Great article, it makes a good point. It would be nice to elaborate further if both strategies have the same upside.

You assume here that succes and failure are binary categories, but what if you take a spectrum instead, where ideas that turn out the most profitable are the most difficult to figure out early on?

That could explain why most investors want to be like Peter instead of Nancy, even if Peters are more likely to fail on average.

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we wanted to do a followup that was much more in-depth and numerical, having got the basic idea out the way, but never got around to it.