投資方法、資產配置與市場研究，從資料、回測與風險出發。https://invest.fantasymaya.org/https://invest.fantasymaya.org/posts/entry-signal-cross-validation/https://invest.fantasymaya.org/posts/entry-signal-cross-validation/用 131 檔近十年台股日線，把隨機日期、左側 −20%、120 日突破與 252 日突破，交叉套用 −10% 停損與 VIDYA 12/50 出場，比較八組完整報酬分布。Sun, 20 Sep 2026 00:00:00 GMThttps://invest.fantasymaya.org/posts/right-side-breakout-regime-note/https://invest.fantasymaya.org/posts/right-side-breakout-regime-note/用 131 檔、近十年台股日線，分析右側突破的 −10% 停損、VIDYA 12/50 出場與長尾報酬。Sun, 20 Sep 2026 00:00:00 GMThttps://invest.fantasymaya.org/posts/taiwan-dynamic-leverage-part6/https://invest.fantasymaya.org/posts/taiwan-dynamic-leverage-part6/用同一個1.5倍有效曝險，比較VT、009826、VTI、VOO、QQQ、0050、台積電與00631L，拆開報酬、波動、質押與匯率風險。Fri, 11 Sep 2026 00:00:00 GMThttps://invest.fantasymaya.org/posts/peak-drawdown-dca-tradingview/https://invest.fantasymaya.org/posts/peak-drawdown-dca-tradingview/用 TradingView 實測 0050：每月同樣入金 1,000 元，比較定期定額與等高點回撤 10%、20% 才買。附十年資產曲線、等待現金、最大回撤與完整 Pine Script。Sat, 05 Sep 2026 00:00:00 GMThttps://invest.fantasymaya.org/posts/tsmc-txo-covered-call-delta-backtest/https://invest.fantasymaya.org/posts/tsmc-txo-covered-call-delta-backtest/用 2010–2026 年 TXO 實際 bid、官方最後結算價與台積電含息報酬，檢驗 0.05～0.25 Delta 的 Sell Call 打穿率與期望值。Sat, 29 Aug 2026 00:00:00 GMThttps://invest.fantasymaya.org/posts/sigma-left-side-backtest/https://invest.fantasymaya.org/posts/sigma-left-side-backtest/相同每月預算，比較 DCA、單日跌 1.5%／2.5% 後買進：看 0050、SPY、VT 的資產累積圖與期末差額，再談 80/20 折衷方案。Mon, 24 Aug 2026 00:00:00 GMThttps://invest.fantasymaya.org/posts/taiwan-dynamic-leverage-part5/https://invest.fantasymaya.org/posts/taiwan-dynamic-leverage-part5/比較0050、00631L、質押0050維持2x、MU與MUU，拆解每日波動、槓桿耗損、融資成本與追繳風險。Sun, 16 Aug 2026 00:00:00 GMThttps://invest.fantasymaya.org/posts/taiwan-dynamic-leverage-part4/https://invest.fantasymaya.org/posts/taiwan-dynamic-leverage-part4/用十年樣本外資料、同平均曝險基準與2,000次排列檢定，檢查每週切換0050與00631L能否提高CAGR。Fri, 14 Aug 2026 00:00:00 GMThttps://invest.fantasymaya.org/posts/ray-dalio-ai-bubble-portfolio/https://invest.fantasymaya.org/posts/ray-dalio-ai-bubble-portfolio/看完 Ray Dalio 談 AI 泡沫後留下的三個想法，以及一套還在思考、並不準備照表執行的80%股票配置。Sun, 09 Aug 2026 00:00:00 GMThttps://invest.fantasymaya.org/posts/taiwan-dynamic-leverage-part3/https://invest.fantasymaya.org/posts/taiwan-dynamic-leverage-part3/每週更新短期波動、融資與點位，顯示健康警示；核心配置由Part 2決定，不自動調倉。Sun, 02 Aug 2026 00:00:00 GMThttps://invest.fantasymaya.org/posts/taiwan-dynamic-leverage-part2/https://invest.fantasymaya.org/posts/taiwan-dynamic-leverage-part2/用台積電EPS、合理P/E、目前點位與長期臺灣50波動率，估算三種Kelly月度核心配置。Thu, 09 Jul 2026 00:00:00 GMThttps://invest.fantasymaya.org/posts/taiwan-dynamic-leverage-notes/https://invest.fantasymaya.org/posts/taiwan-dynamic-leverage-notes/先釐清 Kelly 準則回答什麼，再用 P/E、EPS 成長與波動率檢查台股曝險，並把目標曝險換算成原型 ETF、正二與現金配置。Sun, 14 Jun 2026 00:00:00 GMT