Kelly &
Compounding
Your bet size vs. Kelly, and what 100 compounded futures look like. ·
full lab →
Inputs
Win rate
when the edge is working
%
W/L ratio
avg win ÷ avg loss
×
Bet size
% of equity risked per trade
%
Edge stability
51% typical, down to 42% in bad stretches
high
Trades
length of the run
Starting equity
$
Kelly bet size
Full Kelly
—
click to use
Half Kelly
—
click to use
—
100 compounded paths
Every trade risks the same
8%
of current equity
, so wins and losses compound. Log scale.
🎲 re-roll
path ends above 50% of start
path ends down more than 50%
middle path (median ending)
25–75% band
5–95% band
Growth factor
—
median path, ending ÷ start
Median ending
—
—
Paths down >50%
—
of the 100 shown
Growth / trade
—
geometric, what compounds