This is interesting... What would the gambler have to do so that investor A has negative bankroll growth?
The specific scenario Dooglus was using that caused it:
Suppose a whale plays for a long period with 50% chance of winning each bet. All bets are the maximum, aiming to win 1% of the bankroll.
Which is actually a slight simplification (it ignores BaB commissions, which causes the max profit to be a bit smaller than 1% ... but same logic applies with a max-bet). And iirc the BaB max-profit system has a few "soft" limits because of the multiplayer nature (e.g. it allows 2 players to aim for a higher max-profit than it would allow a single player to aim for)
But more generally: The BaB investor system is designed to more or less be "optimal" (in terms of expected bankroll growth, which is actually what you care about) if you are at 1x leverage, assuming a whale is max-profit betting. The higher your "leverage" is > 1x, the worse expected bankroll growth you'll have until the point you hit 2x leverage where you'll have 0 expected bankroll growth. As your leverage is gets higher from there, the lower and lower your expected bankroll gets (e.g. further negative).
But that's all based around the "worst case" of a player targeting the max-profit. If you know for a fact that no one is ever going to target more than half the max-profit, it's actually ideal to have an effective leverage at 2x for instance.