Position Sizing
Kelly Criterion calculator — optimal portfolio allocation
Inputs
55%
1.8×
$50,000
50/100
Recommended Position Size
$5,250
10.5% of portfolio
Calculation Breakdown
Full Kelly
Theoretical maximum
30.0%
Half Kelly
StockMind baseline (50%)
15.0%
Risk Adjustment
Medium risk: −30%
30% reduction
Final Size
$5,250
10.5%
⚠ Not financial advice. Always consider your full financial situation before making investment decisions.
How It Works
The Kelly Criterion calculates the optimal fraction of your portfolio to allocate based on historical win rate and win/loss ratio. StockMind uses Half Kelly (50%) as the baseline, then adjusts based on your current risk score.
Kelly formula:
K = W − (1−W) / R
W = win rate, R = win/loss ratio