AI Bubble Burst Market Simulator

Polymarket Baseline 14%
Bayesian Odds & Macro Signal Matrix
Live probability adjustment based on macro technology catalysts
Updated Prob
21.8%
Implied Odds
3.59 to 1
Delta vs Baseline
+7.8%
Market Volume
1,420,000
Macro Scenario Presets
Binary Option Position Evaluator
YES ($0.14) vs NO ($0.86) option contract payout & ROI analysis
Total Capital
$14.00
Expected Value
$21.80
Expected ROI
55.7%
Break-Even Threshold
14.0%
Portfolio Resolution Payoff Matrix
Resolution Outcome Payout ($) Net Profit ($) Return (%)
YES: AI Bubble Bursts $100.00 +$86.00 +614.3%
NO: Continuation / No Burst $0.00 -$14.00 -100.0%
Bayesian Evidence Log
AI Bubble Burst Market Simulator — Active Model State
Validated Prediction Engine & Option Position Summary
Updated Prob: 21.8%
Implied Odds: 3.59 to 1
EV: $21.80
ROI: 55.7%

Understanding the probability and payoff scenario

Read the explanation

This page illustrates a synthetic probability and payoff scenario. Its source assumes fourteen percent and assigns two active adjustments: minus four point two percentage points and plus twelve. Their sum gives twenty one point eight percent. Despite the Bayesian label, the code adds fixed deltas, rather than calculating likelihood ratios or a posterior. The labels do not establish current market prices or empirical evidence about a future bubble. One hundred Y E S shares at fourteen cents cost fourteen dollars. Under the assumed twenty one point eight percent probability, expected gross payout is twenty one dollars and eighty cents. The expected net difference is seven dollars and eighty cents, divided by fourteen to give fifty five point seven percent modeled return. This is arithmetic under an assumed probability, not a guaranteed return or a trading recommendation. Fees, spreads, funding, and settlement risk are absent. The expected payout is an average across possible outcomes, not the amount paid in either outcome. With this one sided position, a Y E S settlement pays one hundred dollars, for an eighty six dollar profit before omitted costs. A N O settlement pays zero, losing the fourteen dollars invested. The displayed odds are one minus probability divided by probability, about three point five nine to one; they do not certify fair executable market odds. If the scenario holds one hundred shares on each side at complementary entry prices, capital is one hundred dollars and either settlement pays one hundred dollars. Expected payout is also one hundred regardless of the probability, giving zero modeled return before costs. The page still labels break even using the Y E S entry price alone; that label does not describe a mixed portfolio break even boundary. Export saves local scenario data, not an order or an independently calibrated forecast.

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