Investor stats cheat sheet
Three pages of practical formulas for investors: breakeven win rates, stop-loss position sizing, volatility drag and drawdown math, risk-adjusted returns, reverse valuation, and how to tell a real track record from noise.
What is inside
Page one covers sizing and survival: breakeven win rates, stop-loss sizing, continuous Kelly, volatility drag, and drawdown recovery, with reference tables for drawdowns and variance drag. Page two covers proof: standard error, value at risk, backtest significance, base rates, and portfolio correlation, with a table of minimum track-record lengths. Page three covers valuation: return decomposition, the growth rate already priced into a stock, and the growth a business can fund itself. Designed to print cleanly or live on your desktop.
Free for any use, including commercial work. No email required, though the email list gets new sheets first.