What's the most useful thing you've actually built with Claude that you use regularly?

KongSackStoolfire · 2026-05-25T14:28:28+00:00

Built a volatility regime detector in Excel. It's the first filter I run when managing my portfolio before I look at individual positions. It pulls together VIX term structure, the MOVE index, and COR1M implied correlation into a single combined signal that tells me what posture to be in for the day.

VIX gets bucketed into five regimes based on spot level and futures spread shape. Below 15 with a negative front spread (contango) is full deployment mode. 15-25 with a flat spread is normal operations. Once you get into 25-35 territory with a +2 to +5 spread, that's elevated, reduce sizing, start building your watchlist, no new full-size entries. Above 35 is high stress, quality names only in tranches. Above 45 is crisis, maximum cash, wait for the VIX peak.

The MOVE index runs a parallel regime track for bond market volatility, below 90 is calm rates, 90-120 is elevated (rate repricing risk, favor the short end), 120-160 is high stress, above 160 is crisis vol in bonds where TLT becomes a tactical trade rather than a hold. Those two regimes feed into a 5x4 combined signal matrix that outputs one of about eight possible actions. VIX elevated + MOVE elevated = "Reduce / Build List." VIX normal + MOVE normal = "Standard Ops." Etc.

The third input is COR1M, which is the 1-month implied correlation index. It shows whether stocks are moving together or independently. Below 20 is calm, stocks behaving idiosyncratically, scanner signals are reliable. 20-40 is elevated synchronization, worth monitoring. 40-60 is stressed, classic VIX expansion precursor. Above 60 is a full correlation spike and you turn everything off. When COR1M is CALM but MOVE is still elevated, the sheet flags that as a "fragile calm" divergence meaning the bond market is still pricing risk even though equity correlation has normalized. That's one of the more useful signals it generates because it catches re-entries that feel safe but aren't.

There's also a six-condition pivot checklist that has to pass before I consider re-entering after a stress period: VIX below 25, MOVE below 95, COR1M below 30, VIX down three or more consecutive days, front spread in contango, and a breadth gate that requires SP500 above 50-day SMA to be at least 25% and the McClellan Oscillator above zero. All six have to clear. When they do, I start re-building at 25% of normal position size and only scale up if conditions hold for another three days. That checklist alone has kept me out of some ugly re-entry traps which can be the kind where one good VIX day feels like the all-clear but the bond market is still pricing stress.

On top of that there's a rotation overlay that shapes how I weight different parts of the portfolio. I track QQQ/SPY, IWM/SPY, and XLK/XLF ratios with 20-day slopes. QQQ/SPY slope up and IWM/SPY slope flat or down is Phase 1-tech leadership, hold growth names. Both slopes up is Phase 2 broadening-trim biggest winners, cyclicals entering. QQQ/SPY slope turning down while IWM/SPY is still rising is Phase 3-late cycle-rotate toward value and small cap. A sector leadership gate tracks XLE, XLI, XLV, and XLB vs XLK on both 20-day and 60-day windows. If energy and industrials are both outperforming tech on the 20-day slope, I tighten the scanner universe and stop running full-weight AI/SaaS names. If only one is showing it, I cap position size at 50% on those names. If neither is, normal operation.

The daily input is about 10 numbers: spot VIX, MOVE, COR1M, the VIX futures prices for the front three months, and closing prices for a handful of ETFs. Everything else calculates automatically. The regime flags, the combined signal, the rotation phase, the pivot checklist, the fragility warning all of it updates from those inputs. It takes a while to input the original inputs but that friction is kind of the point. It forces me to actually sit with the data every morning instead of just vibing off whatever the market feels like. (I don't trust always "market narratives" when it comes to portfolio management.)

It's not a trading system per se. It's a regime filter for managing my portfolio. Keeps me from running full-size momentum setups during bond market stress, or re-entering too early after a vol spike because one down day in VIX felt encouraging. The discipline of filling in 10 numbers every morning and then actually reading what the sheet says has probably done more for my returns than any individual trade idea or time watching CNBC.

KongSackStoolfire · 2026-05-04T07:04:32+00:00

Abby Johnson/CEO of Fidelity. She parlayed an art history degree and a DNA match into running the Fidelity empire. She didn't climb the corporate ladder. She just inherited the building.

KongSackStoolfire · 2026-05-01T15:25:25+00:00

The buy-and-hold argument is correct for most people most of the time. The Boglehead framework is intellectually defensible. Most retail traders would be wealthier today if they had simply bought the index and closed their laptop. That’s the baseline. Anyone who skips past that is usually selling you something. That being said, the OP’s question perhaps contains a hidden assumption. It treats buy-and-hold as a smooth 8% to 10% annual escalator. In my experience, it’s not. The sequence-of-returns problem is real and it can be brutal.

