NOSTRADAMUS · Position Analytics Engine
SIMULATOR Qatar
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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/hl-pred-qatar-206 page.
▲ YES EDGE · +0.019 · f★ 1.9% · deploy 0.9% · net 1.14pp
§1 · Position economics
YES · Expected P/L per share +0.0189@ model P(YES) = 0.020
P/L per sharemarket pricemodel Pprofit zoneloss zone
Profit is linear in the eventual settlement price.
f★ = 1.89% · g(f★) = 3.920%deploy 0.95% · g = 3.582%
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 @ 0.001 · EV +$4,043stake $236 · 0.95% of bankroll
Deployed stakestake
$236
0.95% of bankroll
Sharesunits
213,981
each pays $1 if YES
Max payoutwin
$213,981
gross, if win
Max profitwin
+$213,744
net of cost
Max losslose
-$236
binary settles to $0
Payout multiple×
×904.98
$1 → $904.98
Risk:RewardR:R
903.98 : 1
win $903.98 per $1
Expected P/LE[P/L]
+$4,043
probability-weighted
| Outcome | P(model) | P/L | Contribution |
|---|---|---|---|
| Resolves YES (win) | 2.0% | +$213,744 | +$4,275 |
| Resolves against (lose) | 98.0% | -$236 | -$232 |
| Expected value | 100.0% | — | +$4,043 |
What you actually win and lose. The bottom table tabulates probability-weighted P/L by outcome.
§3 · Break-even & cushion
Cushion +1.9 pprelative edge +1710.0%
Required win ratebreak-even
0.1%
price = implied probability
Model win rateP(win)
2.0%
what you forecast
Cushionedge
+1.9 pp
margin of safety
Fair pricemodel
0.020
where you think it should trade
The market price equals the win rate you must beat to make money.
§4 · Odds conversion
Implied probabilityP
0.1%
= price
Decimal oddsEU
904.977
total return per $1
AmericanUS
+90398
$100 wins $90398
FractionalUK
903.98 / 1
profit per $1 risked
Profit per $100stake
+$90397.74
clean dollar framing
underdog (+)favorite (-)your price
Five views of the same number.
§4b · Time & annualized return
APR 29721% · APY 7.235402763379407e+23%ROI 1710.0% over 21d · 17.4 turns/yr
Time to resolvehorizon
21.0 d
504h capital lockup
Raw ROIper resolve
+1710.0%
APR (simple)scaled
+29721%
ROI × 365/days
APY (compounded)if redeployed
+7.235402763379407e+23%
(1+ROI)^(365/d) − 1
Daily expectedper day
+14.79%
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 +1.14 pperosion 40% · break-even w/ fees 0.9%
gross edgefrictionnet edgefee 0 bps · spread 1.50¢
The number that decides whether to trade.
§6 · Sizing menu
Full Kellyf★
$473
1.89% · g = 3.920%
Half Kelly½ f★
$236
0.95% · g = 3.582%
Quarter Kelly¼ f★
$118
0.47% · g = 2.861%
Flat 1%1%
$250
1.00% · g = 3.628%
Flat 2%2%
$500
2.00% · g = 3.917%
Flat 5%5%
$1,250
5.00% · g = 2.639%
Recommended¼ f★
$118
survives model error
Quarter-Kelly is the industry default — survives model error far better than full Kelly.
§7 · Information theory
Market entropyH(p)
0.012 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.141 bit
Δ +0.129 bit vs market
Surprise · YES−log₂ p
9.82 bit
self-information
Surprise · NO−log₂(1−p)
0.00 bit
self-information
H(p) peaks at p = 0.5 (one bit of irreducible doubt).
SIGNAL · D_KL(q ‖ p) = 0.0392 nat (0.0566 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 0.020 · CI [0.00, 0.30] · κ 4.4
Posterior meanE[θ]
0.020
Beta(0.1, 4.4)
95% credible intervalHDI
[0.00, 0.30]
price INSIDE → weak edge
Concentrationκ
4.4
pseudo-obs behind belief
Disagreementvs crowd
+0.0 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] +1710.0% · P(YES) 2.0% · VaR₉₅ 100.0%400 paths · 504 bars to resolution
Expected P/Lper $1
+1709.95%
P(YES) empiricalq
2.0%
Best pathmax
+90397.7%
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 8.86% · ruin rate 4.5%400 paths × 120 bets · f deploy 0.95%
Sharpe / betμ/σ
0.201
μ 33.97% · σ 169.3%
Sortino / betμ/σ↓
35.916
downside-only denominator
VaR 95%5%
-0.9%
per-bet worst-case
CVaR 95%ES
-0.9%
mean tail loss
Max drawdownMDD
-21.9%
Calmar 0.40
Ruin rate≤50%
4.5%
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 -44.4pp · crowd gap -46.3pp
Anchor gapmodel − base
-44.4 pp
Crowd gapprice − base
-46.3 pp
Verdictdiscipline
ANCHORED
Reference-class anchoring prevents narrative-driven blowups.
§11 · Forecast quality (synthetic ledger)
SKILL POSITIVE · in-sample BSS 20.4% · AUC 0.770out-of-sample BSS (5-fold) 20.5% ± 2.1% · Brier 0.1988 · log-loss 0.5981 · n 1600✓ n = 1600
BrierBS
0.1988
lower = better · ō 0.51
BSSvs base
20.4%
improvement over base rate
ReliabilityREL
0.0045
miscalibration · want ↓
ResolutionRES
0.0547
decisiveness · want ↑
Log lossLL
0.5981
cross-entropy
AUCROC
0.770
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 0.77 · expectancy -0.124R180 trades · win 46.1% · Sharpe -0.120
Total P/Lnet
-$5,579
on $45,000 cycled
Win ratehit %
46.1%
83 W / 97 L
Profit factorPF
0.77
$ won / $ lost
Expectancyper trade
-$30.99
avg $ per position
R-expectancyper risk
-0.124R
in units of risk taken
Avg win / losspayoff
$224.96 / -$250.00
ratio 0.90 : 1
Sharpe / traderisk-adj
-0.120
μR / σR
Closing line valueCLV
+2.15 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.