So, rather than tell you how overly optimistic you are let's answer your question.
I used CVCX to model an environment that is using HiLo with sweet16/fab4 indexes
I am playing 6deck 75% pen h17 ds
I have a bankroll of 1000 and I am playing a $10 game. (You mentioned playing 5-10 but we need to sim the bigger game to protect your bank.) We are playing at a 1-12 optimal spread.
Here are the results:
Attachment 2186
As circled you will be playing a game with an advantage of .654%. Your risk of losing all your bank during this sessions of 3 hours is22.5%.
Your risk of continue to do this and losing your entire bank is 87%.
Your probability of doubling your bankroll in 3 hours is 25.8%, in 6 hours is 42.4%.
Practically speaking, let's examine one exposure to your bankroll:
We have a TC +4. You have a pair and BS indicates to split, you do and get more of the same card and end up splitting to four hands, three of them have become 11's so we double. So, now we have $120 bet X 7 = 840. The dealers has a 6 up, flips a face card and then hits a 5 and sweeps your bets. This is real and can and will happen. It should now be obvious that you can not do many of these with this bankroll.
Now, if your bankroll is replenishable, your have a different set of exposures and should use this to begin your research on how to evaluate them.
Hope this helps.
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