Cross-sport edge distribution
Markowitz-style portfolio allocation across sports with different edges
Optimal bankroll allocation across sports with different edge levels — Markowitz-style portfolio math for bettors.
Why distribute across sports
Putting your entire bankroll into one sport means high variance. Distributing across uncorrelated sports reduces drawdown without sacrificing much edge — same principle as stock portfolio diversification. The math weighs each sport's edge against its variance to find optimal allocations. Pair with Kelly criterion for per-sport stake sizing and Drawdown calculator for portfolio-level risk.
See also: Kelly criterion, Drawdown calculator, Account reload optimizer
How to use
- 1Add sports with your verified edge % and variance level.
- 2Enter total bankroll.
- 3See optimal % allocation per sport.
Example: 3 sports portfolio
Football: 3% edge, medium variance. Tennis: 1.5% edge, low variance. MMA: 2.5% edge, high variance. Bankroll €5k. Optimal split: Football 50% (€2500), Tennis 35% (€1750), MMA 15% (€750). MMA gets less despite higher edge because variance is too high — diversification reduces drawdown.
When to use
- When you have verified edges in 2+ sports
- Rebalancing bankroll allocations quarterly
- Comparing portfolio vs single-sport approach
Frequently asked questions
What is the Cross-sport edge distribution calculator?
Putting your entire bankroll into one sport means high variance. Distributing across uncorrelated sports reduces drawdown without sacrificing much edge — same principle as stock portfolio diversification.
How does the Cross-sport edge distribution calculator work in practice?
Football: 3% edge, medium variance. Tennis: 1.5% edge, low variance. MMA: 2.5% edge, high variance. Bankroll €5k. Optimal split: Football 50% (€2500), Tennis 35% (€1750), MMA 15% (€750). MMA gets less despite higher edge because variance is too high — diversification reduces drawdown.
When should I use the Cross-sport edge distribution calculator?
When you have verified edges in 2+ sports. Rebalancing bankroll allocations quarterly. Comparing portfolio vs single-sport approach.