In the heart of the village, the legend of the red and blue sacks lived on, carried by the winds of time. The tale of these unassuming sacks had transcended the boundaries of the mountain, reaching far and wide. It was a story of resilience, adaptability, and the unwavering spirit to recover—a story that the villagers still held close to their hearts.

The red sack, with its commanding presence, bore 7 colossal balls that overshadowed the 493 smaller ones clustered around them. Its design was rigid and unyielding, a reflection of its inability to adapt to change. On the other side of the village square, the blue sack held its own—around 200 larger balls and approximately 300 smaller ones. This was the legacy of the mountain race that had taken place years ago—a race that had taught the villagers invaluable lessons about adaptability and the unpredictability of life.

However, despite the lessons learned on that fateful day on the mountain, the elder members of the community still harbored reservations. Some questioned whether the blue sack’s adaptability truly held more value than the apparent stability of the red sack. The whispers of doubt still echoed through the village, a testament to the age-old skepticism that clung to tradition.

These doubts were whispered in hushed tones during gatherings and conversations. The elders, their experiences rooted in the old ways, hesitated to fully embrace the newfound wisdom. They yearned for tangible proof that the blue sack’s adaptability would prevail beyond the confines of the village square. And so, it was decided—a journey would be undertaken to test the resilience of the sacks in the vast expanse of the open sea.

The ship set sail with the sacks as cargo, each sack a vessel of lessons learned and wisdom earned. The ocean’s endless waves mirrored the journey of life, embodying both the tumultuous storms and the tranquil calm that came in their wake. The red and blue sacks, side by side, faced the uncertainty of the open sea, each bearing their unique characteristics.

As they ventured further from shore, it became clear that inertia had taken hold of the red sack. Its rigid design impeded its ability to adapt to change, causing it to sink deeper into the depths, where it could barely budge and remained stuck at the base of the ocean, waiting for a strong current to untangle it from its misery. The blue sack, however, appeared to descend alongside the red sack, initially looking perfectly identical to its peer.

But as they reached the base together, the blue sack revealed its true nature. Just as the villagers had witnessed in the village square, the blue sack performed its ritual readjustment. The larger balls gradually decreased in size, allowing the smaller balls to grow, giving it a subtle jiggle of buoyancy. With a heave from the bottom of the sea, as if the blue sack knew how to navigate the depths, it exhibited nimbleness that contrasted starkly with the red sack’s unyielding nature. The blue sack once again bounced back, leaving the red sack entrenched with the curse of magnanimity. The blue sack’s journey was far from over, and the villagers were prepared to discover whether the blue sack’s adaptability would stand as a beacon of hope amidst the sea’s uncertainty.

As the sun dipped below the horizon, casting a warm glow over the endless expanse of the sea, the tale of the sacks continued to unfold—a testament to the power of archaic ideas that continue to hold us back and the new and modern ideas that give us hope for a new future, where intelligence can overcome the inefficiencies of the past."

The S&P 500 and most MCAP weighted benchmarks are concentrated and experience significant drawdowns whenever the market goes into a drawdown or starts to stagnate. S&P 500 has experienced many drawdowns in the past, with the maximum drawdown reaching as low as -56.47% between October 9, 2007 and March 14, 2013. The recovery time for the S&P 500 to bounce back from these drawdowns varies, with the longest recovery period lasting 2625 days between March 24, 2000 and June 1, 2007. The current drawdown from January 6,  2022 recovery is already 606 days old. This suggests that while the S&P 500 is capable of recovering from significant drawdowns, the recovery process can be long and gradual. A better design can reduce recovery periods to a fraction of the time, hence reducing drawdown risk and increasing returns.

Bibliography

The Tale of Two Sacks

Universal Indexing, Probabilities, Beating the S&P 500 and AI.

Are Indexing Funds Herding mechanisms

S&P 500 can’t forecast

S&P 500 Ain’t Passive

Need no AI to beat S&P500

How Passive MCAP Investing method is harmful to your wealth