It increases to about 40% if the bet is 5 units (i.e. the bankroll is 200 bets).
Remember - the more you play, the more money you are exposing to the house edge.
Thanks for the reply but that doesn't sound correct, for the 1000 unit bankroll on Craps the Probability of a Session Loss is only 1.3% and the on Roulette it is 2.7% according to the website. The Cancellation System Baccarat should be somewhere around that or less.
And I know why - I misread the instructions concerning when to stop.
I was basing it on starting with a string of 1s with length = the total bankroll (so, for a bankroll of 1000, there would be 1000 1s in the list).
If the initial list is always 10 (so you stop when you are 10 ahead), a bankroll of 1000 has a session loss rate of about 1.3%.