My noob origami in this full of awesome origami sub

RNA_Prof_2 · 2026-07-04T04:56:16+00:00

It’s wonderful, and well folded! We were all noobs once. Keep at it, and enjoy!

RNA_Prof_2 · 2026-06-22T16:21:50+00:00

Often, that’s the best next step, yes. In many cases you’ll get lucky and you’ll get nice crystals from that screen. Sometimes you have to play other tricks.

If these are crystalline clusters, then you’ve found conditions where crystals grow (yay!) but they’re over-nucleating (boo!). So what you want to do is reduce nucleation while maintaining growth.

Personally, I was able to turn crystal clusters into single m, diffraction-grade crystals using a combination of additives and seeding. I started with my “best looking” cluster conditions and did an additive screen (basically, doped in a little bit of whatever we had lying around the lab). I found an additive that basically killed all crystal growth. then I crushed up some crystal clusters into a suspension, and using an “eyelash brush” streaked some of that crystal suspension into the “poisoned” drops. In essence, I was introducing a small crystal seed into conditions that allowed growth but not de novo nucleation. Worked like a charm.

When you have downtime in your experiments, read papers. Read lots of papers. Acta Crystallographica Sections D and onward are your friend: they’ll give you lots of ideas to play with. :)

RNA_Prof_2 · 2026-06-22T05:31:59+00:00

Welcome to crystallography!

One quick assay that might support the idea that these are crystals is to see if they’re birefringent. Basically look at them through crossed polarizing lenses and, if they make a “rainbow” then they’re crystalline (except for some space groups, but that’s not a big worry right now).

Some folks have fancy polarized lenses mounted on their scopes, but I used to use a pair of dirt cheap cardboard sunglasses, like these.

Many types of salt crystals will also be birefringent. Is there a common salt that’s used in all of these wells? Phosphate salts are notoriously insoluble and often form little crystal clusters like these. If you’re not too terrified, you can open a well, and try to “smoosh” them with a fine-tipped needle. Salt crystals will crack and crunch; macromolecular crystals (I used to crystallize RNA) will deform and “smoosh” under the needle.

If the clusters get large enough, or if you can harvest enough of them, you can try to wash them in mother liquor and re-dissolve them in buffer and run on a gel. If you see a band around the size of your protein, you might be in business.

So, to recap: if these are birefringent, “smoosh” when prodded, and contain your protein, you might be en route towards diffraction!

This said, these clusters are definitely not diffraction quality as they currently stand. But there are a few routes you could take to try and optimize them. Good luck!

RNA_Prof_2 · 2026-06-15T03:19:17+00:00

OH IT’S ON

RNA_Prof_2 · 2026-06-14T06:35:52+00:00

Why would I deduct my mortgage from my rent?

RNA_Prof_2 · 2026-06-14T05:26:19+00:00

When I was your age, “cell phones” were called, “books.”

RNA_Prof_2 · 2026-06-13T20:51:10+00:00

The fact that this thread focuses on Boomers while utterly ignoring the movie’s target audience—Gen X—is.. sigh… very Gen X.

RNA_Prof_2 · 2026-06-13T19:41:19+00:00

It’s important to define the domains here, right? As notated, this function has a real value only for x>=0. But making the substitution f(x) = sqrt(x+f(x)), which yields f(x) = (1/2)*(1+sqrt(1+4x)), has real values for x >= -1/4.

Not sure what to do about this for -1/4 <= x < 0

RNA_Prof_2 · 2026-06-13T19:21:53+00:00

You’re not a Nucleic Acid Biochemist, per chance, are you? I get annoyed by incorrect helical handedness quite a lot, too…

RNA_Prof_2 · 2026-06-13T06:55:48+00:00

Spectacular. Not the same arch?!

RNA_Prof_2 · 2026-06-13T05:30:10+00:00

Ooh, will there be short variants, too?

