OmniCalculators

Kelly Criterion Position Size Calculator

Determine the mathematically optimal position size based on your edge and probability of success.

Break-even Success Rate: 47.62%

Your Success Probability: 47.62%

Disclaimer: This tool provides a mathematical reference based on probability theory. It does not constitute financial or investment advice. Position sizing decisions should account for your full portfolio, risk tolerance, and financial goals — consult a licensed financial advisor for personalized guidance.

Position Ledger

Track your capital, each position you open, and what remains available.

Your starting principal for this strategy

Available Capital

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Deployed

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Realized P/L

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Current Equity

0.00

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How to Use This Calculator & What It Means

How to Apply a Fractional Kelly Position Sizing Strategy

The Kelly Criterion is a mathematical model that tells you what share of your capital to allocate to a position when you hold a genuine statistical edge, maximising long-term compounding while avoiding ruin.