Continuing to Double Bet until you win...

[mosch]

It's a bad strategy... I still remember hitting up a sticky bonus at an online casino... my target was $1200 and I had $1197. So I decided to martingale the last $3 at pai gow (yeah, I know I would''ve needed another small win to get completely even)

$3 - lose
$6 - lose
$12 - lose
$25 - lose
$50 - lose
$100 - lose
$200 - lose
$400 - lose
$400 - lose

oops.