Kelly Criterion Position Sizing Workflow for Trading

Step 1: Get set up Download Claude desktop then open Claude Code. Free account: My Account, copy the line of code, paste it in, "install this globally". Step 2: Get your real numbers Prompt: "Backtest this strategy on BTCUSDT 1 hour, fees on, full history. Show me the win rate and the average win against the average loss" Step 3: Let Claude do the maths Prompt: "Using those numbers, calculate the Kelly position size for this strategy, then halve it, and tell me what percentage of my account that means per trade" Step 4: See the difference Prompt: "Backtest this with fixed sizing, then again with half Kelly. Show me both equity curves and both drawdowns" Step 5: Keep your own limits on top Mine caps at 1 to 3% collateral per position and 5x leverage whatever the maths says Step 6: Redo it every few months Win rates drift, so the sizing should move with them. Forward test any change for 20 trades before real money.