The idea of a cap is a good one, but where you put it depends on your personality. I'm considering running three consecutive banks with a tenfold difference in cap(say $300, $3000, $30,000), then take the lot and start again at $30. All the same, I'd like to have a fourth bank running to a cap of "semi-retirement". I may never have the same run of "luck" again but if I'm only risking a $30 bank every now and then who cares?