Simulate closing line value, vigorish breakeven hurdles, and multi-path Monte Carlo bankroll survival.
Market Presets:
Simulation ParametersLive Computed
$10,000
1,000
-110
53.50%
100 Paths
Expected Value (EV)
+2.14%
Edge per $1 wagered
Breakeven Win Rate
52.38%
Vig hurdle (-110 odds)
Kelly Sizing (f*)
2.35%
Full Kelly fraction
Median Final Bankroll
$12,480
+24.8% ROI after 1,000 bets
Empirical Ruin Risk
0.0%
Bankroll < 20% start
Monte Carlo Bankroll Trajectories & 90% Confidence Ribbon
Median Path
Expected Value
Sample Paths
90% Confidence Band
Staking Model Head-to-Head Performance (Current Market Parameters)
Staking Model
Avg Sizing
Median Bankroll
90% Range (P5 - P95)
Max Drawdown
Risk of Ruin
Suitability
The Mathematical Secret of Sports Betting: Sportsbooks survive on vigorish (typically 4.54% on -110 spreads). To win long term, you do not need 70% accuracy; you need to consistently beat the Closing Line Value (+CLV) so your true probability exceeds the breakeven barrier ($52.38\%$ for $-110$). Fractional Kelly maximizes geometric bankroll growth while insulating against the devastating drawdowns that destroy Martingale systems.