Calculator

Kelly Criterion Calculator — Optimal Stake Sizing

The Kelly Criterion is a formula that tells you the exact fraction of your bankroll to risk on a bet given your edge and the odds. Bet more than Kelly and you risk ruin; bet less and you grow slower. Enter your true probability, the offered odds, and your bankroll.

Quarter Kelly (recommended)
3.5% — $35.23
Half Kelly
7.0% — $70.45
Full Kelly
14.1% — $140.91

Full Kelly is the mathematically optimal stake, but it's aggressive. Most bettors use Quarter Kelly (25%) to reduce variance while keeping most of the growth.

Find +EV bets to size with Kelly →

Your estimated real probability — not the book's implied odds

The price you can get at the book right now

Your total sports-betting bankroll

How this works

Formula

kelly_fraction = (decimal × p_true - 1) / (decimal - 1)

Worked example

True prob 55%, price +110 (2.10 decimal): (2.10 × 0.55 - 1) / 1.10 = 14.1% of bankroll — or 3.5% at quarter-Kelly.

FAQ

Why use quarter or half Kelly?

Full Kelly maximizes log-bankroll growth but with brutal variance and high ruin-risk if your edge is mis-estimated. Quarter-Kelly is the practical sweet spot.

What's a typical Kelly fraction for +EV bets?

On a 2% edge at -110 odds, full Kelly is about 4% of bankroll, quarter-Kelly is 1%.

When does Kelly recommend zero stake?

When the price is -EV. If your true probability doesn't beat the implied probability, Kelly returns 0 or negative — meaning don't bet.

Can I use Kelly for parlays?

Yes — treat the parlay as one bet with combined decimal odds and joint probability. Be conservative; parlay edges are easy to over-estimate.

Does Kelly account for correlated bets?

Standard Kelly doesn't. For correlated plays — same-game parlays, multiple legs on the same team — downsize manually. The parlay calculator computes straight-line payout for now; a correlation-aware optimizer is on the roadmap, not shipped.

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