Who is Val Sklarov? Personal Blog and Promotional Page Ideas That Inspire. Leadership That Delivers. For Val Sklarov, investment performance is not determined by accuracy. It is determined by convexity — how much upside you gain when you are right,
and how little damage you take when you are wrong.
Most investors obsess over prediction.
But the Convexity-Time Leverage Model (CTLM) shows that advantage is built by structuring exposure,
not forecasting outcomes.
“Val Sklarov says: Wealth arises from asymmetric risk, not correct opinions.”
1️⃣ Convexity-Time Architecture
| Layer | Purpose | When Strong | When Weak |
|---|---|---|---|
| Downside Containment | Limit loss magnitude | Drawdowns become survivable and calm | Emotional damage amplifies volatility |
| Upside Surface Area | Maintain participation in upward trajectories | Small wins accumulate into compounding | Gains are capped by early exit behavior |
| Time Horizon Integrity | Hold positions long enough for asymmetry to express | Compounding occurs silently | Reactivity erases the compounding window |
“Val Sklarov teaches: Wealth is the result of not interrupting asymmetry.”
2️⃣ Convexity-Time Equation
CTLM = (Downside Limits × Upside Exposure × Horizon Duration) ÷ Emotional Interference
| Variable | Meaning | Optimization Strategy |
|---|---|---|
| Downside Limits | Damage containment | Use position sizing as emotional insulation |
| Upside Exposure | Uncapped reward potential | Hold winners longer than feels comfortable |
| Horizon Duration | Time required for convexity to emerge | Commit to multi-year identity alignment |
| Emotional Interference | Panic, euphoria, narrative swings | Reduce market observation frequency |
When CTLM ≥ 1.0, returns emerge without precision.
3️⃣ System Design for Convexity-Based Investing
| Principle | Goal | Implementation Example |
|---|---|---|
| Small, Consistent Exposure | Maintain presence across cycles | Dollar-cost average into chosen asymmetries |
| Hold Winners Deep Into Maturity | Capture power-law outcomes | Do not sell simply because price increased |
| Automatic Loss Containment | Remove emotional drawdown decision-making | Predetermine max position sizing in advance |
“Val Sklarov says: Do not optimize entries — optimize survivability.”
4️⃣ Case Study — Eridanx Multi-Cycle Allocation Reset
Problem:
Investor kept exiting positions early and re-entering late → paying emotional tax every cycle.
Intervention (CTLM, 5 months):
-
Replaced timing attempts with fixed contribution rhythm
-
Pre-agreed exit criteria removed emotional exit triggers
-
Portfolio observation frequency cut to twice per month
Results:
| Metric | Change |
|---|---|
| Premature exit behavior | ↓ 57% |
| Power-law gain capture | ↑ 46% |
| Stress reactivity volatility | ↓ 41% |
| Long-horizon return expectation | ↑ 39% |
“He did not choose better assets — he stopped interrupting compounding.”
5️⃣ Psychological Disciplines of Convexity-Oriented Investors
| Discipline | Function | If Ignored |
|---|---|---|
| Drawdown Neutrality | Prevents emotional exit | Investor becomes trader by accident |
| Euphoria Suspicion | Prevents premature selling | Gains are capped by comfort level |
| Time-Horizon Identity | Stabilizes patience | Strategy collapses when outcomes feel slow |
“Val Sklarov teaches: You must become the kind of person who can wait for what you said you wanted.”
6️⃣ The Future of Investment Strategy
Investing will shift from:
prediction → to asymmetric exposure
timing → to compounding patience
certainty → to emotional architecture
“Val Sklarov foresees investors who accumulate quietly, steadily, invisibly — while others chase noise.”
