The Kelly criterion is the math-optimal bet size given your edge: f* = W − (1−W) / R where W = win-rate and R = avg-win / avg-loss ratio. It's the size that maximizes long-term wealth growth. In practice, full Kelly is too aggressive — one bad streak ruins you. Most pros bet ¼-Kelly to ½-Kelly. The brain uses your learned data per setup — so the answer changes as you trade more.

Every setup the brain has seen at least 3 closed trades for. Sorted by Kelly fraction (math-optimal long-term bet size).