[Mark_K]

OK, Let's see if I understand this correctly:

I play the $2.20 sat's into the Sunday $100K (Flat $11 T$ payout to top 20%)

That tournament is closely approx'd by this table:

[ QUOTE ]
90 player SnG, top 18 itm.

return on investment : 100.0%
kelly criterion : 14.51%

return on investment : 50.0%
kelly criterion : 6.27%

return on investment : 25.0%
kelly criterion : 2.85%


[/ QUOTE ]

My ROI is around 25%, so my bankroll should be $2.20/2.85% or $77 for optimal growth or $154 for a more conservative approach.

My gut says that no way will a 25% ROI player bust a $77 bankroll 1/3 the time playing the $2.20 sats... The variance is too small. I put the likelyhood closer to 1 in 50... (or smaller)

Where am I going wrong?