Lumping every bet into one pile hides risk. Props swing faster, sides grind slowly, futures tie up capital for months. Segmenting your bankroll into separate pools lets you size bets by volatility and horizon, not just enthusiasm.
Why segmentation matters
A single bankroll may look healthy until one long-shot future eats liquidity or a hot prop streak swings variance too hard. Segmentation forces you to decide how much to risk in each market type, protecting stability.
You can still track total ROI, but you manage exposure with more clarity. Each pool has its own rules, unit size, and review cycle. That way a cold prop run doesn’t distort your side staking, and futures don’t freeze half your roll by accident.
Pool design in practice
Think of three jars: sides/totals, props, and futures. Each gets a fixed percentage of your total bankroll. The split depends on style, but common anchors are 50–70% for sides, 20–30% for props, and 10–20% for futures.
Sides get the biggest share because they’re most liquid and stable. Props add edge but with high variance and low limits. Futures need the smallest pool—they tie up money and are hard to hedge mid-season.
Tiny example table
| Pool | Suggested % | Notes |
|---|---|---|
| Sides | 60% | Core bets, higher limits |
| Props | 25% | Higher variance, low liquidity |
| Futures | 15% | Long lock-up, small edge shots |
Unit sizing inside pools
Each pool runs its own unit count. A side unit might be 1–2% of the side pool, while a prop unit is 0.5–1% because swings hit harder. Futures might be 0.25–0.5% to stretch limited capital across a season.
This scaling keeps variance in check. Without it, one prop or future can wreck balance. Segmentation ensures risk is proportional to edge and lifespan.
Simple sizing rules
- Sides: 1–2% of pool per bet.
- Props: 0.5–1% per bet, cap total props per slate.
- Futures: 0.25–0.5% per position, spread across markets.
Review cycles: matching horizon to pool
Sides update weekly; you can measure CLV, closing line beats, and unit swings often. Props need similar weekly reviews, but focus on accuracy of reads versus noise. Futures require patience—review quarterly or at key milestones, not daily.
This cadence avoids overreacting. You don’t call a future “bad” after two weeks, and you don’t let a week of props dominate overall confidence. Each pool’s timeline is built for its game.
Review checklist
- Sides: log CLV vs. close, record ROI weekly.
- Props: track hit rate, variance, injury/news effects.
- Futures: update implied EV, cash-out or hedge options.
Common pitfalls
The biggest leak is cross-subsidizing pools. If props go cold, don’t raid the futures jar. Stick to allocations until your next scheduled rebalance. Another trap is forgetting exposure—five small futures can equal one huge side in locked-up capital.
Also avoid overgrowth: if props boom, you can rebalance, but don’t let one streak rewrite your style. Scheduled reallocation every month or quarter keeps pools aligned with your risk profile.
Quick discipline list
- Fix % allocations upfront; adjust quarterly, not daily.
- Keep unit size proportional to pool, not overall roll.
- Match review cycles to pool horizon.
- Don’t borrow across pools mid-run.
Segmentation isn’t complex—it’s budgeting. Once in place, it protects bankroll health, smooths variance, and gives every bet type a fair lane.