Risk Sizer PRO — bpleone / trade

Kelly: f* = (p·b − q) / b · where p=win prob, q=loss prob, b=win/loss ratio. Naive Kelly is too aggressive — most pros run quarter-Kelly. This page computes model-conditioned position size: use the model's calibrated P(win) directly. When the model is very confident, size up. When near 50/50, size tiny.

⚙ Trade Parameters

Account Size $ Model P(win) % Win R-multiple Loss R-multiple Confidence Cap

Full Kelly

⚠ aggressive · blow-up risk

½ Kelly

Common pro size

¼ Kelly (Recommended)

Best risk-adjusted growth

⅛ Kelly

Very conservative

📋 Position Sizes

STRATEGY

RISK %

RISK $

EXPECTED R

RISK OF RUIN %

NOTES

📈 Recommended Position Size vs Model Confidence

Position size scales with confidence — exit / skip below 55%, modest at 60-70%, size up above 75%.

🧠 Sizing rules of thumb

Model 50-55%

Model has no opinion. Skip. Don't risk capital where the model can't add an edge.

Model 55-70%

Modest size: 0.5-1.5% of account at ¼ Kelly. The model has an edge but isn't certain.

Model 70%+

Size up: 1.5-2.5% at ¼ Kelly. Highest expected R. Still respect the cap.