Kelly Meter video overview
English audio and captions · 1:19
ChartArmory's take on Ed Thorp's Kelly formula: 1-year and 6-month returns and 3-month volatility set a 0–100% position in five steps, changed at most weekly. Bitcoin 2017–2018: +769.7% at a 55% average position (worst drop −54.2%). Pine Script v6 source.
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