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Risk of ruin calculator

Set a win rate above 50%, so you have a genuine edge. Then push the bet size up and watch how reliably a positive edge still ends in ruin.

The recovery curveInteractive
You lost
-50%
Gain needed just to get back
+100%
Losses and gains are not mirror images. Past about 50% the curve turns near vertical, which is the whole argument for never risking ruin.
The thing most people get wrong

This is the most counter-intuitive result in investing. A 55% win rate means you are right more often than you are wrong, and you will still go broke if you bet too much on each trade. Being right is not enough. Surviving is a separate problem, and it is solved by size.

How to use it properly
  1. 1Set the win rate to 55%. You now have a real, positive edge that most professionals would envy.
  2. 2Start with a small bet size and note the survival rate.
  3. 3Now drag the bet size up. Watch the ruin rate climb even though your edge never changed.
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Understand the maths behind it