Monte Carlo · TheHomeRuns™ Bankroll Forecast
Where does your bankroll actually land?
1,000 simulated futures, bootstrapped from real historical analyst performance. See the median outcome, the 90% confidence cone, the probability of going broke, and the Kelly-optimal daily spend. No prophecy — just math.
How this works read me
Pick an analyst. We pull their last 60 days of actual daily hit results (real picks, real HRs that landed). Then we run 1,000 simulated futures by randomly sampling those historical days — bootstrap with replacement. Each future is one possible bankroll path over your chosen horizon.
- The median line is where half the simulations land above and half below.
- The dark cone (25th–75th percentile) is where the middle 50% of outcomes fall — the "likely range."
- The light cone (5th–95th percentile) is the "stress test" outer band. 90% of outcomes inside.
- Risk of ruin is the % of simulations where the bankroll hit zero. Real number, not a vibe.
- Kelly optimal spend is the daily DD spend the math says maximizes long-run growth without ruin.
Bootstrap preserves the actual variance structure of HR betting — including the fact that 0-hit days come in clusters. It's the honest model.
Analyst pick 1–3
Horizon
Starting bankroll
DD
Daily spend
DD
Median ending
—
DD after horizon
90% Range
—
5th to 95th percentile
Risk of Ruin
—
trials hitting 0 DD
Chance to 2×
—
hit 2× starting
Kelly Optimal
—
DD/day theoretical
Bankroll trajectory · 1,000 simulated futures
—
Median (P50)
Likely range (P25–P75)
Stress test (P5–P95)
Starting bankroll
Final-bankroll distribution
Where the 1,000 simulated futures landed.
Performance Simulator
The historical receipts that feed this forecast.
Tonight's Analysts
Tail an analyst whose forecast looks good.