Roulette: Uppercuts - Financial Maneuvers
The study of uppercuts or progressions to win at roulette is an especially Italian phenomenon (also French and American, but to a much lesser extent). I specify that we are talking about a random generator. In the case of a non-random generator the considerations would be different.
Over the last 100 years we have witnessed the proliferation of dozens, or rather hundreds of techniques aimed at obtaining a profit by increasing or decreasing the bet stake. Winning maneuvers, losing maneuvers, partial recoveries etc.. etc...
These attacks are obviously destined to fail sooner or later. Only the infinite increase of the bet can lead to the mathematical win at roulette.
However, the very presence of the maximum bets (read absorbing barrier) makes it impossible to increase the bet unlimitedly, therefore making, from a mathematical point of view, roulette unbeatable. And this regardless of the means by which the stake is raised. I'll explain. Any uppercut or maneuver will allow us to add useful pieces at the end.
The "contrary" figure that will determine the jump on average will appear a sufficient number of times to exactly absorb the pieces won (with the interest due to the negative EV).
In other words, sooner or later the capital leap will unquestionably occur. Since the roulette game is symmetrical (in a hypothetical game without 0), the winning attacks in the long run will exactly compensate for the losing ones, resulting in a draw. Since the owners are not kind enough to eliminate the 0, in the real world instead in the long run you lose 1.35% (or 2.70% if someone plays multiples), calculated on the volume played.
Is it all useless then?
Not really, the negative event can be delayed, with the convergence of two techniques:
1) the strength of capital
2) partial recoveries
Someone at this point might say: but what's the point of delaying the loss? Sooner or later it will happen anyway! It would almost seem like "prolonging the agony"!
In theory this is true. And in practice too. But our "playing career" is not infinite.
If we can prepare a maneuver that makes the jump highly unlikely we can play with peace of mind.
This section will travel in close contact with the section dedicated to the theory of gambling: our aim will be to propose highly advanced and unprecedented financial maneuvers by quantifying the risk and return.
A maneuver must always be accompanied by objective parameters. The most important are:
return (possibly average) per completed attack and relative percentage, loss (as above) in case of failure and relative percentage.
The experts at Beatablegames , Vallesurda, arcane and FM have developed a formula capable of comparing the uprights, giving them a value (among other things, a function of yield and exposure), the FabDom index .
The higher this index the better the progression. The maximum achievable index value is by definition 1 . For the moment we are not publishing it, as it is a proprietary formula.
We are talking about extremely technical considerations, for mathematicians (we were not the first, other colleagues have developed similar indexes).
For simple maneuvers such as the martingale, g7, Garcia, D'Alambert etc the parameters and the FabDom index can be calculated mathematically. Other maneuvers being much more complex require simulations (normally more than 200 million shots played but it depends).
But, and I hope it's obvious, no maneuver is suitable for a professional game.
It is mathematically impossible to reach a FabDom index greater than 1 and even uppercuts with such an unsurpassed index are very risky and not suitable for a professional game.
Below are some maneuvers: a complete list would require dozens of pages and would still be completely useless.