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BGonline.org Forums
The opposite of a market loser
Posted By: Timothy Chow
Date: Monday, 8 February 2010, at 3:46 p.m.
Recently, several WC players expressed surprise that XG thought that a certain position posted by Stick was a double. Studying that position made me think that perhaps there is a gap in our backgammon vocabulary. Until someone tells me that a term already exists, or thinks of a better term, I'm going to call it an anti-market loser.
Most people reading this are familiar with the concept of a market loser. This is a pair of rolls, one by you followed by one by your opponent, that makes you wish you had doubled first. Market losers measure how much you gain by doubling. Now, in backgammon, cube decisions always weigh gains against losses. In the present context, how much you lose by doubling is measured by what I'm calling anti-market losers, namely pairs of rolls that make you wish you hadn't doubled. (The concept here is not new, of course, but I don't recall ever running across a term for it.)
Doubling is correct if the equity gained from your market losers outweighs the equity lost from your anti-market losers.
In Stick's position, we have an unusual situation where the defender has a 5-point holding game and is trailing a lot in the race, but the race leader's back point is a barpoint anchor rather than the midpoint. This means that, compared to the usual situation with a large pip differential, the defender here has no home board, and not very many of the race leader's pips are wasted in buried checkers.
To decide whether to double, we note that there are a few market losers—not many, but they exist—and failing to double would lose quite a bit of equity in these cases. But we also have to consider the other half of the balance sheet: what about the anti-market losers? I haven't gone through all 1296 cases but my impression is that there are very few of these, and the equity lost by doubling is small. The race lead is so large that even 6-6 doesn't quite close the gap. I think that what makes this position unusual is the unusually low amount of equity represented by the anti-market losers.
Anyway, my intent here is not to prove that it's a double, but to illustrate the importance of considering anti-market losers. My anecdotal impression is that most analyses of doubling decisions I've seen focus more on market losers than on anti-market losers. In particular, the fact that a position may be a double even with very few market losers, simply because there are even fewer anti-market losers (or at least, that the total equity loss they represent is tiny) does not seem to be common knowledge. Perhaps by introducing an actual term for the concept, we will get better at giving equal consideration to both halves of the balance sheet when making doubling decisions.
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