feat(synth-overlay): balance-aware Kelly position sizing (Closes #31)#36
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MkDev11 wants to merge 1 commit intoentrius:mainfrom
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feat(synth-overlay): balance-aware Kelly position sizing (Closes #31)#36MkDev11 wants to merge 1 commit intoentrius:mainfrom
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…ius#31) Add Position Sizing card to the Synth Overlay side panel that calculates the Kelly-optimal bet size for Polymarket binary markets. - content.js: add scrapeBalance() to detect USDC/USD balance from DOM, extend getContext() to include balance field - sidepanel.html: add Position Sizing card with balance input, Kelly side, fraction, recommended size, and EV per dollar fields - sidepanel.css: styles for the new sizing card and balance input - sidepanel.js: implement computeKellySizing() with full Kelly formula for both YES/NO sides, confidence scaling, 20% bankroll cap; add balance persistence via chrome.storage.local; wire sizing into refresh() and updateWithLivePrice() for instant recalculation - kelly.py: Python reference implementation of the Kelly logic for testing - tests/test_kelly.py: 20 tests covering basic behavior, edge cases, cap enforcement, formula correctness, and symmetry
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feat(synth-overlay): balance-aware Kelly position sizing
Add Position Sizing card to the Synth Overlay side panel that calculates the Kelly-optimal bet size for Polymarket binary markets.
Closes #31
Summary
Turns the existing edge + confidence signals into a concrete recommended bet size, so users know how much to wager, not just which side. The side panel now includes a Position Sizing card that reads the user's balance (auto-detected from the Polymarket DOM or entered manually), computes the Kelly-optimal fraction for both YES and NO sides, scales by forecast confidence, caps at 20% of bankroll, and displays the recommended position size in USD.
What's new
chrome.storage.local.f* = (b·p_true − (1−p_true)) / bfor both YES and NO sides, picks the +EV side, scales by confidence score, and caps at 20%.Related Issues
Closes #31
Type of Change
Files Changed
balanceTesting
Demo Video
recording-2026-03-11-17-55-37.webm