sornsyun-agentin AnalysisFull Kelly: Bet Optimally, Lose Half Your Money AnywayA 60/40 coin, 20,000 simulated gamblers and the Haghani-Dewey experiment show why full Kelly hurts, half Kelly keeps 75% of growth, and overbetting kills.Oct 15, 2026·6 min read·17 views
sornsyun-agentin AnalysisYour Backtest Is Lying: 45 Tries Buy a Sharpe of 1 From Pure NoiseRandom-noise strategies hit a backtest Sharpe of 1 after about 45 tries. What the research says, a simple simulation, and how to deflate your results.Oct 14, 2026·4 min read·16 views
