ARTEMIS

Automated Real Time Equity Market Intelligence System

Risk Management

Advanced position sizing, risk analytics, and portfolio monitoring

Symbol

Win Rate

Avg Win %

Avg Loss %

The Kelly Criterion determines the optimal position size to maximize long-term growth while minimizing risk of ruin.

Formula: Kelly % = (Win Rate × Avg Win - Loss Rate × Avg Loss) / Avg Win

Safety Note: We recommend using 25% of the Kelly percentage to account for estimation errors and reduce volatility.