Bankroll Management: Units, Kelly and Survival

The maths of not going broke — flat units, fractional Kelly, and why bet sizing beats bet picking.

The unit

Pick a bankroll you could lose without consequence, and define one unit as 1–2% of it. Every result is then measured in units, which does two jobs: it keeps any single loss survivable, and it makes your record honest — up 8.4 units means something; up $300 means nothing without the stakes.

Variance is bigger than you think

A genuinely good bettor hitting 55% against the spread still loses five in a row about once every hundred sequences — and 45 of every 100 bets outright. Sizing exists so that inevitable stretch is an annoyance rather than an ending.

Kelly, and why to shrink it

The Kelly criterion sizes a bet by its edge: stake fraction = edge / (decimal odds − 1). It maximises long-run growth but assumes your edge estimate is exact — it never is. Betting a quarter or half of Kelly keeps most of the growth with a fraction of the drawdowns, which is why every practical bettor shades down.

Never chase

The only unbreakable rule: the size of your next bet must not depend on the result of your last one. Doubling after losses feels like discipline and is mathematically the opposite — it concentrates your bankroll on the exact nights variance runs against you.

Put it to work

  • Best Bets Edges and EV to size against.
  • Best Bets Tracker Every published pick, graded at a flat unit — the running profit line.

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