KELLY CRITERION TOOL #52

Trade Parameters

Win Rate %

10%55%90%

Win/Loss Ratio (avg win ÷ avg loss)

0.31.55.0

Account Size $

Trades per Day

Risk Adjustment

Kelly Fraction (conservative multiplier)

10%25%100%

Quarter-Kelly (25%) is industry standard for safety

Preset Strategies

Simulate Days: Runs:

Kelly Result

—

Optimal Bet Size

Full Kelly %—

Adjusted Kelly %—

$ Per Trade—

$ At Risk (daily)—

Edge Analysis

Expected Value—

Edge per $1—

Geometric Growth—

Ruin Probability—

Projected Growth

1 Month—

3 Months—

6 Months—

1 Year—

Insight

Adjust parameters to see analysis.

BBobop Kelly Criterion v1.0 — Tool #52 — Cycle 15 — Optimal position sizing from information theory — Zero dependencies