{
  "calculator": "position-sizing-edge-variance",
  "title": "Position Sizing under Edge Variance",
  "site": "AI Fin Hub",
  "input": {},
  "defaults_used": {
    "edge_mean": 0.04,
    "edge_stddev": 0.02,
    "kelly_fraction": 0.25,
    "outcome_variance": 0.04
  },
  "result": {
    "deterministicKelly": 1,
    "fractionalDeterministic": 0.25,
    "bayesianKelly": 0.9900990099009902,
    "fractionalBayesian": 0.24752475247524755,
    "conservativeKelly": 0.5,
    "fractionalConservative": 0.125,
    "cvar5": 0.09221350532214989
  },
  "provenance": {
    "run": "https://aifinhub.io/api/run/position-sizing-edge-variance",
    "page": "https://aifinhub.io/position-sizing-edge-variance/",
    "methodology": "https://aifinhub.io/methodology/position-sizing-edge-variance/",
    "contract": "https://aifinhub.io/contracts/position-sizing-edge-variance.json",
    "engine": "https://aifinhub.io/engines/position-sizing-edge-variance.js",
    "engine_sha256": "caf750be6422c7930ef1ccd0e36baece7a588093a8b0bba6fe721fb356007056",
    "build": "9e8a56a16bda662ba90601b49561a2b176e9c379"
  },
  "disclaimer": "Planning estimates only — not financial, tax, or investment advice.",
  "license": "https://creativecommons.org/licenses/by/4.0/",
  "cite": "AI Fin Hub, Position Sizing under Edge Variance (engine caf750be6422), https://aifinhub.io/api/run/position-sizing-edge-variance"
}