How this calculator works
The engine combines several quantitative signals: Kelly criterion for theoretical optimal sizing, expectancy for edge quality, your drawdown tolerance as a hard cap, and trade frequency for variance smoothing.
Output is conservatively scaled to half-Kelly or less — the same risk discipline used by professional fund managers.
The survivability score blends edge strength and capital cushion to estimate the probability your strategy survives normal variance over many trades.
Trading example
50% win rate, 1:2 RR, $10k account, 15% DD tolerance → AI recommends 0.6–1.5% risk per trade with a 75/100 survivability score.