Monte Carlo Core • Stochastic Analysis Tool

Bank Growth & Variance Simulator

Statistical sizing of bankroll growth and sequential volatility analysis through iterative stochastic simulation.

Simulation Parameters

Initial Bankroll (R$) Opening balance available for stochastic calculation

Expected Win Rate (%)

Estimated hit rate

Odd Media

Target Average Odds

Stake per Entry (%)

% of current bankroll per entry

Number of Entries

Total number of operations in the series

Banking Evolution Curve (Iterative Monte Carlo)

Stochastic trajectory generated point by point along the inputs

Balance Line

Projected Final Bankroll

R$ 0.00

Final amount calculated based on the total volume of simulated transactions.

Accumulated Net Profit

R$ 0.00

Net result generated (Final Balance minus Initial Balance).

Maximum Drawdown

0,00%

Highest peak of sequential loss suffered by the bankroll in the simulated historical series.

Frequently Asked Questions (FAQ) & Mathematical Fundamentals

The realistic win rate is intrinsically linked to the average odds. For example:

For average odds of 2.00, a hit rate above 52.5% represents a mathematical advantage.
For average odds of 3.00, a hit rate of 36% It is highly consistent.

Projections with disproportionately high win rates (e.g., 80% at odds of 2.00) are statistically unrealistic and mask the market’s true volatility.

Prudent management models recommend allocating 1% to 3% of Bankroll per investment. The fixed percentage allocation (Floating Stake) provides exponential growth during positive market phases and natural capital protection during downturns.

The algorithm generates sequential stochastic iterations based on the probability distribution of its win rate. For each entry in the sequence, a random event is computed: if it is a hit, the following is added: Stake × (Odds - 1); in case of an error, subtract the Stake alocada.

This fluctuation reflects the phenomenon of Sample Variance. In the real world, the chronological order in which hits and misses occur varies, impacting the compound bankroll and generating unique trajectories with each test round.

A drawdown of more than 30% to 40% indicates excessive capital exposure. To mitigate volatility without sacrificing growth potential, reduce the percentage of the stake allocated per trade or seek trades with a higher expected value (EV+).