Engine-computed reference · 7×8 grid · 56 cells
Kelly Fraction Reference Grid
The full-Kelly bet fraction for every combination of win rate and win/loss payoff ratio across this grid. Each cell is a live run of the Kelly Sizer engine; no value on this page was entered by hand.
Kelly fraction f* = (p·b − q) / b
is the share of bankroll that maximizes long-run growth, where
p is the win rate,
q = 1 − p, and
b is the win/loss payoff
ratio. Across this grid the fraction runs from 0.000 (no edge — the table
clamps negative-edge cells to zero) up to 0.640 at
win rate 0.7 and payoff ratio
5. 13 of the
56 cells have no positive edge and size to zero. Practitioners
typically bet a fraction of these values; the
quarter- and eighth-Kelly trade-off
is covered separately. Education only — not investment advice.
Full-Kelly fraction by win rate × payoff ratio
Rows = win rate (probability of a winning trade). Columns = win/loss
payoff ratio (average win ÷ average loss). Each value is the engine's
rawKelly output.
| win rate \ payoff | 0.50 | 0.75 | 1.00 | 1.50 | 2.00 | 3.00 | 4.00 | 5.00 |
|---|---|---|---|---|---|---|---|---|
| 0.40 | 0.000 | 0.000 | 0.000 | 0.000 | 0.100 | 0.200 | 0.250 | 0.280 |
| 0.45 | 0.000 | 0.000 | 0.000 | 0.083 | 0.175 | 0.267 | 0.313 | 0.340 |
| 0.50 | 0.000 | 0.000 | 0.000 | 0.167 | 0.250 | 0.333 | 0.375 | 0.400 |
| 0.55 | 0.000 | 0.000 | 0.100 | 0.250 | 0.325 | 0.400 | 0.438 | 0.460 |
| 0.60 | 0.000 | 0.067 | 0.200 | 0.333 | 0.400 | 0.467 | 0.500 | 0.520 |
| 0.65 | 0.000 | 0.183 | 0.300 | 0.417 | 0.475 | 0.533 | 0.563 | 0.580 |
| 0.70 | 0.100 | 0.300 | 0.400 | 0.500 | 0.550 | 0.600 | 0.625 | 0.640 |
Headline metric: full-Kelly fraction. The CSV download below also carries the seeded Monte-Carlo ruin probability and median final bankroll per cell.
Provenance
- Engine
- Kelly Sizer
(
kelly-sizer) — computed live from/engines/kelly-sizer.js - Grid
- win rate ∈ {0.40, 0.45, 0.50, 0.55, 0.60, 0.65, 0.70} × payoff ratio ∈ {0.50, 0.75, 1.00, 1.50, 2.00, 3.00, 4.00, 5.00} = 56 cells
- Fixed inputs
- fraction=full, max_cap_pct=1, trades=250, sims=1000, ruin_threshold_pct=0.5, seed=42
- Computed
- 2026-05-23, recomputed in CI on every build
The engine is deterministic: the Monte-Carlo paths are driven by a fixed seed, so the same input always returns the same output. The full method — the Kelly formula, the fractional scaling, and the ruin simulation — is documented at the Kelly Sizer methodology page. For when to scale Kelly down on noisy edges, see Kelly vs fixed-fractional on a noisy edge.
Reference grids are planning aids, not financial, tax, or investment advice. No cell is a recommendation to bet at that fraction.