Claude Shannon's Demon PROVEN 12.5% ALPHA

Volatility Harvesting Portfolio Rebalancing Simulator
Strategy Parameters
Target Stock Weight: 50%
Transaction Friction Fee: 0.0%
Rebalance Trigger Threshold: 0% (Every Step)
Price Volatility Amplitude: 2.0x ($100-$200)
💡 What is Shannon's Demon?
Claude Shannon (father of Information Theory) showed that balancing 50% cash with 50% of a zero-return, highly volatile stock generates positive geometric growth (+12.5% per cycle) by automatically buying low and selling high during dynamic rebalancing.
Timeline Step Scrub Step 2 / 2
Shannon's Portfolio
$1,125.00
+12.50% Return
Buy & Hold Stock
$1,000.00
0.00% Return
Harvested Volatility Alpha
+$125.00
+12.50% Alpha
Harvested Alpha Proof: Shannon 50/50 portfolio achieved $1125.00 (+12.50%) vs Buy & Hold $1000.00 (0.00%) over full cycle.
Step-by-Step Transaction & Cash-Stock Flow Ledger 3 Entries
Step Stock Price Action Trade Amount Shares Held Cash Buffer Stock Value Total Portfolio Value Buy & Hold Value
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