Comment by xiphias2

One simple example is buying 2X S&P index ETF instead of 1x. There was a great article about the Kelly optimal S&P allocation, and with all the fees included it's about 2x. Of course there's increased execution risk for the ETF itself, which needs to be estimated.

Another thing where I may look stupid from outside is that I started to take some loan against my BTC and use that to finance my lifestyle, as currently (under $100k BTC price) my estimate of the Kelly optimal BTC allocation is more than 1. This is of course a personal estimate, I don't suggest other people to do the same thing, and again there's a lot of execution risk, so I do this only with a part of my portfolio.