Bankroll Monte Carlo Simulator

A bankroll Monte Carlo simulation runs your betting plan forward thousands of times with different randomized outcomes each run, so you see the full distribution of futures your bankroll might actually face — not just the average. The technique is called Monte Carlo because each simulated run is one "spin" of the random process; running a thousand or more produces stable percentile estimates.

The three numbers that matter for risk management aren't "expected ROI" — they're risk of ruin (probability your bankroll hits zero or near-zero before you finish), median maximum drawdown (the worst peak-to-trough decline you can expect in a typical run), and the 10th-percentile ending bankroll (a realistic worst-case finish). Two strategies with identical expected ROI can have wildly different risk profiles — a half-Kelly bettor and a full-Kelly bettor with the same edge often see comparable median outcomes but very different ruin probabilities and drawdown depths.

This bankroll Monte Carlo simulator runs 1,000 simulated futures by default using the same betting simulation engine OddsLab uses internally — including realistic features like week-to-week regime clustering and the 10% per-bet stake cap. Download the CSV to do your own betting bankroll analysis: percentile curves, ending-bankroll histogram, and max-drawdown distribution are all included.