Guided lab · finite synthetic scenarios

How much of full Kelly should reach the portfolio?

First solve the full-investment log-growth problem. Then use the fraction control as a separate exposure policy: risky weights scale together and the remainder stays in cash.

Kelly scenario factors, full solution and fractional overlayThree scenario wealth factor boxes feed a weighted log sum. A full Kelly allocation bar is then scaled into risky assets plus cash.Scenario 11.025p = ⅓Scenario 21.025p = ⅓Scenario 31.020p = ⅓Expected log2.3063%Full Kelly risky weightsA 50% · B 50%Fractional deploymentA 20% · B 20% · cash 60%Stage 1 of 4 · Validate scenario returns and probabilities.