Here is a fun site to play around with. http://math.ucsd.edu/~anistat/gamblers_ruin.html Go to the bottom of the page and you will find a calculator that you can create all kinds of different probability/equity curve scenarios with. *Note: Use a very large size for the house account. The market has alot more money than any of us. Also, after you have entered a scenario, continually hit play for about 10 times. It is amazing how different the equity curve can look sometimes!