Келијев критеријум calculator: optimal stake sizing
1win is licensed under Curaçao 8048/JAZ and offers 400,000+ registered players a кладионица with 40 000+ тржишта. This free Келијев критеријум calculator shows you the optimal stake size for any edge you hold over the bookmaker. Apply code XLBONUS at registration and put your bankroll to work immediately.
Келијев критеријум calculator
Како ради овај калкулатор
The Келијев критеријум is a mathematical formula developed by John L. Kelly Jr. in 1956 to determine the fraction of a bankroll that maximises the long-run logarithmic growth rate of wealth. It is the most rigorously derived bankroll management rule in existence.
The full Kelly formula is: f* = (bp - q) / b, where b is the net decimal квоте (decimal - 1), p is your estimated probability of winning, and q = 1 - p. For example, if the квоте are 2.00 (b = 1.00) and you estimate a 55% win probability, f* = (1.00 x 0.55 - 0.45) / 1.00 = 0.10, meaning 10% of your bankroll.
A negative Kelly result means the bet has no edge: the implied probability of the квоте exceeds your estimated win probability. The calculator displays this as 0% and flags the negative edge.
Many professional bettors use Half Kelly (0.5x) or Quarter Kelly (0.25x). These fractions reduce variance significantly at a modest cost to long-run growth rate. Full Kelly is mathematically optimal but carries substantial short-term drawdown risk. With Half Kelly, the standard deviation of outcomes roughly halves.
Приказани edge broj је (p × децималан) - 1, представљајући очекивани принос по уложеној јединици. 5% edge на опклади од 10 јединица просечно генерише 0,50 јединица очекиване вредности по опклади.
Accurately estimating win probability is the hardest part of applying Kelly. If your probability estimate is wrong by even a few percentage points, Kelly can recommend stakes that are too large. Many practitioners apply a further 50% haircut to their estimates as a safety margin, effectively running at Quarter Kelly even when they select Half Kelly mode.
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1win covers 30+ спортова with competitive квоте across 40,000+ daily markets. If you have identified an edge, Kelly tells you exactly how much to stake. Региструј се with XLBONUS to open an налог and start applying systematic bankroll management from your first bet.
FAQ
What is Full Kelly vs Half Kelly?
Full Kelly клади теоријски оптималну фракцију, али има висок краткорочни варијанс. Half Kelly клади половину те фракције, чиме се варијанс приближно преполови уз задржавање около 75% оптималне стопе раста. Quarter Kelly је још конзервативнији.
What does a negative Kelly result mean?
Негативан резултат значи да опклада нема предност: цена клађионице имплицира вишу вероватноћу победе него ваша сопствена процена. Не треба да поставите ову опкладу према Келијевој теорији.
How accurate must my probability estimate be?
Even a 2-3 percentage point error in probability can materially change the recommended stake. Always apply a margin of safety, and many professionals use Half or Quarter Kelly to налог for estimation error.
Can Kelly be used for casino games?
Kelly applies to any bet with known квоте and positive expected value. Most казино игре have negative expected value, making Kelly recommend zero stake. It is most useful for спортско клађење and trading.
What is the "edge" in the Kelly formula?
Edge = (probability x decimal квоте) - 1. It represents expected return per unit staked. A 5% edge means you gain 0.05 units on average per unit bet over many repetitions.