30-Active-Day Rolling Unit & Sequestered Bank Projection
50% pulled to bank · 50% compounded into rolling unit
Active Trading Equity ($)Sequestered Cash in Bank ($)Rolling Unit Size U0 (right axis)
Loss Depth (F)
Run Odds (qF)
Expected Time
30d / Season Risk
0-Win Unit
All-Stop Floor
Win-Rate Unit (U0)
Max K
📐 Win-Rate-Rationalized Unit Sizing ($20/U) vs. Zero-Win ($12/U) & Static ($7/U)
1. Why the Zero-Win Calculator ($12/U) Cost Us $519 ($959 Engine vs $440 Track B)
A unit calculator that ignores win percentage implicitly assumes p = 49.3% (zero edge drift): it reserves 52.2U for 6-game wave escrow plus 31.1U for 20 consecutive losses as if winning bets in the same wave never offset losing ones. That 83.3U divisor capped the unit at $12.00/U (and $7.00/U under static sawtooth), leaving $185-$482 of the $1,000 bankroll sitting idle on peak slates.
2. Empirical NBA Season-Opener-to-Today Profile (28 Games · 497 Bets · 61.4% Win Rate)
Across all 28 NBA games from Season Opener (Oct 20) through Oct 23 (305W-192L = 61.37% win rate at 49.3¢ average fee-in contract price), positive drift is δ = (p - c)/(1 - c) = +23.9%. Longest unbroken losing streak was 5 losses (2.70U); max peak-to-trough drawdown was 6.61U; and even when 41-45 bets lost concurrently in a 6-game wave, the 70-76 winning bets in the same wave held the worst net wave loss to -3.60U.
3. Global All-Stop Circuit Breaker at F Consecutive Losses (UF = $0.00/U)
With Ut = 2.00% · Wt refactored on every saw and capped at the $20.00/U Kalshi top-of-book liquidity ceiling, any anomalous run of F = 20 consecutive losses trips the Global All-Stop automatically and sets the live cash unit to $0.00/U (0 contracts) while preserving $718+ (71.8% of a $1,000 stake) intact.
At midnight PT each night, 50% of net realized winnings are sequestered for bank withdrawal while 50% stays in active equity. Once active equity exceeds $1,000 (e.g., $1,382.95), raw unit size ($27.66/U) sits above the $20.00/U order-book cap, creating a +$382.95 cushion before a losing cluster even steps the unit below $20.00/U.
5. Probability × Time-to-Loss-Depth Math (Feller Renewal Formula)
Users do not need to guess a loss depth F. At win rate p (loss probability q = 1 - p), the single-run probability of F consecutive losses is qF, and the exact expected number of bets to first encounter an unbroken run of F losses is E[NF] = (1 - qF) / (p · qF) (translated into games at 17.75 bets/game and slates at G games/slate). Use the Auto-Solve F by Risk buttons to automatically lock F to 95% 30-Day Safe, 99% 30-Day Safe, 99% Season Safe, or 99.99% All-Stop.
At p=61.4% (q=38.6%): F=15 is 1-in-1.60M (~2.60M bets / 814 NBA seasons) · F=20 is 1-in-188.6M (~306M bets / 95,863 seasons)
