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Writer's picturedatascienceinvestor

Think that you are good at investing? Maybe you are just lucky



There is a famous quote in the book A Random Walk down the Wall Street that goes like this.

A blindfolded monkey throwing darts at a newspaper’s financial pages could select a portfolio that would do just as well as one carefully selected by experts.

This seems audacious at first. But this was soon further supported by an article titled Any Monkey Can Beat The Market by Rick Ferri. In the article, it was highlighted that portfolio choices made from monkeys throwing darts at stock pages almost always beat the 1,000 stock capitalization weighted stock universe each year from 1964 to 2010.


In another experiment shared here, it shows that exceptional performance of portfolios rarely happens in the 2nd year after a successful first year. Regression of the mean does somehow happen.



In the chart above you could see that the expected ranks of the portfolios in the second year were very close to the 50th percentile regardless of their performance in the first year. The exception is those at the worst 10%. Their ranks in the second year was only about 40th percentile. This shows that skill plays virtually no role here and those worst performers have an above average chance to continue to be the worst performers in the second year.


Interestingly, I was watching this YouTube video by Mr and Mrs Gao. In this video, they explained a very interesting stimulation on agent-based modelling. This simulation is meant to replicate a society where there are 1000 people with various level of skills according to a normal distribution. Most people will have average skills. In this simulation, there will be 500 incidents (250 lucky, 250 unlucky) that will strike these people randomly. If a lucky incident were to strike a person, there is a probability the person will double his/her wealth. This probability depends on the skill level of the person. If an unlucky incident were to strike a person, the person's wealth will be halved regardless of his/her skill level. This is to mimic real world operations where the magnitude of unfortunate events are likely going to impact everyone the same while the magnitude of fortunate events depends on how well you made out of it. All the people start off with the same level of wealth and the simulation was meant to run for 40 years. The results of the simulation are surprising. It is not those who have the highest skill points that end up accumulating the most wealth at the end of the simulation. In fact, those who are the luckiest are those who accumulate the most wealth (attributing to the fact that luck as a random factor has a significant impact here). For those interested, do watch the video here.


This concept of luck is further explained and illustrated in the book Fooled by Randomness by Nassim Nicholas Taleb. What is often thought as results of skills might be nothing more than just randomness at work or what we called luck.


So if you have been thinking that you are good ata investing because you are skilful or just because you are lucky? The past decade in the U.S market has been a bull market. Have you been making money because you invest in one of the biggest bull runs in the market?


Personally, I believe that luck plays quite a significant role in anyone's journey in building wealth. It's a fact. There are many factors which one cannot control in your investment journey- like political factors in the world, black swan events, or even personal circumstances at times. Having said that, it doesn't mean that you leave everything to chance. There are still a few things I personally think we can still do to "maximise" our luck here. When I said "maximising" our luck, I meant by greatly reducing the impact of unfavourable events and trying to "catch on the wave" of big favourable events.


1) Maintaining a diversified portfolio

This is the most basic way of minimising the impact of unfavourable events. Imagine if you were to have a 100% China equities portfolio, I'm sure you will be suffering from underperformance of your portfolio in the past few years. The more diversified you are, the better your chances in exposing yourself to too much risk in a single area. I have written several articles on how to create a highly uncorrelated portfolio throughout this blog. You might like to check them out under the section "Stocks".


Of course, if the whole world is in doldrums (just like what happened during early stages of COVID), you'll be sure that your portfolio will still go on a nose dive. But having a diversified portfolio will protect you in situations when it's not the whole world being on fire.


2) Shifting your investment strategy while you ages

It will be foolish to take on as many risks in your portfolio in your 50s like what you did in your 20s. You simply have a lot more to lose when you are nearing your retirement age. Can you imagine your portfolio being halved in value due to a black swan event in the year you are about to retire? You can instantly forget about any retirement plans. I wrote an article Shifting your investment strategy at 40 that preaches on a similar concept. You might like to check that out. When you are older, you need to learn to reduce risk in your portfolio as much as possible. I will write more about this in the coming days.


3) Always keep a sum of money for investing during black swan events

The worse a market gets, the more certain it is that you will make money in the long term. When the market is down 30-40% during a black swan event, you can almost be sure that you will make money by investing in the market then. Such conditions do not happen often. But when they happen, they present the perfect buying opportunities. I know that many preach about investing now rather than holding any money. I believe in investing in the market early to maximise time in the market. However, I am of the same opinion that you should never test the depth of the water with two feet. Always keep a sum of money for such events as they provide the best reward to risk returns.


4) Invest in assets which have an positively skewed distribution

This is perhaps the best way to maximise the impact of luck on your portfolio. Not all assets are the same. Some assists simply have a very positively skewed distribution like what you see below. In case you are wondering which asset it is, this is Bitcoin. I wrote an article about how I got this distribution here.



Till today, I simply do not understand why anyone would be against having a small portion of Bitcoin in their portfolio. It is one of the assets with the most positively skewed distribution I have ever seen. Can you imagine what you will be losing out if Bitcoin goes to half a million dollars and you have none in your portfolio? This will be the biggest miss in your portfolio choices. I am not saying a 100% Bitcoin portfolio. Just having 5 to 10% of your portfolio invested in Bitcoin is going to make a world of difference a few years down the road.


There are some things in life which you can be 100% sure of benefiting from without relying on luck.


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