Trading Glossary

What Is the Kelly Criterion?

The Kelly Criterion is a formula that calculates the position size that maximizes an account's long-run geometric growth rate, given a known edge. In trading terms, that edge is expressed as two numbers: your win rate and your payoff ratio (the average winning trade divided by the average losing trade). Feed those two numbers in, and the formula returns a single percentage of capital to risk on the next trade.

Where it came from: John Kelly Jr. published the formula in 1956 while working at Bell Labs, originally to solve a signal-noise problem in long-distance telephone lines, not for betting or trading. Gamblers and later traders adopted it because the same math applies to any repeated wager with a known edge and payoff.

The Formula

The standard version is Kelly % = W − [(1 − W) / R], where W is the win rate as a decimal and R is the payoff ratio (average win divided by average loss). A trader who wins 55% of the time with an average win 1.5 times the average loss gets a Kelly figure of about 25% of capital per trade. That output isn't a dollar amount, it's a percentage of the account the formula says is mathematically optimal to risk, assuming the win rate and payoff ratio hold going forward exactly as measured.

Why Full Kelly Is Rarely Used As-Is

The formula is only as good as its two inputs, and both are estimates pulled from a limited trade history, not fixed constants. A win rate measured from 40 trades can easily drift once the sample grows, and a single outsized winner or loser can swing the payoff ratio significantly. Because full Kelly sizing is also mathematically aggressive by design, meaning it accepts large, realistic swings in account value in exchange for the fastest theoretical growth rate, most traders who use it at all size at a fraction: half Kelly or quarter Kelly. Cutting the recommended size in half gives up some long-run growth but cuts volatility by roughly the same proportion, a trade most traders consider worth it given how uncertain the underlying win-rate and payoff-ratio inputs really are.

How Traders Use This

Traders with enough completed trades to measure a real win rate and payoff ratio use the Kelly formula as one input into position sizing, usually cross-checked against a flat risk-per-trade rule rather than followed at full size. It's most useful as a ceiling: a way to see whether a current risk-per-trade habit is already conservative relative to what the math would allow, or already pushing past it.

Calculator That Uses the Kelly Criterion

Other Glossary Terms

What Is Delta? What Is Theta? What Is Gamma? What Is Implied Volatility? What Is Open Interest? What Is Vega? What Is IV Crush? What Is Reg T? What Are Bollinger Bands? What Is the PDT Rule? What Is Correlation? What Is an R-Multiple? Full Glossary →