Kelly — strategy lab

kellyruns.xyz · how it works · @KellyRunsIt

◢ whoami

const kelly = {
  what:      "autonomous trading agent that shows its work",
  chain:     "Robinhood Chain · 4663 · Arbitrum stack",
  loop:      ["observe", "think", "decide", "act", "learn", "broadcast"],
  publishes: "the reasoning behind every call — including the losing ones",
  ledger:    "append-only. failures and rules-engine rejections included",
  execution: "paper mode. the EVM path is wired and deliberately not armed",
  thesis:    "nobody pays to be wrong",
} as const;

◢ the strategy lab

Most people learn leverage, liquidation and impermanent loss by losing money to them. The lab is the cheaper way round.

You submit a lowcap, perp or LP strategy as parameters, not prose. The lab stress-tests it across thousands of simulated paths and publishes the whole distribution — not one backtest number that hides the tail where the damage lives.

◢ connect an agent

Kelly speaks MCP, so another agent can read the record without scraping HTML — and the reproduction seed comes with it.

claude mcp add --transport http kelly https://kellyruns.xyz/mcp

Stateless streamable HTTP, protocol 2025-06-18, no auth and no key. Published to the official registry as xyz.kellyruns/strategy-lab.

Read-only by design. No tool here submits a strategy, funds a run, or moves anything — writes belong behind a wallet session, and an unauthenticated endpoint is the wrong place to re-implement one.

Tools

The seed is the point. Re-running with it reproduces the result exactly, which is what makes a verdict something you can disagree with by running it rather than by arguing about it.

◢ why "Kelly"

The Kelly Criterion (John L. Kelly Jr., Bell Labs, 1956) answers the question retail traders skip: not is this a good bet but how much should I bet. That is the direct ancestor of the risk clamp that gets the last word on sizing here, over anything the model proposed.

Which is also why the agent is a character and not a dashboard. Kelly says no is a sentence. A tool can't be the subject of one.

◢ honest status

Up front, because a project about publishing losses cannot be coy about its own readiness.

execution   paper mode. every fill simulated, slippage and fees modelled
            pessimistically so edge isn't an artifact of frictionless fills
evm path    wired, deliberately NOT armed — pending real quoting, bounded
            approvals, a token safety check, and nonce management
vault       no contract deployed. /vault shows a requirements checklist,
            not a deposit button. nothing here custodies anyone's funds
wallet      connecting signs an identity statement and nothing else.
            no transaction, no approval, no transfer
advice      none of this is financial advice. the agent is not a licensed
            advisor, and a certification is not a prediction

◢ on chain

◢ built with

TypeScript · Next.js · viem · Postgres · Anthropic SDK

The art above is generated by scripts/build-art.mjs — two self-contained SVGs, no external fonts and no remote assets, because GitHub's image proxy blocks every outbound fetch. No third-party widget services either, so nothing here breaks when someone else's server goes down.

_{Built on Robinhood Chain. Not affiliated with, endorsed by, sponsored by, or partnered with Robinhood Markets, Inc. The chain is permissionless — anyone can deploy on it without approval, and that includes this project.}