A challenge to Redietz

[slingshot]

So your conclusion is you get a bigger return by making the sub-optimal hold than if you would have made the optimal hold....but only in certain situations? I assume you have hard data to back up this conclusion? In order to come with such a conclusion you would need empirical data from both type of draws. What evidence do you have that the sub-optimal hold pays better than the optimal hold? Or I should say, what evidence do you have that the optimal hold doesn't return as much as the sub-optimal hold?

PS: Ignorant blather is not evidence.

Calm down mickey--it's not the end of the world.

What you want this to be about is how using a special play that deviates from optimal strategy over a long-term scenario might produce an overall inferior result. But it's not Einstein. It's about the possibility of a special play ending any particular session.

Wise up.

Oh, that's right. You play the short term....over and over and over and over and over and over and over and over and over and over and over and over and over again.

Like I said-futility talking to a die hard skeptic.