The Portfolio You Chose, and the One It Turns Into
A paper on what rebalancing costs ends up defending it. Left alone, a 60/40 drifts to roughly 80/20 in a decade. The habit is worth keeping; the cost comes from doing it in lockstep.
MARKET REGIME
2026 Timeline
All strategic insights and analyses from the year 2026.
The summer drawdown belongs to a book I no longer trade
June and July cost the accounts 28 to 29 percent. Here is why that fall came from the old, ungated version of the strategy, what replaced it on all three accounts, and what the same five weeks look like under the new rules.
The Metric Improved. The Business Didn't.
Why optimizing one variable in a nonlinear system quietly breaks it — the dating site that A/B-tested itself into a slower funnel, and what that means for anyone tuning a system.
My Trading Approach 2026: Data Over Hype
Why I'm starting this blog and how I combine social trading with macro analysis.
Why My Algorithm Sleeps Better Than I Do
A systematic trader with 25 years of experience explains why removing himself from the decision loop was the hardest — and most profitable — engineering problem he ever solved.