CRASHMATH
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Bankroll and Unit-Stake Calculator

[QUANT RISK MANAGEMENT // SIZING SPEC] • CM-TOOL-KELLY

Bankroll and Unit-Stake Calculator

Explore fixed-unit exposure, loss sequences and optional session boundaries in a declared 3% model. Amounts are in USD.

$
Quick Bankroll:
2.00x
Quick Targets:
Calculated unit stake
$5.00
1.00% of $500 bankroll
Model win probability
48.50%
Formula: (1 - 0.03) / k
Consecutive Losses to 50% Drawdown
50 losses
Consecutive losses to -$250
Risk of 5 Consecutive Losses
3.63%
(1 - WinProb)⁵ probability
Session Stop-Loss Boundary (-20%)
Exit if balance drops to: $400.00 (-$100.00)

Strict rule: Shut down the session immediately upon touching this threshold. Prevents revenge betting and catastrophic tilt.

Variance Peak Take-Profit (+30%)
Exit if balance reaches: $650.00 (+$150.00)

Lock in positive variance before the 3.0% negative expectation inevitably erodes your short-term lucky streak.

EMPIRICAL LOSING STREAK PROBABILITY DISTRIBUTION (P(L) = 1 - P(Win))

Loss Streak Length (m) Probability of Losing m in a row Remaining Balance at Unit Stake
The Kelly Crash Paradox & Mathematical Axiom

The declared model has negative expected return, so the constrained Kelly optimum is a zero stake. A recreational fraction is a chosen spending limit, not a profitable Kelly strategy or a survival guarantee. The minimum illustrative stake is 0.10 USD; the output shows its actual share of your bank.

Kelly Fraction f* = (p·b - q) / b
Under House Edge: p = 0.97 / k, b = k - 1, q = 1 - p
f* = ((0.97 / k)(k - 1) - (1 - 0.97 / k)) / (k - 1) = -0.03 / (k - 1) < 0 (Strict Negative Sizing)

CHOOSE A PLATFORM WITH CLEAR GAME AND CASHIER RULES

Never gamble with funds required for essentials. If deploying disciplined bankroll management, verify that your casino separates your deposited cash from promotional bonus wagering.

[MATHEMATICAL RIGOR // ALGORITHMIC AUDIT INQUIRIES]

Frequently Asked Questions: Bankroll Management & Kelly Criterion

[QUERY ID: #BK-01]

Does this calculator find a profitable Kelly stake?

No. Under the declared model p = 0.97/k, the unconstrained fraction is -0.03/(k-1). With no short betting, the optimum is zero. The displayed recreational fraction is a chosen spending limit. A 0.10 USD minimum can exceed that fraction; the actual percentage is shown.

[QUERY ID: #BK-02]

What do the loss sequences and session limits mean?

For fixed stakes, q^m is the probability of losing the next m independent rounds, not of seeing such a streak anywhere in a longer session. A stake equal to 1% of the initial bank costs half that bank after 50 consecutive losses; recalculating 1% of the remaining bank gives a different path. The -20% and +30% boundaries are optional examples, not proven psychological thresholds or survival guarantees.