Getting it into your agent
One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.
npx skills add agiprolabs/claude-trading-skills --skill kelly-criteriongit clone --depth 1 https://github.com/agiprolabs/claude-trading-skillsWrote this? Show the measurements
A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.
[](https://agentmods.dev/skills/agiprolabs/claude-trading-skills/kelly-criterion)<a href="https://agentmods.dev/skills/agiprolabs/claude-trading-skills/kelly-criterion"><img src="https://agentmods.dev/badge/skills/agiprolabs/claude-trading-skills/kelly-criterion/github.svg" alt="Measured on agentmods" height="20"></a>Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.
<a href="https://agentmods.dev/skills/agiprolabs/claude-trading-skills/kelly-criterion"><img src="https://agentmods.dev/badge/skills/agiprolabs/claude-trading-skills/kelly-criterion.svg" alt="Reviewed on agentmods" width="80" height="20"></a>- Socket pass
- Snyk pass
- NVIDIA SkillSpector pass
What it costs to keep this loaded
Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.
| Model | Per session | Once invoked |
|---|---|---|
| Fable 5.1 | $0.00022 | $0.02789 |
| Opus 5 | $0.00011 | $0.01394 |
| Sonnet 5 | $0.00004 | $0.00558 |
| Haiku 4.5 | $0.00002 | $0.00279 |
Grade A, and why
kelly-criterion scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 13d ago.
A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.
Nothing flagged
None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.
How it starts
The opening of the file, as written. The whole thing — 266 lines — stays where its author put it; the contents beside it link to each section on GitHub.
Kelly Criterion — Optimal Bet Sizing
The Kelly criterion is the mathematically optimal bet size that maximizes long-term geometric growth of capital. Developed by John Kelly at Bell Labs in 1956, it answers a precise question: given a known edge, what fraction of your bankroll should you risk to maximize the compounding rate?
Core insight: Betting too small leaves growth on the table. Betting too large increases ruin risk and actually reduces long-term growth. Kelly finds the exact optimum between these extremes.
Practical insight: You should almost never use full Kelly. Estimation error in your edge means full Kelly will overbets in practice. Use fractional Kelly (0.25x to 0.5x) for real trading.
The Kelly Formula
For a binary outcome (win or lose):
f* = (p * b - q) / b
Where:
f*= optimal fraction of bankroll to betp= probability of winningq= probability of losing (1 - p)b= payoff ratio (average win / average loss)
Equivalent forms:
f* = p - q / b
f* = p - (1 - p) / b
f* = (p * b - (1 - p)) / b
Edge = p * b - q = expected value per unit risked. Kelly only makes sense when edge > 0. If edge is zero or negative, the optimal bet is zero — do not trade.
Quick Reference
| Win Rate | Payoff 1:1 | Payoff 1.5:1 | Payoff 2:1 | Payoff 3:1 |
|---|---|---|---|---|
| 40% | -20% | -6.7% | 10% | 20% |
| 45% | -10% | 3.3% | 15% | 25% |
| 50% | 0% | 16.7% | 25% | 33.3% |
| 55% | 10% | 18.3% | 27.5% | 35% |
| 60% | 20% | 26.7% | 35% | 40% |
Values are full Kelly fraction. In practice, use 0.25x to 0.5x of these numbers.
Why Use Fractional Kelly
Full Kelly assumes you know p and b exactly. You never do. Here is why fractional Kelly is essential:
1. Estimation Error
Your win rate estimate from 100 trades has a standard error of roughly ±5%. If your true win rate is 55% but you estimate 60%, full Kelly will overbets by ~50%, which reduces long-term growth below what half Kelly would achieve.
What ships with it
4 files beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.
What this file has done since we first saw it
Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.
- 13d ago First seen · 266 lines · 22 tokens per session scan A df7552b7d1b4
kelly-criterion is a skill published in the GitHub repository agiprolabs/claude-trading-skills (356 stars, last pushed 9d ago), licensed MIT. It adds 22 tokens to every session and 2,789 once invoked, about $0.0001 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-30.
Other skills, from other repositories
sector-rotation
An analysis framework for comparing industries in the Chinese A-share stock market, using business conditions, price momentum, valuation, and money flows. It produces rankings and higher- or lower-allocation suggestions.
strategy-pivot-designer
Detect backtest iteration stagnation and generate structurally different strategy pivot proposals when parameter tuning reaches a local optimum.
twitter-reader
Read Twitter/X for financial research using opencli (read-only). Use this skill whenever the user wants to read their Twitter feed, search for financial tweets, view bookmarks, look up user profiles, or gather market sentiment from Twitter/X. Triggers include: "check my feed", "search Twitter for", "show my…
chenhao-limit-up
A framework for judging Chinese A-share stocks that have reached the daily price-rise limit, using market mood, sector leadership, and trading momentum.
furusato
A Japanese hometown-tax donation manager for furusato nozei, a system where donations to municipalities can qualify for an income-tax or local-tax deduction. It reads donation receipts, stores donation records, and calculates deduction limits.
reading-receipt
An image-reading workflow for extracting structured information from receipts, invoices, and hometown-tax donation certificates. It can first extract text from PDFs and otherwise read their images.