Nice introduction to bias, variance and noise with respect to prediction and fitting: https://mlu-explain.github.io/bias-variance/
2026 Changes Coming
Looking forward to new portfolios
The plan is to introduce some new portfolios and retire both Playground and Sandbox.
[Read More]Getting Started
How to make the best of whats here
2025 Retrospective
Looking back at 2025
The portfolios did well for 2025, although April was a challenge.
[Read More]Updates
Changes to one of the base algorithms
One of the core algorithms in use with Playground and Sandbox has been updated. This gives the algoithm far better resolution and enhanced performance. It can almost double the performance for the same or equivalent risk.
Changes to Playground and Sandbox
Re-weighting the internal strategy weights
Changes to Playground and Sandbox portfolio.
[Read More]Changes to Playground and Sandbox
Re-weighting the internal strategy weights
Changes to Playground and Sandbox portfolio.
[Read More]Using leveraged ETFs
Why it can be useful
Leveraged Exchange-Traded Funds (ETFs) are a type of ETF that uses financial derivatives and debt to amplify returns. They are designed to provide investors with a multiple of the daily return of a benchmark index, such as the S&P 500. For example, a 3x leveraged S&P 500 ETF, (SPXL) aims to deliver three times the return of the benchmark index on a daily basis.
[Read More]2024 Retrospective
Looking back at the year
The portfolios did relatively well for 2024. Both SleepWell and Insomniac both performed as expected from their past returns. The Playground suffered some trouble keeping up in the later half of the year. It still has had a decent year but compared to the S&P 500(24.01%) and NASDAQ(30.78%) it underperformed on raw returns. However drawdowns were more contained and manageable.
[Read More]Stories Changing
Streamlining Stories for more focus
The portfolio was using ETFs and individual stocks with an underlying theme or story. The exact list has been reduced somewhat and now is more ETF centered and individual stocks have been reduced for now
| ETF | Ticker | Leverage |
|---|---|---|
| ASML Holding | ASML | 1x |
| Grayscale Bitcoin Trust ETF | GBTC | 1x |
| Invesco Senior Loan ETF | BKLN | 1x |
| Bunge Global | BG | 1x |
| iShares MSCI Ireland ETF | EIRL | 1x |
| First Trust Smart Grid Fund | GRID | 1x |
| iShares Extended Software ETF | IGV | 1x |
| LAM Research | LRCX | 1x |
| VanEck Rare Earth Metals ETF | REMX | 1x |
| SPDR Gold Shares ETF | GLD | 1x |
| Global X Uranium ETF | URA | 1x |
| iShares Global Timber ETF | WOOD | 1x |