{"uid":"cap_Kiq1VmEromvejc5O6rg0W","slug":"kelly-position-sizing-calculator-ab73875c","name":"Kelly Position Sizing Calculator","description":"Optimal stake from win probability, payoff ratio and bankroll (full or fractional Kelly), plus fixed fractional risk sizing from stop distance and account risk %.","url":"https://api.24klabs.ai/api/kelly-position-sizing","method":"POST","headers":{},"bodySchema":{"type":"object","properties":{"bankroll":{"type":"number"},"win_prob":{"type":"number"},"kelly_fraction":{"type":"number"},"win_loss_ratio":{"type":"number"}}},"responseSchema":{"type":"json","example":{"kelly_pct":32.5,"applied_kelly_pct":16.25,"recommended_stake":1625}},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.003","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.003/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.003","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.003","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_4HZReJgXZ-VNzmPHb_E_j","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.003","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Computes optimal bet or position sizes using full or fractional Kelly criterion from win probability, payoff ratio, and bankroll, plus fixed fractional sizing from stop distance and account risk percentage.","exampleAgentPrompt":"I have a $50,000 trading account and I'm looking at a setup with a 58% win probability and a 2.5:1 payoff ratio — can you calculate the full Kelly and half-Kelly position sizes, and also tell me how many dollars to risk if my stop is $3.50 away and I want to limit account risk to 1.5%?","exampleUseCases":[{"title":"Optimal sports bet stake sizing","prompt":"I want to bet on a game where I estimate a 62% win probability and the bookmaker offers 1.8:1 odds on a $10,000 bankroll — what's the full Kelly and fractional Kelly stake I should place?"},{"title":"Stock trade position sizing by stop loss","prompt":"My trading account is $25,000, my stop loss on this stock is $2.00 below my entry, and I never want to risk more than 2% of my account on a single trade — what's the maximum number of shares I can buy?"},{"title":"Algorithmic strategy risk calibration","prompt":"My backtested strategy wins 55% of the time with an average winner-to-loser ratio of 1.6:1. Given a $100,000 portfolio, what does the quarter-Kelly criterion say my position size should be as a fraction of capital?"}],"resultDescription":"Returns the Kelly-optimal bet fraction (full and/or fractional Kelly), the corresponding dollar position size given the bankroll, and the fixed fractional position size derived from stop distance and account risk percentage. Output quantifies exactly how much capital to deploy per trade or bet.","failureModes":["Win probability outside 0-1 range returns validation error","Negative payoff ratio or zero denominator causes computation failure","Missing required fields (win probability or bankroll) returns 400 bad request","Kelly formula edge cases (win prob = 0 or 1) may produce degenerate outputs","Fractional Kelly multiplier of 0 returns zero position size trivially"],"whenToPreferThis":"Choose this endpoint when you need a mathematically rigorous, formula-driven position size rooted in probability theory rather than a rule-of-thumb. It is especially useful for agents managing trading systems, betting strategies, or portfolio risk where both Kelly and fixed fractional sizing are needed in one call. Prefer it over manual spreadsheet calculations or generic finance APIs that don't expose Kelly criterion logic.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-13T19:02:15.519Z","isFirstParty":false}