Forecast Edge Auditor & Bankroll Simulator

Dual Analysis: Fractional Kelly Equity Trajectory & Brier Calibration Curve Real-time reactive engine

BANKROLL GROWTH TRAJECTORY ($)

Trader Compounding

$100 Initial Baseline

PROBABILITY CALIBRATION (RELIABILITY)

Trader Calibration

Perfect Calibration

Weekly Public Event Forecast Ledger (Directly Editable)

Wk	Contract Bracket Target	Market Implied	User Prob	Edge (EV)	Outcome	Stake $	Bankroll	Brier

Source Grounding (r/PredictionMarkets): “I decided to spend half a year on a single question: How many posts will Elon Musk make next week? In 6 months, the simulated hit rate was around 70%. If someone who made money can slowly lose his edge, what was the real reason: a real read on Musk, or a stretch of volatility? Feel makes you think you understand the game when you are winning... if the judgment is not written down in a way you can check, you cannot even say what you were betting on.”

Execution & Sizing Model

Kelly Criterion Multiplier 0.50x (Half Kelly)

0.10x Conservative 0.50x Growth Optimal 1.0x Full Kelly

Starting Capital ($) $100.00

Market Slippage / Taker Fee 1.0%

Optimal Growth Formula:
f* = (b · p - q) / b
Where p = user forecast, b = market decimal payout odds (1 - price)/price, and q = 1 - p.

Monte Carlo Luck Permutation Test

Testing null hypothesis: "Trader hit rate is indistinguishable from 50/50 fair coin coin-flip luck."

Simulated Iterations: 10,000 runs

Chance ≥ Current Wins: 3.4% (p = 0.034)

95% Confidence Band: 18 to 26 Weeks needed

Brier Skill Score (BSS): +40.3% vs Mkt