Investment Portfolios
Most investment research focuses on forecasts or security selection
We provide self-directed investors with an independent, rules-based framework focused on position sizing, risk balance, and capital survival.
Independent research with transparent, process and rules-based model portfolios. No personalised advice or asset management
Guided by principles of disciplined capital allocation
Global Index Model
USA Model I
USA Model II
UK Model
European Model
Global Markets Model
These are illustrative models, not recommendations. You may choose to study, adapt, or ignore them entirely.
We apply probabilistic capital-allocation discipline (Kelly-informed thinking) at the portfolio-construction and position-sizing level, not at the security-selection or signal level — and do it transparently, without optimisation claims.
We produce and publish investment research and illustrative model portfolios that explore different approaches to global asset allocation, risk management, and long-term capital stewardship.
Our work is intended to inform thinking, not to direct individual action.
We do not provide personalised investment advice, assess suitability, or manage client assets.
Capital Allocation Framework
The service is designed around a small number of governing principles drawn from long-term capital stewardship and probabilistic decision-making.
Consistent with both corporate capital governance and the probabilistic reasoning embodied in the Kelly Criterion framework:
Risk-Managed Allocation Awareness
Portfolios are presented with explicit attention to risk balance, not backtested cumulative returns.
Process over Prediction
Positioning and sizing decisions are contextualised in terms of information content, uncertainty, and structural constraints.
Limits of Knowledge
The research acknowledges uncertainty and the psychological hazards of overconfidence — core themes in Kelly-oriented thinking.
Framework Transparency
Subscribers gain insight into how portfolios evolve in response to changes in risk signals, balance constraints, and systemic conditions, all framed as inference adjustments, not forecasts.
The model portfolios apply the principled risk-aware framework for position sizing and capital allocation in Thorpe/Kelly Criterion papers and publications.
The platform publishes six globally diversified model portfolios, each constructed around a distinct investment philosophy and risk profile.
Each model is:
Rules-based and transparent
Supported by written rationale and methodology
Reviewed periodically with published commentary
Presented for analytical and educational purposes only
The portfolios are intended to illustrate investment frameworks, not to serve as personal recommendations.
This service is designed for investors who:
Make their own investment decisions
Value structured thinking over tactical noise
Seek global diversification and long-term perspective
Understand the inherent risks of capital markets
Not a Replacement for Advice
This platform does not provide
Personal investment recommendations
Suitability assessments
Portfolio management or execution
Individual portfolio reviews
Investors requiring personal advice should consult a suitably authorised professional.
We publish global investment research and model portfolios designed to help self-directed investors understand asset allocation, risk, and long-term portfolio construction.
We do not provide personalised investment advice or manage client assets.