Staking and Bankroll Caps

All models use fractional Kelly criterion for position sizing. Full Kelly betting maximizes long-term bankroll growth on paper but is too aggressive in practice, so the models use a fraction of the full Kelly stake to reduce variance and tolerate estimation error.

Sizing in units rather than dollars keeps staking discipline independent of bankroll size, and the max-unit cap means even the highest-edge play is bounded. For the reasoning behind unit-based staking, see the guide on units and bankroll management.

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