Kelly Criterion Position Sizer
Optimal bet sizing per Kelly 1956 + Thorp 1962 half-Kelly cap — 10 illustrative edge profiles ranked by edge. Adjust portfolio value below to recompute recommended $ allocations in real time. Profiles are hypothetical worked examples, not measured per-name edges.
⚠
Never exceed Full Kelly.
Full Kelly maximises long-run growth in theory but produces ruinous drawdowns in practice.
This dashboard defaults to Half-Kelly (f/2), the standard practitioner cap endorsed by Thorp 1962.
All recommendations are illustrative — not financial advice.
Updates all recommended $ sizes. Fractions remain constant — only dollar amounts scale.
Portfolio Value
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Input
Total Allocated
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Remaining Cash
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Example Profiles
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Half-Kelly sized
Total Portfolio Allocation
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0%
25%
50%
75%
100%
Kelly Sizing — Illustrative Profiles
| # | Ticker | Edge % | Win Rate | Avg W/L | Kelly % | Half-Kelly % | Recommended $ | Grade |
|---|---|---|---|---|---|---|---|---|
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