Baccarat Oscar's grind + baccarat

Hey @Jae,

Thanks for the really interesting posts! I've got a question about how you use your system. I take it that, given that you make the optimal bet each time -- Banker -- and that you carry the grind over from shoe to she, you are not waiting to -20 because of a belief about banker wins being 'due' at that point. If so, why don't you just start at -20 rather than waiting for it. Of course, you would need to pick a unit bet to start with as well, but this could just be roughly the average (maybe -20/4 or -20/5), or some arbitrary number. I'm interested in trying this, and wondering if you have given it a shot before?

 

Good post.
Technically there is no real reason to wait for the -20 as one could already be at “-20” had one already viewed the previous shoe. The only reasoning ( in my humble opinion) to wait for the actual “-20” ( or other arbitrary number here ) is that by watching/ counting the count unfold you would be getting into the emotional mindset needed to grind .


Totally different focused approach as opposed to bang bang Marty, big bet hit and run , etc.

Nevertheless it’s a good post and could be as unfathomable as how long is a piece of string. Cheers

 

Disagree. The reason to wait is to reduce the bankroll required to not go bust and to take advantage of the regression to the mean. It is unknown whether the Banker style grind would recover without waiting even jf we assume it to be so.

Consider extremes to understand the efficacy. Suppose one were wait for a -100 before betting banker. Wouldn't the odds then favor recovery with a risk of ruin nearly zero and a much reduction in bankroll requirements?

Of course the downside is then an impractical units per hour which could only be satisfied by a large base bet and deep table limits.

J

 

Agree

 

Hi @Jimske and @judge

I think I disagree with your reasoning, but I may just be misunderstanding. In particular, regression to the mean is not relevant here. That only happens over a very large sample size, and it is a fallacy -- the gambler's fallacy, obviously -- to assume that, since there has been a string of player wins, banker wins are now more likely. Since this is pretty obvious, I assume I'm probably misunderstanding. Judge, can you go over your reasoning again, perhaps with some more examples?

Thanks!

 

Forgot to say, I do agree with @Punkcity , and I can definitely see a psychological consideration like that being a good reason to wait, especially if you are playing tons of shoes each day.

 

Nope. Regression starts with the very first decision. The calculation for the odds can only be determined by a large number of trials but that doesn't mean a betting condition cannot be utilized for profit.

You're trying to tell me that if you waited for an imbalance of 1000 players to bankers that you wouldn't have good odds for regression to the mean? That's almost silly. We don't know when but we do know the eventual outcome.

 

A good number of shoes I play, nearly 50% of them reach -20. If I make up the count, a may end up at -100 or maybe even -200 when I’d normally just be starting out at -20.

perhaps I would have won quite a bit doing this, but I also know that I would have busted several times.

the other day I was playing by myself doing something other than OG—I wasn’t tracking OG in real time like I normally would if I were playing it. I noticed two heavy player shoes and knew that it was in the negative by hundreds so I backtracked and started adding up my count as fast as I could. In the process I made a very small mistake which I normally wouldn’t have made if I weren’t rushed or had my team been there. This small mistake made the count go to -2,504 or something like that.

Afterwards I realized that it wouldn’t have gone nearly that far had I caught the one little mistake that caused such a massive deficit to the method.

Ultimately, I look at it like this…

Let’s say someone comes along and tells you about their method and trigger and it’s a 5 tier martingale and they swear by it and tell everyone it has made them very wealthy.

You’ll get multiple types of responses, those that say a martingale won’t work, and those that will test it and verify for themselves.

Let’s assume this method existed and you tested it and verified that it worked, and instead of waiting for the sequence of events that lead up to the trigger, you decide… why wait for a trigger when I can make one up, also, why do a 5 stage martingale and just start at the third or 4th tier.

You could theoretically still win, but you lose the staying power that their methods revealed. Unlike the martingale, I believe you could actually do what you’re inquiring about with OG, you’ll just need to make one crucial change… quadruple your bankroll. Instead of 2,000 or 2,500 units, I’d recommend 8-10,000 if you manifest a virtual starting point of -20.

 

It’s okay if -20 already started a previous shoe, that doesn’t hurt you, only helps you. Entering a deficit at a lower amount is good for your bankroll. Entering at a higher deficit is bad for your bankroll… if you’re trying to survive long-term.

 

hi Jae, glad you are still doing it, doing it. another 2 months and you can celebrate a year of OG making it successful. something to be proud of.
do you know approximately how many hands you played ?
another question for you. if you were to play solo, instead of doing the bookeeping like you did on the video, wouldn't it be easier for a player to just look at his balance on the screen to know his betting and so forth ? like if you are plying a 5 $ unit and you started with a 500$ bank and you see you are down 200$ or 40 units ,and so you every time you win your banker hand and you know you are still a way from being on the plus side, all you have to do is add another 5 $ chip, and you could do that in your head without pen and paper. as long as you can count good in your head of course.
Cheers
Rinad

 

Yes I agree as always, bankroll protection is a very key rule and I have posted previously no bankroll no honey.

