# Portfolio Stats – Kelly Criterion Calculator

> Portfolio Stats – Kelly Criterion Calculator is a paid API for AI agents from portfolio-stats.x402tookit.com, paid per call via x402, $0.02/call, status unknown (last checked 2026-10-29).

Computes the Kelly criterion optimal bet fraction, growth rate, and overbet threshold for a given win probability and payoff ratio

## Facts

- Endpoint: GET https://portfolio-stats.x402tookit.com/kelly?utm_source=zero.xyz
- Price: $0.02/call
- Payment: x402
- Status: unknown
- Last checked: 2026-10-29
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/portfolio-stats-kelly-criterion-calculator-34785898
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_ocq5idtlZ8gorbJX9pZMl

Status and success rate cover calls made through Zero and Zero's own probes. Third-party monitors may report differently.

## How to call it through Zero

Zero handles the 402 payment challenge and records the run. With the Zero CLI installed (`npm i -g @zeroxyz/cli`):

```sh
zero fetch --capability portfolio-stats-kelly-criterion-calculator-34785898
```

Example prompt: What's the Kelly criterion fraction I should bet if my win probability is 0.60 and I win twice my stake on a win but lose the whole stake on a loss? Also show me the half-Kelly.

## When to prefer this

Use this endpoint when you need a precise, formula-driven Kelly criterion calculation with educational framing — including growth rate and overbet threshold — rather than a generic probability calculator. Prefer it over manual computation when you need the full suite of Kelly outputs (full Kelly, fractional Kelly, growth rate, overbet threshold, break-even probability, EV) in a single call. It is part of a coherent portfolio-stats toolkit so it pairs naturally with sibling endpoints for volatility, Sharpe, drawdown, and return series analysis.

## Known failure modes

- Missing required query param p (win probability) or b (gain fraction) returns an error
- p outside (0,1) exclusive range returns a validation error
- b at or below 0 returns a validation error
- a (loss fraction) outside (0,1] returns a validation error
- fractionOfKelly outside (0,1] returns a validation error
- Negative expected value inputs (Kelly would be zero or negative) may return zero or a specific note
- Payment failure or insufficient USDC balance returns HTTP 402

## How this service works

Kelly criterion fraction for a stated win probability and payoff, with growth rate and overbet threshold. NOT advice.

## Output

Returns the full Kelly fraction (optimal bet as a proportion of bankroll), an optional specified fraction of Kelly (e.g. half-Kelly), the log growth rate at Kelly and at half-Kelly, the overbet threshold stake beyond which growth turns negative, the break-even (odds) probability, expected value per unit staked, plus input echo fields (win probability, gain fraction, loss fraction) and a mandatory educational disclaimer.

## Request schema (JSON Schema)

```json
{
 "type": "object",
 "$schema": "https://json-schema.org/draft/2020-12/schema",
 "required": [
  "input"
 ],
 "properties": {
  "input": {
   "type": "object",
   "required": [
    "type",
    "method"
   ],
   "properties": {
    "type": {
     "type": "string",
     "const": "http"
    },
    "method": {
     "enum": [
      "GET"
     ],
     "type": "string"
    },
    "queryParams": {
     "type": "object",
     "required": [
      "p",
      "b"
     ],
     "properties": {
      "a": {
       "type": "number",
       "description": "Loss on a loss as a fraction of the stake, above 0 and at most 1 (default 1 = lose the whole stake)"
      },
      "b": {
       "type": "number",
       "description": "Gain on a win as a fraction of the stake (1 = even money, 2 = win twice the stake)"
      },
      "p": {
       "type": "number",
       "description": "Win probability you state, between 0 and 1 (exclusive)"
      },
      "fractionOfKelly": {
       "type": "number",
       "description": "Optional multiple of full Kelly to also report, above 0 and at most 1 (0.5 = half Kelly)"
      }
     }
    }
   },
   "additionalProperties": false
  },
  "output": {
   "type": "object",
   "required": [
    "type"
   ],
   "properties": {
    "type": {
     "type": "string"
    },
    "example": {
     "type": "object",
     "properties": {
      "asOf": {
       "type": [
        "null",
        "string"
       ]
      },
      "source": {
       "type": [
        "null",
        "string"
       ]
      },
      "reasons": {
       "type": [
        "array",
        "null"
       ],
       "items": {
        "type": "string"
       }
      },
      "summary": {
       "type": [
        "null",
        "string"
       ]
      },
      "verdict": {
       "type": [
        "null",
        "string"
       ]
      },
      "degraded": {
       "type": [
        "boolean",
        "null"
       ]
      },
      "fullKelly": {
       "type": [
        "null",
        "number"
       ]
      },
      "halfKelly": {
       "type": [
        "null",
        "number"
       ]
      },
      "disclaimer": {
       "type": [
        "null",
        "string"
       ]
      },
      "notChecked": {
       "type": [
        "array",
        "null"
       ],
       "items": {
        "type": "string"
       }
      },
      "formulaValue": {
       "type": [
        "null",
        "number"
       ]
      },
      "gainFraction": {
       "type": [
        "null",
        "n
… (truncated)
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/portfolio-stats-kelly-criterion-calculator-34785898/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
- [Other services from portfolio-stats.x402tookit.com](https://www.zero.xyz/host/portfolio-stats.x402tookit.com/llms.txt)