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Kelly Criterion Calculator
for prediction markets

Enter what you think the probability is and what the market is charging. The calculator returns the growth-optimal stake — and the fractional sizes serious bettors actually use.

full kelly
half kelly
quarter kelly (engine default)
your edge
f* = (bp − q) / b

How it works

A share at pays $1 if you're right, so the net odds are b = (100 − c) / c. Kelly says stake the fraction f* = (bp − q) / b of your bankroll, where p is your win probability and q = 1 − p. If f* is negative, the market is charging more than your estimate is worth: the right stake is zero.

Full Kelly is only optimal if your probability is exactly right — it never is. That's why the rex engine sizes at quarter Kelly from out-of-sample backtests, and why its every position settles publicly on the Forward Ledger, losses included.

See Kelly sizing live on a free desk →

Educational tool; not financial advice. Related: odds converter · verify our ledger · roast a market.