Brk or bust – a Kelly bet simulator

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Brk or Bust · Kelly Bet Simulator

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Ternary rounds. Win + lose

2.40

decimal odds

$1,000<br>balance<br>49%

51%

0%

1/99<br>win

lose

push

round · easy

$00.00%<br>Confirm

History

End game<br>New game

Odds format

Decimal<br>Fractional<br>Ratio<br>American<br>Hong Kong<br>Indonesian<br>Malay

Challenge

Default<br>Easy<br>Medium<br>Hard

Betting input

Buttons<br>Slider

Coaching

Off<br>On

$0

final balance

median k

total won

avg k win

largest

streak

rounds won

total lost

avg k lost

largest

streak

rounds lost

Kelly scores

Event<br>Value<br>Perf

Outcomes

Chosen play<br>Optimal play

History

Continue<br>New game

The Kelly Criterion

Definition

Bet the fraction of bankroll that maximizes the long-run growth rate of your money — the size that compounds an edge fastest without ever risking ruin. It scales with the edge and shrinks with the odds; with no edge, it is zero.

f* =

pwin · odds − plose<br>odds · (pwin + plose)

Too little<br>You give up growth but keep the ride smooth: half the Kelly bet still captures three quarters of the growth at half the volatility.

Too much<br>Variance outruns the edge. Growth falls faster than it rose, and past roughly twice the Kelly bet a winning proposition compounds against you.

In practice<br>The real world is not a perfect-information game — the probabilities in the formula are your estimates, and the curve punishes overestimating an edge far more than underestimating one. Professionals bet a fixed fraction of full Kelly (half is common), and treat any bet they cannot size with confidence as a pass.

Scoring

The game grades every round with k, your bet divided by that round's Kelly bet: a pass scores 0, the optimal bet scores 1, a bet into a negative edge scores below 0, and anything past 2 is in the region where growth turns negative. The end-of-game charts bucket your k's — a tight cluster around 1, with passes on the trap rounds, is the mark of a disciplined bettor.

Calculator

Growth per round across every bet size, 0–100% of bankroll. The blue dot is the Kelly bet; past the red intercept the same edge loses money.

Decimal<br>Fractional<br>Ratio<br>American<br>Hong Kong<br>Indonesian<br>Malay

odds<br>win<br>lose<br>push

Copy CSV<br>Download CSV

kelly edge odds game growth rounds

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