A weekly publication, and the public surface of how I research and trade my own portfolio. Real money, my own calls, self-taught. The thesis: minerals, power, and space, the physical foundations the AI era runs on.
By the time an event becomes a narrative, and the narrative reaches an investor, the price has moved. Latent Lines is one idea, tested in public: that reading the news and the physical market together can help one person, me, recognize a structural shift before the story catches up.
The point isn't to be right. It's to catch me being wrong faster than I can rationalize it.
This isn't an automated check, it's a standing habit: before I publish, I push back on my own numbers and conclusions. I've caught real errors this way, more than once, before they went public.
Price levels get written down before the trade, not after. Where my broker supports it, the order sits and fires on its own. Where it doesn't, I still hold myself to the number I wrote down in advance.
A set of scripts checks my written claims against my actual data before every session. They've caught real drift, once, the model behind my read of the news went stale for weeks before anyone noticed. They don't fix problems automatically. They just make sure I can't miss them twice.
Real money, my discretion, on the record. Skin in the game is what keeps the analysis honest, and a loss is part of a long thesis, not a verdict on it.
Latent Lines is a personal experiment and a discipline, not a product, not a signal service, and not investment advice. If you want to see how one self-taught investor tracks a thesis and checks his own work in public, come read along.