The point I was trying to make was one assumed that last game played was -20.


But was it really?

Example
We are a team of 4 , we have been here 2 hours monitoring 4 differences games looking for our -20 trigger, you get up to go to the toilet, I get up to get coffee for all of us . The other two take over the monitoring of our games, we are away 18 minutes, in that time our games have ended the screen is cleared and a new game has played out to say 15 new hands.
The only reason we know if that hands played while we are away reaches our trigger or not is because someone else on our team told us.

If a tree falls in a forest does it make a sound? Yes I was there. No I was not there I didn’t hear it. ?

So one of our teammates says for the sake of getting home earlier tonight ( big date) the trigger has been hit and we are now at -26/3 but in actual fact it’s maybe +7

You and I are reliant on the information we didn’t gather as a being correct.


So I don’t have a team , technically I am in the same position as the above example , I can assume I have a fictitious team, I’ve come back with a coffee (real) I plucked a fictitious trigger sum from teammate and start playing at -26/3.
Working on the precision of eventually everything regresses to the mean I actually may die before that event happens in my coherent lifetime.
Thus the comment about how long is a piece of string , it can be unfathomable.
Jae you made a mistake that cost you as per your example, I would say you have made mistakes before and on those occasions it didn’t cost you. You probably said things like wow that was lucky, dodged a knee capping there , scary , etc

You are aware of that as you mentioned you / team revised day’s play afterwards/ end of day etc.
This is why we have bankroll, reserve bankroll, rules, trigger etc.

As impractical as it seems to get the true count would we have to log every hand ever played in history from every moment on the planet? If we did then we categorically could say the statistical mean has already been meet. Maybe.
Our piece of string is what we observed in front of us.
To clarify I would sit and watch the hands unfold primarily for the rules I set for my own mindset, bankroll, trigger, discipline etc. I have played enough to know there are great days and not great days one does not know until it happens. I remember years ago testing various methods for hundreds of shoe, results show dynamic system awesome unit return, I walk in bulletproof, fully funded, all trigger, rules clear and present.
Yes you guessed it black swan first shoe, blew the bankroll, mentally fried home after 2hrs. This happened more than once.
Then other times clear sailing for weeks etc.
I have co hosted system play with friends before, we use the same information, same bet size, same shoe, I point out their mistake from 7 hands back as we should be on the same page etc. they have won I have lost . We both should have lost.
In many way this game is subjective to the player playing it.yes within boundaries of course. I agree with craps destiny call there.
So technically you can have an arbitrary trigger. I would not myself from past experiences do it. But the statement holds water. Cheers

 

I wrote a test for Jae’s OG strategy a couple of weeks ago so I’ll share the results for the benefit of the forum before I move on to other things.

Some fun facts:

• The goal of a session was to double a 2000 unit bankroll or lose it all.
• Artificial, 8-deck shoes
• 100k sessions
• A session often went on for 100 plus shoes when following Jae’s, wait-until-you’re-20-in-the-hole methodology, which I did, and played B only.

Results:

• You have a 22.76% chance of doubling your 2000u bankroll before losing it under the conditions above.
• You have a 28.68% chance if you play P only instead of B, everything else being the same. It’s obvious that a grind and commission aren’t really pals, but this was surprising. I would expect that P only was more volatile overall.
• For perspective, it’s not a sure thing playing B without commission. Without it you would have a 68% chance of doubling.
• In my tests it made no difference to wait for -20 before starting. If you start at the beginning of the shoe with -20/6 and play every hand, resetting when you complete the progression to -20/6, you have a 22.76% chance of doubling.

Less than a 1 in 4 chance of doubling your bankroll is worse than I expected. This is the first time I’ve tested a progression in this way so I’m not sure how it compares to other negative progressions.

So how could anyone have made money like this? I’m not making judgments (or suggesting that you see it like the following either), but you could look at it in a different way: risk verses reward.

Let’s say you go in with a goal of 100 units. My tests show that you have a 91% chance of achieving that if you’re willing to risk 2000 units. How about a goal of 20 units? Then you have a 98% chance. There will be some wild rides in there, for sure. And if you’re willing to settle for a measly 1 unit (of course most of the time it will be more), then you’ve got a 99.56% chance of success.

It would take a good bit of luck for sure, and the inevitable would inevitably happen.


First session

 

Kudos: at least your programming is following the method properly.

 

With a 98% chance of winning 20 units it would follow that over a typical 100 attempts, 98 times he wins 20 units (+1960) and 2 times he loses 2000 units (-4000), the net being about a -2040 unit loss.

Obviously Jae has had a bit of luck getting to where he is today but luck is part of any profit making endeavor. Hopefully he will get out before the "inevitable" happens.

 

That's interesting and actually not so surprising, IMO. Good job!

as

 

Vs. flat betting.

You have a 50.7% chance of doubling your bankroll, minus the 5% commission, betting it all with a single flat bet on Banker.
You have a 49.3% chance of doubling your bankroll, betting it all with a single flat bet on Player.

