ROI and variance
Explore the expected profit, monthly dispersion and scenarios of downswing based on your ABI, ROI and volume.
What does this version estimate
Expected profit: based on ABI × ROI × volume.
Monthly variance: calculated from a standard deviation configurable in buy-ins.
Probable downswings: adverse scenarios of 1σ, 2σ and 3σ.
Realistic reading: to understand if your monthly sample supports leveling up or not yet.
Parameters
Variance
Settings
Monthly result
Expected profit
$0
Your theoretical monthly profit if your real ROI matches the expected one.
EV per tournament
$0
The average profit you should produce every time you sit down to play.
Monthly variance
$0
The normal dispersion of results around your expectation.
Technical reading
Monthly investment$0
Expected ROI0%
Standard deviation / tournament0 BI
Result 1σ lower$0
Result 1σ higher$0
Interpretation
Not yet calculated
Upload your data to see a practical reading of the spot. The idea is not just to show numbers, but to help you understand if your current volume is enough for your edge to be clearly noticed.
Probable downswings
Scenario 1σ
$0
A bad month within the relatively common range.
Scenario 2σ
$0
A stronger bias, but still realistic in serious samples.
Scenario 3σ
$0
An extreme blow. Not common, but not impossible either.
Note: this calculator uses a simple and very useful statistical approach for planning. It does not replace deeper simulations for structure, field size, rake, reentries or mix of formats, but it is perfect for understanding expectations, monthly noise and mental/financial tolerance.
Probabilities at the end of the sample
Uses the volume, ABI, ROI and standard deviation entered above.
Finish with a negative result—
Finish that far below EV—
Lose at least that amount—
EV / standard deviation—
Normal approximation with independent tournaments and constant parameters. These are final-result probabilities, not the maximum drawdown within the sample. EV/deviation measures signal relative to dispersion; it does not rate your skill.