What would be the best limit to start at?

[RustyBrooks]

Still too lazy to look up my formula, but one program tweak later and as far as I can see it, the 95% confident mark (95% of the time, it's within 1% of EV for N trials) happens for N=~8800

50/50 should be the worst case scenario, also.

In fact for grins I just tried 75/25 and you get to 95% confidence with N=~7200

For 90/10 I get N=~3600