Good thread and interesting question. My theory is to always walk when I'm happy with the win. I don't subscribe to the "playing with house money" concept. Once they take it out of the chip rack, it is my money and any loss is painful. Generally speaking, when I get ahead by my session goal, I set aside part of that and play until it is gone. If I continue winning, I keep half and play with half. Example: $50 table. Session win goal =$500. After the last hand I'm up $650. I lock up the $500 and the $50 extra and then play only with the remaining $100. If I win the next hand, Now I've got $125 to loose and $575 locked up. And it continues. This way, on a heater, I continue to play and add winnings without giving back much when the heater ends.

The whole "heater" thing is a good way to describe 'Luck". Fact is, in the long run there is no such thing as luck...only math. But part of math is standard deviation, and in the short run, that standard deviation is "luck." Like Hoffy said, if we could only know when standard deviation is in our favor and when it was going the other way...