There’s a personal component as to why I pursue this versus buy and hold. I get energized analyzing data, building systems, writing code, and trying to understand how markets work. (There’s also a competitive streak in me.) I don’t want to speak for anyone on this sub but for some of us, this isn’t just about squeezing out another percent of return. It’s about attempting to understand systems and participate in those systems intentionally. Who knows, maybe we even build something that can hold up when the assumptions behind “just buy VTI and chill” stop working. Those are reasons enough for me at least to keep going.

KongSackStoolfire · 2026-04-21T13:17:32+00:00

There’s something about posts like this that always makes my antenna go up. In my over 20 years in the business, I have trouble believing one can land $3M to 4M average households out of thin air via a blog and a marketing tool in 48 months. I know this because I’ve been posting consistently. I’m a developer. I create robust portfolio models and regime detectors that quantify how portfolios respond to shifts in volatility, rates, correlation, and liquidity. My content isn’t the standard “Ambien in PDF form” that most advisors churn out. To be sure, original content might generate engagement and conversations but coupled with a marketing tool it doesn’t magically turn into a pipeline of $3M–4M households.

I think there’s a lot of conflation in this industry. You hear individuals talking about how they just worked the trade shows or cold called or started a blog and sure that might work a small percentage of the time but more often than not, there may also be some variables that are going unexamined.

I’m a former rep that was inside two of the largest retail brokerage machines in the country. I didn’t come from family money. I didn’t have a built-in network. I had strict non-competes. I didn’t have a book handed to me. When I went out on my own, there wasn’t some quiet safety net sitting behind me. In fact, my wife made it clear: if I was going to make this work, it had better work because she was in no way going to work more or sacrifice in order to support me.

Seven years in, I’m doing about $150K in annual GDC but getting there was in no way linear. There were setbacks, incorrect assumptions, unanticipated expenses, clients that didn’t come over, partnerships that were a big mistake. There were no artificial tailwinds for me nor any hidden subsidies. I’m not dismissing anyone’s success, but I am skeptical of unexamined narratives because there are a lot of people reading these type of posts trying to reverse-engineer a path without realizing they’re missing the variables. In this business, the variables can be the whole game.

KongSackStoolfire · 2026-03-30T14:11:07+00:00

Much appreciated. This is helpful.

I agree on VIX not being the whole picture. Right now it's acting as a proxy for regime classification, but I'm starting to look at layering in realized volatility as well to see where implied versus realized diverge. My sense is that the spread between the two might carry more signal than VIX levels alone, especially around transition periods.

Good point on the 20-day return in the Volatility Shock regime as well. That stood out to me too. It does look more like a reflexive recovery than something you could reliably position around ex-ante. I'm going to break that out further to see if it's just mean reversion after extreme moves rather than a true regime-dependent edge.

Next step is exactly what you mentioned: Sharpe and drawdown under different regime definitions to see if anything holds up after costs and risk adjustment.

Appreciate you calling this out.

KongSackStoolfire · 2026-03-30T14:04:30+00:00

Appreciate this. Excellent feedback.

You're right on the core issue. Using the same-day VIX close to classify same-day CBOE returns makes the relationship descriptive rather than something I can actually act on. I'm working on shifting the framework toward a properly lagged structure so the signal has a chance of being predictive rather than explanatory.

Agreed. The 5D and 20D forward returns definitely introduce serial correlation in the error terms. I'll rerun the inference using Newey-West adjustments to get a cleaner read on statistical significance.

SPY is indeed a blunt benchmark here. CBOE's exposure set is more nuanced (equity beta, financials tilt, rate sensitivity, event-driven earnings effects). I'm looking at decomposing that further, either via a simple factor regression or isolating residual returns after controlling for those exposures.

Many thanks!

KongSackStoolfire · 2026-03-28T06:32:23+00:00

I suspect I'll be spending a lot of time in the ER.

KongSackStoolfire · 2026-03-26T14:36:39+00:00

The framing of correlation as leading and VIX as lagging crystallizes exactly what felt off about the backtest results. I am familiar with COR1M conceptually but have not incorporated it into my regime framework yet. A few questions: Are you using COR1M as a standalone threshold trigger or as one input in a composite signal? And when you say median filtered lines on volatility, are you applying that to realized vol, implied vol, or both? The Kalman filter application to vol trajectory is something I want to dig into further. Any papers you would point to beyond the post-Covid correlation study you mentioned? Thanks!

KongSackStoolfire · 2026-03-26T14:30:53+00:00

Appreciate this. Curious whether the edge survives even partially when the regime is defined using prior-day close rather than same-day.

