My thinking may be off but in the long run if you did not care about ROR for say even up to a year would you not net more money if you went to full kelly vs. half or even triple kelly vs. half.
If you can take the swings I would think you would net more in the long run by always betting more when you had any advantage at all. Taking this to the extreme would get you some very bad lows but in general does this not make sense?
Again we have some vague parameters here but can you see were I am coming from.
If you can take the swings I would think you would net more in the long run by always betting more when you had any advantage at all. Taking this to the extreme would get you some very bad lows but in general does this not make sense?
Again we have some vague parameters here but can you see were I am coming from.