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Kelly Criterion Calculator

Calculate the Kelly criterion's optimal risk fraction from a win rate and win/loss ratio.

What this tool does

Calculates the Kelly criterion's theoretical optimal risk fraction from your win rate and win/loss ratio.

Assumptions

Results use only the values you enter. They are estimates for education and planning, not investment advice or live market data.

Related knowledge

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Break-Even Win Rate Calculator

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Concept

Kelly Criterion

Read the Kelly Criterion glossary definition

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