Position Sizing Optimizer
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Position Sizing Optimizer
ConfigurationLocked Arbitrage (<100¢)
Leg 1
Ask Price48¢
%
Leg 2
Ask Price47¢
%
Target Capital$2,500
Days to Expiry21d
Combined Contract Cost:95¢ per pair (5¢ discount)
Guaranteed Net Profit
+$111.75
Regardless of outcome
Net Realizable Yield
+4.47%
Fee-deducted
Annualized APY
+113.9%
Based on 21d to resolution
Total Capital Deployed
$2,499.25
Balanced dual-leg

Exact Execution Order BreakdownAuto-balanced sizing

Polymarket (YES)@48¢
2,611 shares
Total Cost:$1,253.28
Kalshi (NO)@47¢
2,651 shares
Total Cost:$1,245.97

Settlement Payoff Profile

Comparison of total capital vs gross payout at resolution

Capital Invested
Net Payout
Automate Your Arbitrage Discovery with Lucid Pro

Never miss a 10%+ locked spread again. Lucid Pro scans live Polymarket and Kalshi order books 24/7, triggers real-time audio alerts, and calculates exact net-of-fee execution routes.

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Four Mathematical Sizing Engines in One Workspace

Engineered specifically for binary event contracts where payoffs resolve between $0.00 and $1.00.

Cross-Venue Arb & Balanced Hedge

When Polymarket YES and Kalshi NO total under 100¢, one leg is guaranteed to pay $1.00. Our optimizer calculates exact share quantities on each exchange so your dollar returns match to the cent after deducting Kalshi taker fees.

Kelly Criterion Bankroll Sizer

Stop guessing your bet size. Input your model's true estimated probability vs the market price to calculate your exact expected value ($EV), optimal stake percentage, and geometric growth curve to prevent bankroll ruin.

Pre-Expiration Take-Profit Simulator

You do not have to hold until resolution. Drag the marked-to-market exit price slider from 1¢ to 99¢ to visualize your continuous return on investment if scaling out early into secondary book liquidity.

Multi-Candidate Dutch Book

In crowded election primaries and tournament brackets, the sum of market prices often deviates from 100%. Equalize capital across multiple candidates to lock in a guaranteed payout regardless of which selected outcome wins.

Frequently Asked Questions

Everything you need to know about prediction market math and sizing.

Full Quantitative Suite

Supercharge Your Prediction Market Edge

Track smart money whale flow, scan 24/7 cross-platform locked arbitrage, and audit your calibration curve with Lucid Ledger Pro.