In this episode of Bettor Thinking, Dan Abrams (author of ”But How Much Did You Lose?”) challenges conventional sports betting wisdom with mathematical proof that will change how you think about bankroll management. Dan explains why the common ”never hedge” mentality is fundamentally flawed and demonstrates how negative EV hedges can actually maximize your bankroll’s expected growth. Through clear examples and mathematical analysis, he breaks down: • Why Expected Growth (EG) can be more important than Expected Value (EV) • The mathematics behind optimal position sizing • How the Kelly Criterion really works (and why most bettors misuse it) • Why most ”flat bettors” aren’t really flat betting • The truth about win rate ceilings for professional bettors • When negative EV hedges are the sharp play This isn’t your typical betting podcast with hot picks and empty promises. Instead, Dan provides advanced bankroll management strategies that separate the pros from the amateurs. Whether you’re betting hundreds or hundreds of thousands, this episode will fundamentally change how you approach position sizing and hedging opportunities. Tags: Sports Betting, Gambling, Bankroll Management, Kelly Criterion, Sports Trading, Risk Management, Expected Value, Hedging Strategy