The Personal Hedge Fund
A public ledger of portfolio engineering — building a synthetic family office, in the open, for high-income professionals who treat capital as an engineering problem.
What this is
This is a Proof of Work archive. Every post documents a real design decision in a real single-investor portfolio borrowing from the institutional playbook: return stacking, managed futures and trend, factor premiums, tax architecture, execution mechanics.
The work is opinionated about systems, not picks. No stock tips. No market commentary. No “buy this on the dip.” What you get is the architecture — rules, rebalancing logic, tax overlays, asset criteria — in enough detail to replicate, fork, or stress-test.
Who this is for
Engineers, physicians, quants, data scientists, founders. Anyone whose income outruns their time and who finds the standard retail playbook (“buy VTI and chill”) more or less true but conspicuously unambitious.
You’re comfortable with structural integrity, capital efficiency, drawdown profiles, tracking error, and rebalance bands. You have no interest in day-trading, options gambling, or crypto theatre. You want to know why a portfolio is constructed a certain way before allocating to it.
What you’ll find here
Portfolio mechanics: the live architecture, line items, rebalancing rules, and changes — with rationale.
Field notes: what worked, what didn’t, what surprised me — dated and falsifiable.
Whitepapers: long-form research on specific design choices and the math behind them.
The receipts: periodic transparency on actual results, including underperformance.
What you won’t find here
Stock recommendations. Trade alerts. Macro forecasts. Crypto. Stock photos of men in suits shaking hands.
Why subscribe
The free tier is the public theory layer — the system, in the open, for peer review.
A paid tier will eventually unlock the operational layer: position-level disclosure, allocation deltas, and execution workshops. Subscribing free now puts you on the inside when it goes live.
About the author
Daniel Mayo. Software engineer building tooling for portfolio research and tax-aware execution. The work here is published in public so the design has to survive contact with smart readers.
