Saturday, October 26, 2024

What To Do When The Bitcoin Math Doesn't Math

Here are the top holders of Bitcoin.

Satoshi plus the ETFs own about 10% of the 21 million Bitcoin limit. The supply is fixed at that amount with most of the available having been mined but because of the halving process, the final Bitcoin won't be mined for decades. Should the almost 10% owned by two constituencies (I am lumping all the ETFs together) be concerning in any way? That roughly two million Bitcoin is actually more than 10% because approximately 3.8 million Bitcoin are lost forever due to lost hardware or passwords. That number is from a Bankrate article I found on a Google search. I'd be curious to hear if anyone else does the same search and finds a different number of lost coins. 

How much Bitcoin, if any, do you own. I had a very lucky purchase in late 2018 and although I have rearranged how/where I own it, I haven't sold. As I've been saying, I will hold it until it grows into a life changing piece of money or until it craps out, I've described that as betting on the potential asymmetry.

In looking around on Google, I see estimates ranging from 20% of the US adult population owning at least a little Bitcoin ranging up to 40% with the average estimated amount owned equating to a couple of hundred dollars. That 40% could own Bitcoin makes no intuitive sense to me, I guess 20% is possible but that too seems a little high but who knows? 

There were 127 million US households as of 2022. So 25 million of them own a little Bitcoin worth a couple of hundred dollars? That obviously is nowhere near enough of a dollar equivalent value to solve anyone's problem. If you assume Satoshi will never sell and assume the ETFs will very rarely sell and 3.8 million Bitcoin are lost forever, that leaves 15.2 million for the rest of the world to split up. 

Of the 8 billion people on the planet, how many could buy some Bitcoin? If we guess just 2 billion people, and that is just a guess, and divide that into the 15.2 million Bitcoin, I think that works out to just under 1/100th of a Bitcoin per person, which works out to less than $100 per person at the current price.

First, is the math right based on my numbers? If so, then maybe there are better numbers to use but if I'm conceptually correct, how can Bitcoin possibly do what the touts say it will do? How can it solve anyone's problem? If everyone owned $100's worth at today's price and it went up 1000x in price, they'd own $100,000 worth. In thinking about a lifetime of spending, maybe buying a house or two otherwise paying rent, a few cars, having kids, saving for the future, $100,000 doesn't seem like it's anything and keep in mind I am assuming a 1000x gain which is a lot to rely on. The context is a lifetime of financial needs not a one shot deal. 

How many people own, more than $10,000's worth of Bitcoin? A Google search says 6.5% of Bitcoin holders own between 1/10 of a Bitcoin and 1 full Bitcoin. At just under one Bitcoin, I fall into this range. A different Google search says there are 106 million Bitcoin owners so about 7 million own between 1/10 of a Bitcoin and 1 full Bitcoin? I have no idea if any of these numbers are correct but those 7 million meaningfully skew the slightly less than $100 average we figured on above. 

All of the reasons to ascribed to what Bitcoin could possibly protect against are true for the most part related to inflation and debasement but I am having trouble seeing how Bitcoin can solve the problem.

I think it can be a productive portfolio addition betting on the asymmetry which of course argues for starting very small. From there, the decision about whether to ever trim it, rebalance it or just flat out sell it depends on the end user. I think I can stick to my plan of not selling until it grows into a life changing piece of money but we'll see. 

The above two portfolios are pretty consistent with a lot of the work we do here. SPBC owns 100% S&P 500 plus 10% in Grayscale Bitcoin Trust (GBTC) so the 10% to SPBC means 1% of that portfolio is in Bitcoin. I used BTCFX in Portfolio 2 to backtest a little further than we could with an ETF. I didn't want to backtest too far back because Bitcoin had massive gains in 2017 and 2020 that might not be repeatable. Even the gain in 2023 might not be repeatable but it's the best we can do. Portfolio 3 is just the Vanguard Balanced Index Fund (VBAIX) which is a proxy for a 60/40 portfolio and I benchmarked it to Bitcoin. 


The backtest assumes no rebalancing, letting Bitcoin succeed...or fail. The difference between Portfolios 1 and 2 is so slight that I'd say SPBC is meeting the expectation it is setting. Not all the Simplify funds are successful on this front and not all capital efficient funds are successful in this way. The portfolio stats are generally much better that VBAIX but it's hard to say whether that is more about the managed futures or TFLO than the Bitcoin exposure but it is fair to say the 1% to Bitcoin didn't hurt it. 

Finally, all the points I made arguing against Bitcoin's use case could probably be easily swatted down by the touts and true believers but man, I don't see it.  

The information, analysis and opinions expressed herein reflect our judgment and opinions as of the date of writing and are subject to change at any time without notice. They are not intended to constitute legal, tax, securities or investment advice or a recommended course of action in any given situation.

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