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Author Topic: Progression dilemma  (Read 247 times)

kav

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Progression dilemma
« on: April 04, 2017, 04:23:23 PM »
In the design of every progression there are two opposite concerns that should be taken care of.
  • Finish the attack with as few wins as possible.
  • Don't increase your bets fast.
You can't have it both ways. In order to finish in profit with few wins you have to increase the bets fast. The wins you need, the faster the bet increases. The extreme case being the Martingale, which produces a profit with just one win no matter how many losses.

On the other hand, if you use a slow progression, you can be swimming in the negative waters for too long and after a short wave of positive results that may not be able to produce a profit a new greater negative wave can throw you deeper in loss territory.
In my opinion this is THE dilemma. Also explained here: Progression analysis: Fluctuation and Streaks

Supposedly the best possible progression would be something like a happy medium. Taking good advantage of wins, yet not increasing too fast.

I understand that I just describe the problem offering no specific solution, but they say, to understand the problem is part of the solution.


 
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MrPerfect.

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Re: Progression dilemma
« Reply #1 on: April 04, 2017, 04:41:48 PM »
Just hit more often. That will resolve all your problems.
 
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kav

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Re: Progression dilemma
« Reply #2 on: April 04, 2017, 04:51:16 PM »
Sure.
 

Reyth

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Re: Progression dilemma
« Reply #3 on: April 04, 2017, 05:35:45 PM »
Divisors and debt banks are the same thing.  Statistically it is easier to achieve a smaller win amount than a larger win amount.  So my theory is, chain together smaller win amounts for a better statistical chance of elcipsing the target debt without encountering a counter-swing.

So, like this:

100 units of debt accrued at 1 bet unit. 

We can try to regain this with 50 2 unit bets in one shot, OR we can divide the debt into 4 sections of 25 units, achieving each target goal of 25 units with only 13, 2 unit bets.

The second method offers the following advantages:

1) A smaller exposure in number of spins per session
2) A smaller exposure in chips at risk at one time

This is not the entire picture because our bet selection should also include a statistical component that will indicate to us when we have larger chances than normal to obtain a hit and raising during those moments will also provide a positive incline to our recovery.

So far this has worked very well for me and (I have heard from) others as well.  The theory seems a bit sketchy but it would revolve around an exponential risk factor over a larger amount of spins.  If we can prove that there is an exponential increase in risk over a number of spins (as opposed to a static increase) then we can prove this theory.

A common example of this might be understood through computer simulations.  I have noticed, time and time again, that the very worst loss streaks don't appear until after 1M or even more spins/coup events; it just seems to happen every time that a larger number of spins/events is required for them to even show up.

Does this mean they can't or won't show up sooner?  No, but it would tend to indicate that the chances of encountering rare events in a session increase the longer the session runs until we reach a "100% point" and the rare event occurs.

Both Dobble and the IDG have referenced this where IDG says, "At a certain point the statistics will "cross" your session and you will start losing". 

He is actually saying two things here:

1) Set up your base progression system and profit goal to win in a short term span that will be consistently advantageous statistically

2) Set up your recovery progression system to win faster than your base progression system

I have attempted to emulate this and have met with suprising success.

This doesn't take into account another important factor which is bankroll.
« Last Edit: April 04, 2017, 05:48:05 PM by Reyth »
 
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