the-june-2026-meeting/bundle · venue execution: polymarket →