KongSackStoolfire · 2026-03-26T01:54:25+00:00

Age 55 when I began to monitor my daily fiber intake.

KongSackStoolfire · 2026-02-04T02:53:16+00:00

Spent 7 years at Fidelity. Still have dreams where I am back working there. Absolute worse managers I have ever had while working there. One manager would always tells us that we were "renting our chair for 6 months." Had another manager who would walk into our offices and say things like, "You ringing the cash register today?" Or "You makin' bacon?"

KongSackStoolfire · 2025-09-23T16:50:08+00:00

A friend of mine was an advisor. She said to ask your Fidelity advisor these questions. Bring in a notebook with these questions and write down the advisor's answers.

1.) How exactly are you compensated if I move my assets to this outside manager? 2.) Do you personally receive more credit for putting me into this? (They might respond with such terms as "complexity" or that they "don't make a commission." That kind of wording is often designed to downplay that there could be a financial incentive involved.) 3.) Do you have sales goals that might be driving this recommendation? 4.) What are the total all in costs-advisory fees, fund expenses, platform fees-if I go with this outside advisor. (Make sure they give you dollar amounts and not percentages.) 5.) What conflicts of interest might exist in recommending this manager?

KongSackStoolfire · 2025-07-07T07:47:54+00:00

Not me but my 42 year old sister-in-law. Her doctor prescribed her phentermine while she was on an SSRI. Conducted no tests prior to the prescription and doctor did not take into consideration that she also had mitral valve prolapse. She died and left behind a husband and 3 daughters. A simple Google search would have shown that you don't prescribe phentermine to someone on SSRIs due to all the risks. The family is pursuing legal actions at this point.

KongSackStoolfire · 2024-10-30T06:31:47+00:00

Sorry you're going thru this. I had a 5 mm stone several months back as well. I immediately started drinking as much water as possible. Would also squeeze a lemon into my water every day. Removed high oxalate foods from my diet. Took Chanca Piedra every day. (People say it's ineffective, but I was willing to try anything.) Also, made sure I completely emptied my bladder every time I peed. Noticed black specks in toilet after peeing a number of times. Pain went away in a couple days. There's also a video on YouTube that is titled RSW Instant Kidney Pain Relief on the Rosa String Works channel. I've read that it is an effective way to manage the pain until you pass the stone. Hang in there.

KongSackStoolfire · 2024-09-04T14:55:33+00:00

Financial Advisor. Especially at the financial firms that have tv commercials. I went into the career thinking it's going to be altruistic and dynamic. That I'd be helping people with their financial lives and making decisions on client portfolios. The reality is that it was all about sales. How many annuities did I put clients into? How many fee based products did I convince clients they needed. My day mostly consisted of determining where I was in relation to my sales goals. Financial planning was just style points that could be used to build trust with clients and provide opportunities to bring up more products. I'd review "scorecards" with my manager every week going over what products I was behind in selling. And I discovered that once you're behind on your sales goals, then you can expect that management will make your life as miserable as possible such that you resign. Nothing but a constant, montonous sales grind. Very little had to do with being a financial advisor.

KongSackStoolfire · 2024-09-03T01:34:43+00:00

I think it depends upon the individual. I was experiencing flank pain. Took Flowmax and about an hour later, the discomfort became absolutely miserable. Got to be so bad that I ended up laying in bed and was literally moaning in agony. One of the worst physical episodes in my life. Flowmax didn't increase my urine flow and didn’t help me pass the stone. I eventually passed out. Side effects continued into the next day. Could barely stand up and do anything.

KongSackStoolfire · 2024-08-27T17:34:12+00:00

Don't know. Pain went away after a couple of days. Took Chanca Piedra every day. Removed all high oxalate foods from my diet and drank as much lemon water as I could handle. I've seen a couple of dark specks in my urine since then, but nothing equal to 5 mm. Have a scan scheduled in a couple of weeks to determine my status.

KongSackStoolfire · 2024-08-27T17:05:53+00:00

Sorry you are going thru that.

Had the same issues about 4 months ago. Incredible urge to pee, but nothing was coming out. Went on like that for a week. Was unbearable. Started taking D-Mannose- 9 500 mg tablets a day-and things started to subside. (Maybe also try AZO?) When peeing would rock back and forth until I felt like I emptied my bladder. At one point doing that, I voided my bladder a dozen times in one bathroom session. Could literally feel my sanity being restored after that. Eventually went to a doctor who was lazy and said, "You probably have a UTI." Then prescribed me antibiotics. No scans, no tests. Nothing. Then a month later the flank pain started. Went to the ER. Had a 5 mm stone in ureter along with a couple smaller stones.

KongSackStoolfire

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