Open quantitative research on retirement, investing, and the structural advantages of long-horizon discipline.

Two active research projects, both built on the same methodological premise: that basis-point-grade modelling of the actual tax and statutory framework, applied to the actual empirical record of institutional benchmarks, produces conclusions an individual investor can act on. Each project is fully open — methodology, tax engine, and source data are all published.

Retirement optimizer → Investing research → Contact

Research notes & tools

Two projects, one methodology

Both projects implement statutory-grade tax modelling for US and Canadian retirees, validated against published 2025 IRS, CRA, and provincial rates to basis-point precision. The first is an interactive simulator; the second is a written research note with current institutional data. They are designed to be used together.

Tool · Interactive · Browser-Only

Bi-Jurisdictional Monte Carlo Retirement Withdrawal Optimizer

Models bucket-by-bucket withdrawal sequencing, mandatory distributions (RMD & RRIF), dividend tax channels (eligible / non-eligible / qualified), corporate passive investing (Holdco / C-Corp), leveraged investing (Smith Manoeuvre / I.R.C. §163(d)), and Safe Withdrawal Rate frontier across confidence levels. All computation runs locally in the browser — no portfolio data leaves the device.

Jurisdictions: US + 5 states · Canada + 4 provinces PDF: 21 pages, 48 KB
Project page Launch tool Methodology PDF

Research Note · PDF + Landing

Passive Indexing and the Percentile Comparison

A research note testing the claim that a personal passive-index portfolio outperforms the great majority of professionally-managed pensions and university endowments over rolling 10-year periods, using FY2024 and FY2025 data from NACUBO, CPP Investments, Ontario Teachers', the Yale Investments Office, and Cliffwater. Includes a 12-entity direct ranking, five mechanisms of institutional underperformance, and a five-point antithesis section.

Data window: FY24 / FY25 cycles PDF: 19 pages, 54 KB
Project page Research PDF

Methodology

What makes the work different

  • Statutory-grade tax engines. Every rate, bracket, and clawback is sourced to an explicit code section (I.R.C. §1411 NIIT, ITA s.20(1)(c) interest deductibility, Treasury Reg §1.401(a)(9)-9 Uniform Lifetime Table, Income Tax Regs s.7308(4) RRIF prescribed factors, etc.) and validated against CRA and IRS published rates to the basis point.
  • Real institutional data, current cycle. Both projects use the most recent reporting cycle from named institutions (CPP Investments FY26 8.8%, NACUBO-Commonfund FY25 7.7%, Yale FY25 9.4%, OTPP CY2024 7.4%, etc.), not stale 2013-era figures.
  • Explicit antithesis. Every conclusion is followed by the strongest case against it. Window-selection bias, self-reported survivorship, sequence-of-returns risk, tax-arbitrage advantage favouring institutions, behavioural execution gap — all treated as candidates for the headline result being wrong.
  • Open methodology, no advice. The author is not a licensed advisor in any jurisdiction. Everything is published as a planning aid and a basis for technical discussion, not as financial advice.

Discussion welcome

Methodology corrections, data updates, and counter-arguments to the headline findings are all welcome. Each project page links to the same contact form. Messages are routed privately to the author and never posted on the site.

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