Trade the tail.
Not the headline.

Kelly is an automated trading system that finds and exploits structural pricing inefficiencies in regulated prediction markets — using proprietary probabilistic models that see what other traders can't.

Explore the System View Backtests
95.6%
Backtest Win Rate
+3,098%
3-Month Return
18.51
Sharpe Ratio
24.1%
Max Drawdown
Why Kelly Wins

The edge that others
simply can't see.

📊
Deeper Data
While retail traders rely on a single point forecast, Kelly's model processes multi-source ensemble data with dozens of independent scenarios to build a true probability distribution.
🎯
Tail Precision
The largest mispricings occur at the tails of a distribution — where a point forecast is least informative. Kelly's model is specifically calibrated to excel in these high-edge zones.
⚡
Automated Execution
Continuous market scanning, instant edge detection, and automatic order placement — no manual intervention, no emotional bias, no missed opportunities.
🛡️
Risk-First Design
Six independent safety layers, mathematically optimal position sizing, and multiple circuit breakers ensure the system protects capital before pursuing profit.
🔬
Walk-Forward Validated
Every backtest uses real historical data with a 70/30 train/test split. No synthetic data, no curve fitting. The model proves itself on data it's never seen.
🐳
One-Command Deploy
docker compose up -d and you're live. Self-contained Docker stack with real-time dashboard, Discord alerts, and full API health monitoring. No dependencies.
Architecture

Your infrastructure. Your keys. Your data.

Three components communicate through shared volumes — no external databases, no cloud dependencies, no third-party execution services.

🤖
Trading Engine
Proprietary model, market scanning, edge detection, order execution
📡
Dashboard
Real-time monitoring, P&L tracking, backtest UI, AI analyst
🔐
Shared Core
Risk manager, state persistence, settlement checker, alerting
Security & Risk

Capital preservation
is the first priority.

Every trade passes through six independent safety gates. If any single gate rejects, the trade is blocked — no overrides, no exceptions.

1
Daily circuit breaker
Halts all trading if daily losses exceed the configurable threshold.
2
Total drawdown kill switch
Permanent settle-only mode if lifetime losses breach the hard limit.
3
Loss streak cooldown
Mandatory pause and automatic size reduction after consecutive losses.
4
Position concentration limits
Hard caps on single-trade size, per-bot exposure, and portfolio-wide deployment.
5
Kelly Criterion sizing
Mathematically optimal position sizing at a conservative fraction with conviction scaling.
6
Active position management
Continuous re-evaluation. Early exit on reversal. Force-close on timeout.
System Protections
🔑
RSA-PSS Authentication
Exchange API calls signed with SHA-256. Private keys never leave your machine.
🧪
Paper Mode by Default
Ships in demo mode. Live trading requires a multi-step safety gate with system checks and countdown.
💾
Crash-Safe Persistence
Atomic writes with fsync. No data corruption possible from crashes, OOM kills, or power loss.
⚡
Fill-or-Kill Execution
Every order fills immediately or cancels entirely. No resting orders, no stale fills.
🐳
Container Isolation
Each component in its own Docker container. Communication only through shared file volumes.
📋
Full Audit Trail
Every trade and risk event logged to append-only files. Discord webhooks for real-time alerts.
Backtest Results

Numbers that speak
for themselves.

Walk-forward validated on real historical data. 70/30 train/test split. No synthetic data. No curve fitting.

Test P&L
$15,490
+3,098% on $500
Win Rate
95.6%
439W / 20L
Sharpe Ratio
18.51
Strong
Max Drawdown
24.1%
PF 3.42
MetricTrain (70%)Test (30%)
Total P&L$176,265$15,490
Win Rate96.6%95.6%
Sharpe Ratio14.9418.51
Profit Factor7.993.42
Max Drawdown20.7%24.1%
Backtest performance is not a guarantee of future results. Live trading introduces execution slippage, partial fills, and liquidity constraints.

Built for Serious Traders

Kelly isn't a signal service or a tip sheet. It's a complete autonomous trading system — from data ingestion to order execution to risk management — designed for people who want their edge to compound while they sleep.

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