Bankroll Risk Lab
Monte Carlo every betting question that matters: where will my bankroll likely be in 200 plays? What's my worst plausible drawdown? Am I sized right for my win rate? This is the math your survival depends on.
25 simulated bankroll paths over the plays-of-interest horizon. The spread shows you what variance actually feels like at your edge & sizing.
| Win % | 10% Kelly | 20% Kelly | 25% Kelly | 33% Kelly | 50% Kelly | 75% Kelly | Full Kelly |
|---|---|---|---|---|---|---|---|
| 51% | $100 | $100 | $100 | $100 | $100 | $100 | $100 |
| 53% | $100 | $101 | $101 | $101 | $101 | $101 | $102 |
| 55% | $104 | $108 | $110 | $112 | $117 | $120 | $119 |
| 57% | $117 | $134 | $142 | $156 | $182 | $209 | $216 |
| 59% | $136 | $179 | $202 | $242 | $328 | $429 | $448 |
| 61% | $170 | $273 | $339 | $463 | $795 | $1,287 | $1,427 |
Median final bankroll after 200 plays starting at $100. Higher Kelly fractions = higher expected return AND higher drawdowns. ¼-Kelly (highlighted) is the sharp's sweet spot.
One unit = 1% of bankroll
Period. If you have $5,000, 1u = $50. Most plays should be 0.5–1.5u. Cap any single play at 3u. This trade-off keeps you alive through cold streaks.
Re-baseline monthly
If your bankroll grows 20%, raise your unit. If it drops 20%, cut it. This is how Kelly self-regulates: more risk after winning, less after losing — counterintuitive but mathematically optimal.
Reserve fund first
Keep 6 months of personal expenses outside your bankroll. The money in your betting account should be money you can lose without it affecting your life. If you can't lose all of it tomorrow, your bankroll is too big.