Calculate probability of ruin with Martingale strategy
The Martingale is the most famous betting system. Double your bet after every loss, and one win recovers all losses.
Mathematically, Martingale is a system where you "almost certainly win small, but occasionally lose everything." Bet sizes grow exponentially with consecutive losses:
Every casino has table limits. With a $10 min / $5,000 max, a 9-loss streak ($5,120 needed) forces a reset. You've lost $5,110 with no way to recover.