How do I simulate a compound-growth plan?

Open this page and use the live Kelly Criterion tool below — set your inputs and the simulation runs instantly in your browser using real numerics. No install, no account needed.

Yes. The simulation runs free in your browser. A one-time unlock or a Pro plan adds advanced parameters, saved presets, data import, and clean exports.

Can I use my own numbers?

Absolutely — every input is adjustable, and with data import you can drive a compound-growth plan from your own measurements.

Use case · powered by Kelly Criterion

Kelly Criterion for a compound-growth plan

Simulate a compound-growth plan live in your browser. This runs the real Kelly Criterion solver — adjust the inputs, watch it respond instantly, and export the result. No install, no account.

For:Students Researchers Educators Engineers Hobbyists & Makers K-12 Students First Responders

Kelly CriterionLive

the mathematically optimal bet size

Controls

Presets

Win probability p

Win/loss payoff ratio b

The Kelly criterion gives the bet fraction that maximizes long-run growth: f = (bp − q)/b. Bet less and you grow slower; bet more and volatility eventually ruins you. Many practitioners use a fraction of Kelly to tame the swings. Educational tool, not financial advice.

▶ Run in Python

Data Inspector

Kelly fraction10.0%

Edge (bp − q)0.100

Half-Kelly (safer)5.0%

Governing equation

f^{*} = \frac{b p - q}{b} = \frac{( 1 ) ( 0.55 ) - 0.45}{1} = 0.100

Reading this result: Kelly stakes 10.0% of your bankroll per bet — the fraction that maximizes long-run growth; betting more raises volatility without raising growth, and eventually courts ruin.

Runs locally in your browser — free forever. Scale to the cloud when reality gets heavy.

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About this simulation

The full Kelly Criterion tool models a compound-growth plan with the same numerics engineers and scientists use — running entirely client-side. Change any parameter and the result updates in real time, so you can build intuition, check a design, or teach the concept without spreadsheets or installs.

More you can do with Kelly Criterion

Kelly Criterion for a stock option Kelly Criterion for a retirement fund Kelly Criterion for a mortgage Kelly Criterion for a bond ladder Kelly Criterion for a crypto portfolio Kelly Criterion for an index fund Kelly Criterion for a savings plan Kelly Criterion for a startup valuation

Other ways to simulate a compound-growth plan

Black-Scholes for a compound-growth plan Option Payoff for a compound-growth plan Monte Carlo (GBM) for a compound-growth plan Efficient Frontier for a compound-growth plan Value at Risk for a compound-growth plan Bond Pricing for a compound-growth plan

Frequently asked questions

How do I simulate a compound-growth plan?: Open this page and use the live Kelly Criterion tool below — set your inputs and the simulation runs instantly in your browser using real numerics. No install, no account needed.
Is it free?: Yes. The simulation runs free in your browser. A one-time unlock or a Pro plan adds advanced parameters, saved presets, data import, and clean exports.
Can I use my own numbers?: Absolutely — every input is adjustable, and with data import you can drive a compound-growth plan from your own measurements.