The Scientific Gambling Method

The Kelly Formula (Criterion) determines mathematically optimal allocations in order to maximize long-term portfolio performance given an investment’s probability of success compared to the amount gained or lost. It results in the maximum expected rate of bankroll growth, and is the optimal strategy for money management in betting games.

The Kelly Formula

Kelly % = W – (1-W)/R where:

• * Kelly % = percentage of capital to be put into a single trade.
• * W = Historical winning percentage of a trading system.
• * R = Historical Average Win/Loss ratio.

Our advanced trading software follow optimized risk management regarding the Kelly Formula and are listed on our referenced market of Trading Applications.