Labouchère cancellation system simulator

Labouchère cancellation system simulator

The Labouchère system starts with a line of numbers, here 1-2-3-4. Each stake is the sum of the first and last numbers. A win crosses both off; a loss appends the lost stake to the end of the line. Clearing the line wins the sum of the original numbers, 10 units.

Run 1,000 spins and watch the stake column in the spin log. A short line is cleared quickly most of the time, but a run of losses lengthens the line and the stakes grow with it. When the line is cleared, the simulator starts a new 1-2-3-4 line.

Open this experiment in the lab ↑

Analysis

All numbers below were computed by the same simulator and models that run in the lab above, when this page was built.

Expected value

Every bet in roulette has a negative expectation. A betting system changes how stakes are distributed over time, not the edge per coin wagered.

House edge, European wheel
edge = 1 / 37 ≈ 2.70%
House edge, American wheel
edge = 2 / 38 ≈ 5.26%
European wheel with La Partage
edge = 0.5 / 37 ≈ 1.35%
Expected value of an even-money bet B
EV = (18/37)·B − (19/37)·B = −B/37
Labouchère
bet = first + last · win: −2 numbers, loss: +1
Expected session result
E[net] = −edge × total wagered

Ruin probability

400 simulated sessions of 1,000 spins with a 1,000-coin bankroll and a 10-coin base unit: 389 went bankrupt (97.3%). The median session ended at 0 coins.

Table-limit ceiling

With a 10-coin base unit and a 5,000-coin table maximum, Labouchère needs a bet above the limit after 496 consecutive losses. By then 1,252,400 coins have been staked on the streak. Chance that a 1,000-spin session contains at least one streak of 496 losses: 0.0%.

Strategy comparison

400 sessions per strategy, 1,000 spins each, 1,000-coin bankroll, 10-coin base unit, 5,000-coin table maximum, European wheel (2.70%). The same 400 seeds are used for every strategy.

StrategySurvivedMedian finalMean finalAvg wageredExpected lossObserved lossAvg longest losing streak
Flat bet98%7407249,9802702769.6
Martingale14%067013,5103653307.7
Fibonacci25%065913,9573773418.3
D'Alembert7%030725,3536856937.5
Labouchère3%033522,4976086656.2
James Bond (7.0 / 2.5 / 0.5)100%73871910,0002702815.9

Questions

Why does Labouchère look so reliable?

You only need to win about one third of the spins to clear the line, because each win removes two numbers and each loss adds one. The catch is stake size: the numbers you append keep growing, so the losses that remain are large.

What happens at the table maximum?

If first plus last exceeds the table maximum, the bet is capped, so a win no longer clears the numbers it should. The table-limit section below shows when that happens with the default settings.

Can I use a different starting line?

The simulator uses 1-2-3-4, the most common textbook line. The base bet sets the value of one unit.

Is real money involved?

No. Virtual coins only, no deposits, no prizes. 18+.

More experiments

Free-to-play entertainment and math education with virtual coins only. No real money, no deposits, no withdrawals, no prizes. 18+. Simulated results do not predict real outcomes.

18+ | Virtual Coins Only. No real money, no deposits, no cash-out, no prizes. Simulated results do not predict real outcomes.