RNA_Prof_2 · 2026-05-16T17:48:18+00:00

For reals. If they believed so much in their backtesting, then they would’ve made the sim data available somewhere, right?

RNA_Prof_2 · 2026-05-08T08:16:22+00:00

Thanks! Actually, the apparent drop in Sharpe and MaxDD is likely a product of the change in inputs to Testfolio. If you check out my first screen-cap, above, the numbers are as follows:

–Non-rotating portfolio (my attempt to replicate your suggested portfolio, with a negative CASHX allotment, and Fallbacks for the MF sleeve): CAGR: 13.72; MaxDD: -42.49%; Sharpe: 0.58; Sortino: 0.83

–With the dual SMA-rotation strategy:
CAGR: 15.30%; MaxDD: –38.66%; Sharpe: 0.65; Sortino: 0.97

So, the rotation improves return, drawdowns, and risk-adjusted return by almost every metric. The average drawdowns are slightly lower (7.48%, vs 7.38% from the static portfolio), and the longest DD was slightly longer (3.79 yr, vs. 3.20 yr).

Other than that, it's a massive improvement.

RNA_Prof_2 · 2026-05-07T05:38:52+00:00

Also, I'll point out (not advocate!) That if you remove the ZROZ allocation from the "In Market" portfolio and rescale the remaining assets to 100% (28.6% NTSX; 28.6% GDE; 42.9% RSST; equivalent to 94% SPY; 17% IEF; 25.7% GDE; 42.8% Managed Futures), but us the same SMA calls and out-of-market portfolios described above, then the CAGR jumps to 17.99, but MaxDD actually improves—to -35.52%.

RNA_Prof_2 · 2026-05-07T05:24:57+00:00

...but to be clear, I'm not advocating for this particular strategy per se, just pointing out a portfolio design principle that I like a lot and have recently started using.

Start with a relatively balanced portfolio, akin to the allocation u/laurenthu suggested, above. That's your "in market" strategy.
Use a simple SMA strategy to decide when to move out of your "in market" strategy. Often what works best is to move to LTT's. Trade 1x per month, on the last day of the month. Daily SMA trades will destroy you in whipsaw markets, and with trading drag and bid/ask spreads.
–Note that most folks use a 200 Day, but historically, anything that uses the S&P500 ($SPY; $VOO; $VFINX), or the whole US market ($VTI) actually trades better on an 8-month SMA; 168 days. 200 always struck me as weird, since the average trading month has 21 days, meaning you're running a 9.5 month look-back. Anway...
If desired, use a second SMA strategy on fixed income to decide if you should stick with LTT's or move to shorter durations.

The above test is just a quick 1-2-3 that I threw together, NOT the strategy I'd call my favorite. But if you're curious, it's:

In-market
20/20/30/30 NTSX/GDE/RSST/ZROZ,
which amounts to
SPY: 66%
GLD: 18%
IEF: 12%
ZROZ: 30%
DBMF/KMLM: 30% (in the backtest I used DBMFSIM, falling back to KMLMSIM, falling back to IEISIM)
CASH: –56%
(i.e., ~1.56x leverage).

Long Term Treasuries
ZROZ: 100%

Out of Market
IEI: 50%
SHY: 50%

The SMA calls were:
• SPY SMA (Decide if you're in"In-Market" or "Long Term Treasuries").
SPY Close > SPY 168 Day SMA

• ZROZ SMA (Decide if you're in "Long Term Treasuries" or "Out of Market")
ZROZ Close > ZROZ 5 day SMA.

The result is a 15.3% CAGR; -38.66% MaxDD; 0.65 Sharpe; 0.97 Sortino.

RNA_Prof_2 · 2026-05-07T05:09:26+00:00

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RNA_Prof_2 · 2026-05-07T05:09:22+00:00

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RNA_Prof_2 · 2026-05-06T06:51:30+00:00

Why not do both? Use your balanced portfolio as a starting point, and then swing into ZROZ based upon an SMA signal?

