11 — Position Sizing

Kelly Criterion#

Optimal Growth✓ Mathematical
◆ The PatternOptimal bet size for maximum geometric growth

Kelly sizing maximizes the expected logarithm of wealth — the fastest compounding rate without risking ruin. For a simple win/loss bet:

f* = (p · b − q) / b
p = win probability, q = 1−p, b = win/loss ratio. In continuous markets, Kelly fraction = expected excess return / variance. Most practitioners use half-Kelly or less to reduce volatility.
// Interactive — win rate and Kelly fraction
Win rate %
FractionGrowthDrawdown
Full KellyMax geometricSevere
Half Kelly75 % of maxMuch lower
Quarter Kelly~50 % of maxMild
Overbet risk. Betting more than full Kelly guarantees sub-optimal growth and eventual ruin with parameter uncertainty.
Pattern bridge: Log-normal growth connects to The Toolkit — Distributions.
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