Fractional Kelly with stop-based risk controls
Kelly Position Sizing Calculator
Enter your own statistics and planned prices, or load the example. Percent fields use percentage points: enter 1 for 1%.
Illustrative example inputs. Replace these with your own values; this is not a trade recommendation.
Position sizing
Final Share Quantity
From theoretical risk to sized risk
Kelly describes equity at risk. Position value is the market value of the shares, which is a different amount.
Active limits, including ties
Calculation details
Calculations stay in this tab. Account values are not saved. Exports include the inputs you enter.
Kelly sensitivity
Theoretical curves before risk caps. Negative raw Kelly indicates no positive edge; actionable shares remain zero.