The ISW: W9 NFL 2019 Kelly Growth Performance Updates: +17.0% YTD
***Last updated at 10:30 AM EST on 11/4***
Kelly Growth Criterion Model [KGCM] Performance Updates

The KGCM’s utility is in maximizing returns according to expected value.
To wit’s function should not be confused with a formula employed to pick winners, or even as an algorithm to select the more likely winner of a game — in fact, in the 81 games selected by the KGCM this year, 56 or 69.1% have been underdogs (< 50% implied chance of winning). Even if we assume that the wizards in Vegas frequently (and deliberately) misstate the real odds at least 50% of the time, KCGM typically favors picking the underdog as an investment.
ISW Kelly Growth Criterion Model [KGCM] Performance [W1-W7]
Throughout the first eight weeks of the 100th NFL regular season, the KGCM identified 81 hypothetical value opportunities out of a possible 242 sides where f > 0.
Below are the results from weeks 1–8 from a hypothetical initial bankroll of $100,000. All investments were proportioned on a weekly compounding bankroll basis.
KGCM PERFORMANCE [W1–W8] 2019

Scorecard
Aggregate W/L Record = 35/81 (43.2%)
Favorites = 25/81; W/L = 14/25 (56.0%)
Underdogs = 56/81; W/L = 21/56 (37.5%)
Trailing ROI W1-W8 = +$17,022.26 = +17.0%
Bankroll as of start of Week 9: $117,022.26
ISW KGCM Regular Season Results & Performance: NFL 2019 Regular Season: [W1-W8]



