ROI Simulator / Analyzer - Free Software!

rvg72 · #1 08-20-2005, 11:21 PM

There had been a bunch of discussion about buy-in drops, chances of busting based on starting roll, expectations based on "real" ROI etc so I wrote a program that analyzes all of this. Here is a screen shot:

# simulations = number of times to run the sim. 1000 should be fine but obviously the more you do the more accurate the results will be.
Games Per Sim = games per sim (duh) - if you want it to analyze outcomes for sets of 4 then set this to 4 and if you want to see the expected outcome over your next 500 then set this to 500.
1st to 3rd place = input your 1st, 2nd and 3rd breakdown to use in the sim
Actual ROI is calculated after clicking on the Simuate button.
Simulated ROI is the ROI that was simulated - for any decent sample size this should equal the actual ROI. Any differences = variance due to low sample size.

Now the 3 charts...

First one shows every final ROI of your sample, the % frequency that you should expect that ROI and the cumulative total. So the 9% ROI guy above should expect a 20%+ ROI over 1000 SNG's about 1.8% of the time.

The Second chart shows the frequency of the largest buyin drops over the simulation. So, over 1000 SNG's the guy above has about a 95% chance to drop 20 or more buyins over 1000 SNG's.

The Third chart shows the lowest point of your bankroll so, if this guy started playing $55 buyins with only $550 then he has a 43.4% chance to bust out (since he has a 56.6% chance to have his worst drop be 9 buyins or less)

One of the recent threads talked about a poster who fealt he had a real ROI of between 15-20% and that his last 1350 SNG's at 6% (might have the details wrong) was an abberation. A lot of dicussions came out of that thread wondering about % possibilities that this was an aberation. Well check it with this program by entering what you think your real ROI is, set the Games per sim to 1350 and then check the All Results column to see what % of simulations finished at 6% or below.

All of this is based on 10% rake.

Hopefully this software is helpful - all I need is a place to put it so it can be downloaded. Does anyone have some FTP space they could give me? If you are worried that this steals your hole cards and sends them back to me then either don't install it, wait until someone who knows how to look for those things gives it the ok or setup your firewall to block it (it will never try to communicate to any address for any reason)

Rvg

eastbay · #2 08-20-2005, 11:41 PM

Nice work. Any chance you could turn this into a web app? I think it would by far get the most use this way.

Also, it would be cool to see probabilities associated with OOTM streaks - something people are always whin... discussing.

eastbay

rvg72 · #3 08-20-2005, 11:47 PM

[ QUOTE ]
Nice work. Any chance you could turn this into a web app? I think it would by far get the most use this way.

Also, it would be cool to see probabilities associated with OOTM streaks - something people are always whin... discussing.

eastbay

[/ QUOTE ]

Thanks, I can definately add ITM and OTM streaks to this very easily - I'll do it tonight or tomorrow if I can find an hour of peace and quiet...

I wrote it in C# so I could make this an ASP.NET app with a minimal amount of work - only problem would be finding someone to host it since they'd need to be running IIS, have the framework installed etc. If there are any volunteers then I'll do it.

rvg

bluef0x · #4 08-20-2005, 11:59 PM

So the 2nd window shows only the chance that it's your LARGEST buy-in drop? Is there anyway you could have it show the chance you experience the drop, not that it's your largest? Or is there a way to derive that stat from what is shown?

This looks good, get it hosted somewhere! [img]/images/graemlins/smile.gif[/img]

Mr_J · #5 08-21-2005, 12:09 AM

"One of the recent threads talked about a poster who fealt he had a real ROI of between 15-20% and that his last 1350 SNG's at 6% (might have the details wrong) was an abberation. A lot of dicussions came out of that thread wondering about % possibilities that this was an aberation. Well check it with this program by entering what you think your real ROI is, set the Games per sim to 1350 and then check the All Results column to see what % of simulations finished at 6% or below."

This was me, but it was ~12% over 1300 sngs where I am certain my EV is at least 15%, and most likely >20%. It'll be interesting to play around the figures though.

rvg72 · #6 08-21-2005, 12:14 AM

[ QUOTE ]
So the 2nd window shows only the chance that it's your LARGEST buy-in drop? Is there anyway you could have it show the chance you experience the drop, not that it's your largest? Or is there a way to derive that stat from what is shown?

[/ QUOTE ]

Thanks, you can derive it from the chart - if you want to know the chance that you will experience a 25 buy-in drop then look at the simulation results and you can see that in 19.8% of the 1000 simulations the max buy-in drop was 24 or less so over 1000 SNG's a player with 12%-12%-12% has about an 80% chance to drop 25 or more buy-ins and about a 60% chance to drop 30 buyin's over 1000.

rvg

rvg72 · #7 08-21-2005, 12:23 AM

[ QUOTE ]
This was me, but it was ~12% over 1300 sngs where I am certain my EV is at least 15%, and most likely >20%. It'll be interesting to play around the figures though.

[/ QUOTE ]

Until a find a host, I ran the numbers and gave you a 20% ROI (14/13/11.5 1st/2nd/3rd) and based on that you would have about a 5% chance to run at 12% over 1350 so not completely out of the question... Now if you are "really" a 15% ROI player (13/12.5/12) then you would have a 35% chance to run at 12% over 1350.

rvg

suited_ace · #8 08-21-2005, 12:29 AM

PM me. I have an FTP server on my computer at home, I'll set it up to serve the file until you get a decent server.

rvg72 · #9 08-21-2005, 12:34 AM

OK, new version with Average Best ITM and Average Worst OOTM streaks (This time I used a player with a 14.5% ROI)

eastbay · #10 08-21-2005, 01:07 AM

[ QUOTE ]
[ QUOTE ]
Nice work. Any chance you could turn this into a web app? I think it would by far get the most use this way.

Also, it would be cool to see probabilities associated with OOTM streaks - something people are always whin... discussing.

eastbay

[/ QUOTE ]

Thanks, I can definately add ITM and OTM streaks to this very easily - I'll do it tonight or tomorrow if I can find an hour of peace and quiet...

I wrote it in C# so I could make this an ASP.NET app with a minimal amount of work - only problem would be finding someone to host it since they'd need to be running IIS, have the framework installed etc. If there are any volunteers then I'll do it.

rvg

[/ QUOTE ]

I'd be happy to host it at sitngo-analyzer.com if that works for you.

eastbay