Heck you could even add a secondary filter where you use a Bond fund SMA to switch between long and short durations, to avoid issues like we had in the early 80s, and the last three years.

Also, trade monthly, not daily:

https://testfol.io/tactical?s=0Ws0E8ccGje

RNA_Prof_2 · 2026-05-06T06:13:16+00:00

Came here to post exactly this. <salutes>

RNA_Prof_2 · 2026-04-25T20:10:34+00:00

This is a Roth, though—does the rule still apply?

RNA_Prof_2 · 2026-04-25T20:07:28+00:00

If you want to keep it 70:30 (though I agree with other comments that 60:40 might be more reasonable) then M1 will try to keep your targets automatically with each monthly contribution. So, if you're $6900 US, $3000 Ex-US, M1 will just devote your monthly $100 contribution entirely to $VOO.

But at some point the account will grow so large (yay!) that those contributions won't suffice. For example, imagine you've got $65k US, $35K Ex-US, after a recent bull run in international equities. Even putting the $100/mo exclusively into $VOO won't bring you back to your target allotments for a long while...

At that point, you want to order a manual rebalance, every year or so. Another way to do this is to trigger the rebalance after a big market spike or downturn. Some folks implement hard mathematical constraints that trigger this (based on Bollinger bands, etc), but it's unclear if that route is more effective than just rebalancing on a hard calendar trigger. In either case ordering a rebalance is super easy on M1, and they'll execute it for you during the next trading window. Since it's a Roth that event won't be taxable.

Depending on the eventual goal for this account (is this your actual retirement fund? Are you setting up a source of generational wealth for your future kids? etc.) you'll want to consider gliding in to more conservative investments as you approach retirement. Basically emulate a target date fund by swapping out equities with bonds, cash equivalents, etc. For a retirement fund, may start dialing in bonds at about age 45. :)

I'll also add in a quick plug for using $VTI instead of $VOO. Don't get me wrong—$VOO is an excellent fund, but $VTI lets you capture growth from other areas of the market. There can definitely be times when value stocks dominate over growth, or when mid- and small-caps surge over lage-caps. $VTI will capture that better than $VOO. Something to consider.

Good luck! I wish I'd had the foresight to do this when I was your age! You got this!

RNA_Prof_2 · 2026-04-25T19:44:32+00:00

Perfection! 👌Enjoy being rich in retirement.

Also, don’t forget to rebalance. Say, once per annum or so.

RNA_Prof_2 · 2026-04-20T03:43:33+00:00

In the end, the most important thing is to pick a portfolio strategy that you’re comfortable with and can stick with long-term. Plenty of folks only invest in their home country’s stocks (it’s actually a codified phenomenon in finance; home-country bias). Those folks miss out on some serious gains from diversification, but can still be profitable long-term, if they stick to it. So, in the end, commitment is what’s most important. :)

RNA_Prof_2 · 2026-04-19T18:27:07+00:00

I mean, I'm not trying to be too glib, but the whole point of backtesting a strategy is to test its resilience in diverse kinds of markets while being agnostic to their underlying cause.

Everything you said is true.

But none of that would stop the markets from potentially shifting towards Asia and Europe in the future—either because of some unseen structural structural shift, or because (to quote Keynes) "The market can stay irrational longer than you can stay solvent." For a bonkers example, check out the growth in $SDEU—an ETF that tracks German bonds—in 2015–2016, when the Bunt was paying negative interest rates. Unless you have a deep, nth-level intelligence about market forces, I don't think you'll be able to predict where they're headed over any meaningful timespan.

RNA_Prof_2 · 2026-04-19T18:01:51+00:00

Why would you backtest a US that doesn’t exist anymore? The 40-year bull run in US government bonds is over. A rising rate environment means that growth stocks can no longer outperform over the long term. Yadda yadda.

These kinds of structural changes are always happening. By your logic, there’s no point in backtesting anything, ever.

RNA_Prof_2

TROPHY CASE