Pokémon vs Assets: cards against stocks, gold and crypto

The honest risk read: the worst fall each market ever took, how much it swings in a normal year, and its best and worst month. Excess return uses the 10-year Treasury yield, averaging 4.36% over the last year.

Excess return over volatility

The column labelled "excess return / vol" is the 52-week return less the average 10-year US Treasury yield over the same 52 weeks, divided by the annualised volatility. It is deliberately not called a Sharpe ratio: a Sharpe ratio is computed on the series of excess returns rather than on one window's total, and the difference matters on a number a reader may quote. Higher is better return per unit of movement; it is not a forecast.

Correlation

Each cell is Pearson's r on the two markets' period log returns, computed over the days both markets actually have a reading on — an inner join, never a value carried forward across a market holiday, which would correlate a real market against a constant and drag every coefficient toward zero. Fewer than 20 shared periods publishes nothing at all: the cell is hatched and reads "n/a", because a coloured square reads as a finding. The rolling chart repeats the same calculation over a moving window of 90 shared days.

The two flagship instruments

The matrix carries one individual card and one sealed product so a reader can see how much of a single asset's movement is the market and how much is its own. Each is the instrument with the highest sold dollar volume over the last 90 days that also has enough price history to correlate — at least 730 days for a card. Without that second rule the pick is always whatever set shipped six weeks ago, which has nothing to correlate. This build picked Charizard ex (151). The sealed pick is Pitch Black Booster Box.

Where the benchmark numbers come from

Equities, crypto, the 10-year Treasury yield and CPI-U come from FRED, the Federal Reserve Bank of St. Louis; gold is the COMEX front-month future from Yahoo Finance. They are pulled by this platform's own scheduled job, never fetched when you open the page, and each stored close keeps the publisher it came from. Updated weekly, Sunday night — this study is rebuilt in the weekly research job, not nightly: its inputs are six years of daily levels and a 90-day volume ranking, and neither answer changes materially between one Sunday and the next. This build carries 7 loaded benchmarks and 1001 days of card composite.

Real terms

The "after inflation" line divides the card composite by CPI-U read as a step function — each day uses the last published month, never an interpolation, because a reader's month does not get a made-up index level halfway through it. CPI publishes with a lag, so the real line ends where CPI does, not where the card market does.

Research classification generated from observable market data with stated confidence and assumptions. Not personalized financial advice.