 

It should surprise you. As someone who views things for asymmetrical attributes… does anything stand out to you here, any light bulbs going off?

 

Yes, I do believe that, even if you waited for that imbalance, you wouldn't have good odds for regression to the mean. You would just have the house odds like you always do. A new shoe does not remember previous shoes. To make sure that I'm understanding you, do you believe that, if there were 1000 blacks in a row in roulette, then there are better than normal odds that a red will be next?

 

The inevitable will happen, that I’m sure of. I do steadily attribute luck as a factor for going as long as I have. With that said, I am prepared for the “inevitable.” I’m prepared for the inevitable happening 3 times.

The numbers posted don’t look good in my favor, with only a 23% chance of doubling my bankroll, then that means I continually defy the odds over and over again. This seems too lucky. But since I only double my bankroll about 2 and 1/2 times a month for the last 10 months, maybe it is possible that I just continually end up on the lucky side, but that’s a very big hurdle to jump.

One of my biggest weaknesses in this game are coming up with the percentages for ruin and success. Based on real life playing, I’d be inclined to say that I have a 100% success ratio, but even I know that this isn’t the proper percentage. If these numbers that lemonade proposed were flipped and I only had a 23% chance of ruin before doubling my bankroll, I could easily believe that. While I’d still be on the lucky side by winning nearly 30 sessions (if sessions were making 2,000 units), then it would still be lucky, but more believable overcoming that with a 77% chance of winning 2,000 units versus the proposed 23% chance.

Conversely, while I don’t believe you have a better chance doubling your bankroll on player only, his numbers for doing so seem more accurate to me. A 28% chance… while I have not tested that, it seems like it could be accurate; hence, why I’d never bet player using this method.

I’ve been working on a book for the past couple of months detailing numerous ideas on baccarat. Plenty of past ideas that I think have potential, that I was just never able to unlock any mysterious secrets or advantages with—but hope ideally a fresh mind could potentially see what I couldn’t. I deem a lot of those ideas as failures; but failures with potential success. The higher purpose for the book is delving into newer ideas and quite a few variations of OG, one in particular that I call the MartinGrind, as you might guess, it is a entirely new method that utilizes some aspects of martingale and OG, but the martingale function is more involved in the money management process and not so much the betting aspect. A little time consuming to explain on the board and unrelated to the comment I’m responding to.

One of the methods I’ve spent a chapter discussing is what I call Jae’s Press. It’s in the category of failures with potential success. I have mentioned it in my posts on here with another name: “reverse OG.” That concept seemed to confuse some people, and after googling it to find absolutely zero description of it, I changed the name to Jae’s Press, cause why wouldn’t someone want to have a losing method named after them. Haha.

Over the years I have constantly gone over possibility after possibility with that method. I have tested hundreds of different win goals and have devised dozens of money management methods to accentuate it. I constantly abandon the idea out of frustration because I can’t figure out a use for it that performs better than OG.

A brief description and to make it as painless as possible for me to explain right now, just imagine you are performing OG on the banker side like you normally would, the count is the same, the only difference is that whatever you are supposed to be betting on bank, you actually bet on player. Simple enough, right? Whenever OG is at +1 and the series is over, you’d be at a -1. Like any system engineered in reverse, you have to have a stop/win set up. This is the part I’ve played with in hundreds of different ways, but feel free to look into your own way since I know you like testing systems and ideas.

In this particular scenario, we will set a stop/win at 2,000 units. According to lemonade, we’d only have a 23% chance of winning 2,000 units with OG on banker, so that means we would have a 77% chance of winning 2,000 units using Jae’s press and betting on player (no commission, woot woot). And like your breakdown, instead of losing 4,000 units for a total of -2,040 overall), we’d actually make 2,000 units.

That’s the obvious way to look at this asymmetrically. And who wouldn’t risk x amount of dollars for a 77% chance of a full return? That’s a greater advantage than any cars could ring system. I wish these percentages were accurate, because that’s exactly how I would be playing. I would not be capping out my unit size at $100, I won’t go into that too much, but it’s just scared money on my part that requires a long explanation. I’m still currently operating OG into the unknown, feeling like any day is my day to lose the bankroll we are on before making any changes. But knowing that mathematically I have a 77% chance of winning, I can easily work with that and consistently know the likelihood of ruin and know that I can come back stronger and stronger and handle the swings.

Had I been playing this way since august, than I would have lost my bankroll about 30 times without one single win. So I’m either very lucky with missed potential if being very unlucky, or these percentages are not correct. Obviously, at this current juncture, I do not recommend trying Jae’s press to make 2,000 units with a 77% probability of doing so, but if I were lemonade, I wouldn’t be moving into other things as he suggested he was going to do, I’d be 10000% focused on the 77%.

 

Either Jae was lucky or the simulation does not truly represent the actual performance of Jae's system. Programming reflects Jae's system but not the performance.