Why Fixed Lots Destroy Long-Term Compounding
Trading fixed contracts ignores market dispersion. Position sizing must scale inversely with market volatility (ATR) and stop distance to maintain constant dollar risk per trade.
Fractional Kelly Criterion for Trading Systems
The Kelly Criterion finds the mathematically optimal fraction of capital to risk: f* = (p * b - q) / b. BadRock uses Fractional Kelly (0.25 to 0.50) to smooth equity growth while eliminating ruin risk.
⚡ QUANT TOOL
Kelly Criterion & ATR Sizing
Compute exact position size from ATR stop distance and check your safe 1/4 Kelly allocation.
Position Size ($)$7,5000.1154 BTC / единиц
Dollar Risk$150.00
Stop Distance2.00%
Full Kelly32.5%
Safe 1/4 Kelly8.1%
💡 BadRock Guard Rule: Never exceed 1/4 Kelly on crypto perps to insulate equity against tail-risk volatility.
Automated Daily Drawdown Circuit Breakers
The BadRock risk controller halts execution automatically if portfolio losses breach your daily risk cap, preserving capital for high-probability regimes.
Progress is saved in this browser only.