The method
Five agents, one judge, a written pre-mortem per round.
Why five agents
Fifty copies of one agent converge to the same wrong answer. Five structurally different roles — bull, bear, macro, microstructure/flow, base-rate historian — see different inputs, write independently, then face an arbitrator. The research on multi-agent debate (Du et al. 2023; TradingAgents from Columbia/NYU) is unambiguous: gains come from role variance, not from count.
The panel
Steelman the 10yr quantum thesis. Maximize upside. Sized IONQ biggest of the panel.
Owns: C_pureplay, part of A_bigtech_quantum (NVDA)
Survive the drawdowns. Favor trillion-dollar balance sheets. Hold dry powder.
Owns: A_bigtech_quantum (MSFT, GOOG), E_drypowder (SGOV)
Position for the backdrop, not the theme. Power is the binding constraint on AI+quantum compute.
Owns: D_power_macro (CEG)
Own flow-clean vehicles. Avoid names with active ATM shelves and retail crowding.
Owns: partial in B_theme_etf
Apply base rates from prior thematic waves — most pure-plays go to zero over 10yr.
Owns: B_theme_etf (QTUM), A_bigtech_quantum (IBM)
Scoring
Each agent writes probabilistic direction calls at T+30, T+90, T+365 for every holding. Thesis text is SHA-hashed at prediction time to prevent post-hoc rewriting. When the horizon passes, a Brier score is computed from realized direction. Weights are frozen at equal (0.2) until each agent has ≥20 resolved predictions, at which point exponential decay on cumulative Brier kicks in. Scoring rewards calibration, not P&L — variance swamps skill over fewer than ~50 rounds.
Kill-switches
- Any position over 15% of the book (12% for pure-plays) — trim on breach.
- QTUM −30% from entry — deploy SGOV into QTUM, one-time.
- Any pure-play files an S-3 / ATM / 424B5 — cut that position 50% same day.
- Any name 10x's from entry — sell 50%, let the rest ride.
- More than 2 cron-triggered trades in any 12-month window — shut down the weekly cron. Barber-Odean says monitoring is net-negative for retail; when the evidence shows up in this book, we stop.
What this site is not
Not a signal service. Not a newsletter. Not a community. Not investment advice. The portfolio is too small to copy and the method is too slow to trade. This is one person thinking in public with real money on a 10-year horizon, so that a future version of himself has a legible record of the reasoning — not just the P&L.