It is very important to determine the strategy in the futures market or the stock market and to minimize the risk in the strategy. One way to reduce risk is to adjust trading funds according to the earning rate of the strategy. In this study, a trading strategy was set up using technical analysis indicators. PSAR, SONAR, TRIX, and MACD were used to form entry regulation and liquidation regulation. The basic principle for determining trading funds is 'fixed investment'. A fixed-rate investment refers to trading in a certain percentage of equity capital. There are various ways to determine the rate of fixed investment. In this paper, Kelly ratio betting system was selected among a variety of methods. The Kelly ratio betting system was applied to KOSPI 200 futures market data from December 15, 1998 to March 31, 2016 to verify the effectiveness of the Kelly ratio. The Kelly ratio of this strategy was calculated as 0.58, and we set the weights of the Kelly ratio to 0.5 and 2 to see what the results are in each case. As a result, when investing with the same initial capital, the investment on the Kelly ratio showed a higher profit than a flat investment. However, it also showed that the maximum loss width was higher and the stability decreased. When the Kelly ratio is used, the volatility increases in proportion to the increase in the compound growth rate. Therefore, it is desirable to apply a lower value instead of the original ratio in order to apply the Kelly ratio on the actual market as the volatility is reduced.