Quote from: TheNuts23 on July 15, 2015, 12:33:44 AM

If you bet 2x kelly of your fixed bankroll long term, you are guaranteed to bust!

heheh. That's fun to write a toy simulator for:

Code:

Sample output of running with a 1x kelly:

Code:

...
Won all the money in the world. Won: 189 Busted: 0
Won all the money in the world. Won: 190 Busted: 0
Won all the money in the world. Won: 191 Busted: 0
...

Sample output of running with a 2x kelly:

Code:

Busted! Won: 38 Busted: 83
Won all the money in the world. Won: 39 Busted: 83
Busted! Won: 39 Busted: 84
Busted! Won: 39 Busted: 85
Busted! Won: 39 Busted: 86
Busted! Won: 39 Busted: 87
Busted! Won: 39 Busted: 88
Won all the money in the world. Won: 40 Busted: 88

Sample output of running with a 3x kelly:

Code:

Busted! Won: 0 Busted: 191
Busted! Won: 0 Busted: 192
Busted! Won: 0 Busted: 193
Busted! Won: 0 Busted: 194
Busted! Won: 0 Busted: 195