We determine exactly what a kurtosis bound buys for one-sided tail control. For the class $\mathcal{C}(κ)$ of real random variables with mean $0$, variance $1$, and fourth moment at most $κ$, the skewness left free, we compute the worst-case tail probability $V_1(t,κ)=\sup_{X\in\mathcal{C}(κ)}\mathbb{P}(X\geq t)$ for every threshold $t>0$ and every $κ\geq 1$. The answer is a four-regime map: a…