Grok Bot trades $500 to $2,325 using Kelly criterion
A Grok Bot given $500 sized every trade with the Kelly criterion and reached $2,325 in 20 hours, though five big wins made nearly all the profit.
I GAVE MY GROK BOT $500 AND ONE FORMULA FROM SECOND-YEAR PROBABILITY: THE KELLY CRITERION. 20 HOURS LATER: $2,325 4.6x and the formula decided every position size. most people size trades by feel. same amount every time, or more after a win, or double after a loss to "get it back". that's how small accounts die. Kelly is one line: f* = p − (1 − p) / b p = the chance the trade wins. b = how big the win is next to the loss. f* = how much of the balance to put in. so before every entry, Grok estimates p and b, and the formula picks the size: - strong setup: p = 0.55, b = 3 → 0.55 − 0.45 / 3 = 40% of the balance - weak setup: p = 0.38, b = 2 → 0.38 − 0.62 / 2 = 7% - f* at zero or below → no trade. that happened 61 times. it traded SOL, AVAX, SUI, ADA and LINK, both ways, with 8x to 25x leverage set by how far away the stop sits. the five big closes: - 02:14, SOL short at 20x, 184.20 → 175.10, 97% on margin, Kelly 30% - 05:40, AVAX short at 18x, 21.84 → 20.62, 99%, Kelly 36% - 09:05, SUI long at 16x, 3.412 → 3.641, 106%, Kelly 40% - 12:48, ADA short at 22x, 0.6815 → 0.6512, 96%, Kelly 31% - 17:30, LINK short at 19x, 15.36 → 14.48, 107%, Kelly 40% take LINK. 15.36 to 14.48 is a 5.7% drop. at 19x that's 109% gross, 107% after fees. Kelly put 40% of the $1,607 balance in, so it paid $689. 37 losing trades over the session. Kelly sized them at 5–10%, so none of them hurt. the honest part: the five big closes made $1,804 of the $1,825 profit. the other 52 trades together netted +$20. and Kelly is only as good as Grok's guess of p. overestimate it and the formula oversizes, which is why most pros run half-Kelly. 40% of the balance on one trade at 19x is what this paper desk runs, not a plan for anyone else's account. hour 20. $2,325 on the balance, and the next trade gets exactly the size the formula allows.
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