kelly

	A	B	C	D	Q
1
2		Probability	Payoff
3	Win	0.05	17.19
4	Loss	95.0%	0.99
5
6	Expectancy				2.083333333
7	Arithmetic	80.00%
8	Geometric	14.19%
9	Full Kelly	4.94%
10
11	n bets =	4
12
13	Bet Fraction	Compounded Wins	Compounded Losses	Median Total
14	5%	1.125930847	0.9981013296	112.38%
15	10%	1.21234744	0.9962053168	120.77%
16	15%	1.279442671	0.9943119592	127.22%
17	20%	1.334849154	0.9924212545	132.47%
18	25%	1.382341243	0.9905332001	136.93%
19	30%	1.424082156	0.9886477939	140.79%
20	35%	1.461435244	0.9867650332	144.21%
21	40%	1.495319024	0.9848849159	147.27%
22	45%	1.526383787	0.9830074394	150.04%
23	50%	1.555107947	0.9811326014	152.58%
24	55%	1.581854416	0.9792603995	154.90%
25	60%	1.606905467	0.9773908314	157.06%
26	65%	1.630485276	0.9755238945	159.06%
27	70%	1.652775043	0.9736595867	160.92%
28	75%	1.673923464	0.9717979054	162.67%
29	80%	1.69405417	0.9699388483	164.31%
30	85%	1.713271136	0.968082413	165.86%
31	90%	1.731662694	0.9662285972	167.32%
32	95%	1.74930457	0.9643773985	168.70%
33	100%	1.766262203	0.9625288144	170.01%
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