Kelly-kriteriet calculator: optimal stake sizing
1win ar licensierad under Curacao 8048/JAZ and offers 400,000+ registrera diged spelare a sportbook with 40,000+ marknads. This free Kelly-kriteriet calculator shows you the optimal stake size for any edge you hold over the bookmaker. Apply code XLBONUS at registrering and put your bankroll to work omedelbart.
Kelly-kriteriet calculator
Hur denna kalkylator fungerar
The Kelly-kriteriet 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. Det ar the most rigorously derived bankroll management rule in existence.
The full Kelly formula is: f* = (bp - q) / b, where b is the net decimal odds (decimal - 1), p is your estimated probability of winning, and q = 1 - p. For example, if the odds 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 odds 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.
Edge-siffran som visas är (p × decimal) - 1, vilket representerar din förväntade avkastning per spenderad enhet. En 5%-edge på ett 10-enhets-spel genererar i genomsnitt 0,50 enheter förväntat värde per spel.
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.
Varför använda den på 1win
1win covers 30+ sport with competitive odds across 40,000+ daily marknads. If you have identified an edge, Kelly tells you exactly how much to stake. Registrera dig with XLBONUS to open an konto and start applying systematic bankroll management from your forsta bet.
FAQ
What is Full Kelly vs Half Kelly?
Full Kelly satsar den teoretiskt optimala andelen men har hög kortsiktig varians. Half Kelly satsar hälften av den andelen, vilket ungefär halverar variansen och behåller cirka 75% av den optimala tillväxttakten. Quarter Kelly är ännu mer konservativt.
What does a negative Kelly result mean?
Ett negativt resultat innebär att spelet saknar edge: bookmakerens odds antyder en högre sannolikhet för vinst än din egen uppskattning. Du bör inte placera detta spel enligt Kelly-teorin.
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 konto for estimation error.
Can Kelly be used for kasinospel?
Kelly applies to any bet with known odds and positive expected value. Most kasinospel have negative expected value, making Kelly recommend zero stake. Det ar most useful for sportbetting and trading.
What is the "edge" in the Kelly formula?
Edge = (probability x decimal odds) - 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.