Set them BEFORE you start playing, not after a loss
The behavioural research is clear: limits set after a losing session are unreliable — they are an emotional response and tend to be raised within 48h. Set deposit limits during account opening, when you are calm and not chasing.
Use the percentage rule
A reasonable cap is 1–2% of monthly disposable income (after rent, food, debt). For a €3,000/month income with €600 disposable, that is €6–€12/month. If that number feels too low to play meaningfully, the answer is not to play with more money — it is to play smaller stakes or less frequently.
Tier-1 cool-off windows
UKGC, MGA, and Spelinspektionen require a 24-hour minimum cool-off before a limit increase takes effect. Decreases are immediate. Use this asymmetry: if you ever feel compelled to raise a limit mid-session, the cool-off period is doing its job.
Cross-operator self-exclusion (GAMSTOP)
For UK players, GAMSTOP is a single self-exclusion that propagates across every UKGC-licensed site. Free, takes 5 minutes, lasts 6 months / 1 year / 5 years. If individual self-exclusions are not holding, this is the next step.