Kalshi trade analyzer

Most calculators answer one question. This one answers the only two that matter before you click buy: is there an edge, and how big should the position be? Enter the contract price, your honest probability estimate, and your bankroll, and it does the rest.

It compares your number to the market-implied price, subtracts Kalshi's taker fee, and turns the result into a suggested size using the Kelly criterion. If there is no edge once fees are in, it tells you to skip, which is the discipline most traders lack.

Positive edge: +7.0 points after fees
Your 64% estimate beats the market's 55% by enough to clear the $0.02 fee. Half-Kelly suggests risking $100.00 (about 181 contracts).
Market-implied odds
55%
what the price says
Your edge (after fee)
+7.0 pts
EV per contract
$0.07
+12.7% on cost
Breakeven win rate
57%
incl. fee
Half-Kelly size
$100.00
~181 contracts
Full-Kelly fraction
20%
of bankroll at risk

Edge is your probability minus the price, after subtracting Kalshi's taker fee on entry. Kelly sizing maximizes long-run growth, but full Kelly is volatile, so this defaults to half-Kelly, which most disciplined traders prefer. The numbers are only as good as your probability estimate, and they assume you hold to settlement. This is an analysis tool, not trading advice.

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Edge is your number minus the price

A Kalshi price is a probability. A contract at 55 cents is the market saying the event is 55 percent likely. If your own estimate is 64 percent, your raw edge is 9 points, but the fee eats into that, so the tool shows edge after fees, which is what actually determines whether the trade is worth taking.

If your estimate does not beat the price plus the fee, there is no edge, no matter how confident you feel. The breakeven win rate makes this concrete: it is the hit rate you need just to break even after costs.

Sizing with Kelly

Knowing you have an edge is half the job. Bet too small and you leave growth on the table; bet too big and a normal losing streak can ruin you. The Kelly criterion gives the bankroll fraction that maximizes long-run growth for a given edge.

Full Kelly is mathematically optimal but swings hard, so this tool defaults to half-Kelly, the size most disciplined traders actually use. It also shows the full-Kelly fraction so you can see the ceiling you are staying under.

FAQ

How do I know if a Kalshi trade has an edge?
Compare your own probability estimate to the contract price, which is the market's implied probability, then subtract the fee. If your estimate is higher than the price plus the fee, you have a positive expected value. If not, there is no edge to bet on.
What is the Kelly criterion for prediction markets?
It is a formula for how much of your bankroll to risk given your edge. For a contract bought at price c that you think has probability p of paying out, the Kelly fraction is (p minus c) divided by (1 minus c). Most traders use half of that to reduce volatility.
Does this account for Kalshi fees?
Yes. It subtracts the standard taker fee on entry from your expected value and edge, since fees can turn a thin edge negative. It assumes you hold to settlement, so it does not double-count an exit fee.
Stop calculating one trade at a time
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SEE IT LIVE
See the full Edge Lab
Whether your edge is real, broken down by price band, on real data.
These tools are for education and estimation only, not financial or tax advice. Fee estimates use Kalshi’s standard formula and may differ from your actual fees.
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