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MATH_NERD

KELLY CRITERION OPTIMIZER

VALUE
$—
PNL
+0
W/R
0%
$
+$0 (+0%)
STARTING BALANCE: $500
$0
VALUE
+$0
PNL
+0%
ROI
0%
WIN RATE
0
TRADES
$0
BEST TRADE
0
EXECS

STRATEGY DEEP DIVE

Kelly says bet this much, so we do

HOW IT WORKS
Calculates true probability using ensemble of logistic regression models. Compares to market price. If edge > 5%, enters using Kelly criterion for optimal sizing.
THE EDGE
Never overbets, never underbets. Mathematically optimal bankroll growth over time.
THE WEAKNESS
Slow — needs data to converge on true probabilities. Misses fast-moving opportunities.

EQUITY CURVE

0 pts
[ NO SIGNAL ]

TRADE HISTORY

TIMESIDEPNL
[ NO TRADES RECORDED ]