+04 / THE ARCADE

Play the odds.Question your intuition.

Three small games about randomness, patterns, and the decisions we make when we think we know.

House edge: educational.

01The chart Turing test

MARKET OR MATHEMATICS?

ROUND 1 / 5SCORE 0 / 0

One chart is the S&P 500. One is a random walk. Pick the real market.

Each pair shows 90 trading observations, normalized to 100, on the same scale. The synthetic path uses geometric Brownian motion fitted to the real window’s daily log-return mean and volatility.

02Guess the correlation

HOW STRONG IS THE RELATIONSHIP?

SCORE 0 · STREAK 0 3 / 3

Trust your eyes.
Then check the numbers.

From −1 (perfectly opposite) to +1 (moving together). Zero means no linear relationship.

Personal best0
Best streak0

80 points, one Pearson correlation. Within 0.05: +100 and a streak. Within 0.15: +50. Otherwise, lose a life. A close guess resets the bullseye streak. Personal records stay in this browser when storage is available.

03An edge is not enough

THE KELLY CRITERION

FLIP 0 / 2560% WIN PROBABILITY · 1:1 PAYOUT
999999.51K1K1K06.2512.518.7525coin flipbankroll ($)starting bankroll
Your bankroll20% Kelly

Pick your bet.
Live with the drawdown.

Start with $1,000. Bet a fraction of what remains. The gold line always bets 20%.

Your first flip is waiting.
Your bankroll$1,000.00
Kelly bankroll$1,000.00
f∗=p−(1−p)=0.60−0.40=20%f^* = p - (1-p) = 0.60 - 0.40 = 20\%

A simulated coin with independent 60% wins and even-money payouts. Both paths get exactly the same outcomes. Kelly maximizes expected log growth under these assumptions; it does not guarantee a profit over 25 flips. At zero, your bankroll stays at zero.