The Martingale Central Limit Theorem tells us that if you have a lot of random events happening, then you can predict what will happen on average. Imagine you have a bag of marbles with lots of different colors in it. If you take one out randomly, the chances of each color coming up is the same, but if you take out 100 marbles, you'll probably see that most of them are the same color. That's what the Martingale Central Limit Theorem tells us. It tells us that when lots of random events happen, you can expect the average result.