Jev caps a trading agent's position size with fractional Kelly
An Opus 5.5 trading agent wanted to bet 19.3% of the account on one trade, and Jev cut it to 2% using Thorp's fractional Kelly rule, also refusing to add to a losing position.
paste this into your trading agent. you might actually get RICH, because it sizes like ED THORP, not like a GAMBLER Thorp beat blackjack, then ran a fund that made around 20% a year for 19 YEARS his rule was simple: never bet full Kelly my Opus 5.5 + Jev agent wanted to bet 19.3% of the account on ONE trade this CLAUDE.md cut it to 2% here's what's inside: 1. it MEASURES the edge from your last 200 trades - never guesses it 2. it SHRINKS the edge before trusting it 3. it bets a FRACTION of Kelly, max 2% per trade 4. it CUTS size when you're losing 5. it never adds to a LOSER 6. Opus can ask for more. Jev says NO most traders don't lose on bad picks. they lose on one oversized bet Thorp knew that in the 60s