ROULETTE FINANCIAL MOVE

INTRODUCTION

By:Fabrizio Mauro

In the last 100 years we witness the growth of tens or better of thousands of techniques trying to reach the same aim: to obtain a profit increasing or decreasing the sum we staked.
Winning moves, loosing moves, partial recoveries…

The majority of these techniques are just simple series of increasing numbers proposing irrational attacks against, Her Majesty, the roulette. These attacks are obviuosly destined , sooner or later, to fail. Only the infinitive increase of the stake can promote the mathematical defeat of the roulette.

The own existence of maximum index of stake makes the infinitive increase of the stake impossibile. In this way under a mathematical point of view, the roulette is invincible. And this happens leaving out of consideration the way in which we increase the stake.

I'm going to explain it a bit better. Every increasing series of numbers or every kind of move, will allow us to add together, in the end, profit pieces. The "opposite" figure which will determine the jump,on the average, will happen several time in a way in which it will be able to exactly demand the numbers of the pieces we gained (including interests due to the zero).

In other words, sooner or later, the jump of the capital will surely happen.

But is everything useless as they think?

Not completely. We can delay the negative event, we can put it away from us in two ways:

· The capital power
· The partial recoveries

Now somebody could ask: Why should we delay the loss? Sooner or later it will however happen! It may seem like an agony!!!

Considering theory that's the truth. Maybe also by practice. But our career as players is not infinitive.

If we can succeed in making the jump quite improbale, we can play quite peacefully.

Obviously we must always consider a little margin of hazard. Who desires the total certainty maybe should look and play somewhere else.

This section will be strictly linked to the pages dedicated to the hazard theory: our aim is to propose advanced and always new financial moves and trying to quantify their risk.

We'll be able to explain this concept through the following example.

Let's imagine we have 100 balls in a ballot-box. One is black (loss) and other 99 are white (winning).

Obviously, except a terrible bad luck (1/100) we'll catch a white ball (99/100). Everytime we repeat the drawing (we mean the drawing with the restoraion of the ball we extracted before) the possibility of catching the white ball will be the same (99/100) if we consider the single test.

Things can change if we consider a group of blows.

In a set of 10 drawings the probability of being winner (by not drawing the black ball) is about 90.4%:

· In 20 drawings is about 81.8%

· In 50 drawings is about 60.5%

· In 100 drawings is about 36.6%

· In 400 drawings is about 1.8%

· In 1.000 drawings is about 0.004%

In this way an hypothetical professional game man, knowing the exact probability, should suitably estimate (according to his risk tendency) the number of blows he has to play in his life, in this game.

Obviously only a mad man will play for 400 blows (loss of 98.2%). I will play for a maximum of 20 drawings.

I hope I've clearly expressed my opinion which, without any conceit, is the same opinion of the majority of mathematicians.