Worst case scenarios (Downswing simulations)

[dmmikkel]

The point of this post is to look at how downswings are related to what level you play at (or in other words your ROI)

These numbers are simulated from 1 million SNGs per ROI.
These are 10+1

ROI (finish distribution)

24% (14-12-13)
Longest OOTM streak: 27
Longest ITM streak: 15
Largest downswing: $522

20% (13-12-13)
Longest OOTM streak: 24
Longest ITM streak: 14
Largest downswing: $734

11% (12-11-12)
Longest OOTM streak: 29
Longest ITM streak: 12
Largest downswing: $1122

4.5% (11-11-11)
Longest OOTM streak: 33
Longest ITM streak: 12
Largest downswing: $2252

My own conclusion
- Playing lower buyins will definately lower your swings
- Impressive enough there's room for more variance than I thought over a million SNGs
- You can have pretty naaaaasty downswings

[runner4life7]

If if ever take 100 buy in downswing im killing myself.

[dmmikkel]

[ QUOTE ]
If if ever take 100 buy in downswing im killing myself.

[/ QUOTE ]

Then I would like to bet you would never ever hit a 200 buyin drop =)

[Nottom]

A million SNGs is a bit unrealistic for anybody but raptor don't you think?

[Xenod]

How do you conclude that the size of the buy-in effects the variance when this is all 10+1's? I know it's simmed anyway, and it seems like common sense, but it's not really proven.

[Nottom]

[ QUOTE ]
How do you conclude that the size of the buy-in effects the variance when this is all 10+1's? I know it's simmed anyway, and it seems like common sense, but it's not really proven.

[/ QUOTE ]

Well the swings are obviously twice as big if these were 20s [img]/images/graemlins/wink.gif[/img]

[dmmikkel]

Because ROI goes down the higher you play. These numbers goes for all buyins, the only reason for me to say this is 10+1 is because largest downswing is in $$$

[DonButtons]

I hit -80 buyins at one point. Not cool.

[bkbluedevil]

Wow if you extend this to the 200 level, a winning player could have a 486,432 dollar down swing. I'd be thinking PP were rigged and switching sites long before that point though.

[flyingmoose]

Yeah, but after a million SnGs a 215 player with, say, a 10% ROI has made 215*0.1*1,000,000 = A [censored] TON OF MONEY, and he probably doesn't care much about the 500k downswing.