Portfolio Bet Sizing

Everything as a percentage: what share of your portfolio you bet, what each outcome pays on that bet, and what the two compound to over many trades. Runs in your browser — nothing is sent anywhere.

How it plays out

Hover the chart to read a point.
24 simulated runs average of those runs expected value × attempts went bust — run ends
% from the start
Simulate runs of attempts each, drawn — and simulations for the stats

Click the chart or press 1 to keep re-rolling about 30 times a second — Esc or click again to stop. Hold R for a momentary burst.

One expected value, many different stories. The dashed line is the theory; the runs are what actually happening feels like — which is the point of knowing the spread as well as the average. Raise the attempts and the runs converge on the dashed line; that convergence is what expected value means.

Outcomes

Total portfolio
Bet per trade
Outcome Chance % Payoff Change

Each block is one outcome, sized by how likely it is — these are the odds the runs above are drawn from.

Enter payoffs as
Cost to enter minimum

Result

Expected value —
Chance of profit
—
Std deviation
—
Best case
—
Worst case
—

What do I need?

For solve its so the expected value is
—