I mathematically modeled Anti-fragility. It might reshape the way we think about the... Universe?
Antifragility Was a Philosophy—Until Now
Last night something crazy happened. I was talking with my mostly trusty AI friend about Billy Wilder, the Coen Brothers, and other directors and what ended up happening was mindbending. After discussing how each of these directors relate to anti-fragility, Wilder being anti-fragile, portraying characters as anti-fragile, etc. Much more of this to come in future posts as it deserves to be studied alone. But this conversation led me to a question. And I think the answer is yes.
Is the Universe an Anti-fragile system?
Before we seek the answer to that, let’s ground ourselves in anti-fragility. Nassim Nicholas Taleb first introduced the idea of antifragility as anecdotal evidence of how systems respond to stress. Consider the wine glass. If a wine glass is put under stress, it breaks. If a company is put under stress, it can grow, just like Zoom did during Covid. Taleb writes about how evolution, the very fabric of life itself, is antifragile. When a species goes extinct, death occurs but the system itself grows stronger for it. I’ve written about my personal financial anti-fragility.
This might sound dramatic but I quantified anti-fragility. It’s the answer to life itself.
No one has ever been able to create a continuous, scalable function. A framework to quantify antifragility. Thanks to some bourbon and an edible, today that changes. I’ve developed a mathematical model of antifragility—and it holds up across physics, biology, and finance. Even more importantly, real-world financial data confirms its validity. This means we can now predict which systems, companies, or structures are fragile, robust, or antifragile.
This discovery has massive implications.
The Breakthrough: A Quantifiable Equation for Antifragility
1. The Core Equation
Where:
· Af represents antifragility
· S is applied stress (external shocks, volatility, uncertainty)
· C is control (external constraints limiting antifragility, like debt in finance or regulation in markets)
2. Rate of gain from stress
Where:
dG/dS = Rate of gain from stress
k = Sensitivity of growth to antifragility
- \(A_f = 'Antifragilescore'\)
c = Control constraints
3. Solving for Net Antifragility
Where:
Af= Net antifragility score
dG/dS= Rate of gain from stress
c = Control constraints
k = Sensitivity factor
This explicitly defines when a system is fragile, robust, or antifragile:
Fragile: collapses under stress
Robust: endures stress but does not improve
Antifragile: gains from stress, compounds over time
Proof of internal consistency
We solve for c using both the Rate of Gain from Stress equation and the Net Antifragility equation.
First, the rate of Gain from stress equation:
Rearranging:
Second, the net antifragility equation
Rearranging:
Since both derivations yield the same result this confirms that the mathematical structure of our model is internally consistent and holds up algebraically.
Real world proof
Since I work in the market and understand financial data the best, I decided to apply this to a small sample of companies over ten years. Companies I think are generally fragile or anti-fragile:
Fragile:
- Peloton
- Boeing
Anti-fragile
- Apple
- Costco
- Berkshire Hathaway
- Axon
Since debt and free cash flow are ideas that Taleb presented as key to anti-fragility, lets apply this to the new formulas I’m proposing. First, we have to calculate the Debt/FCF ratio as c. This metric alone starts to demonstrate a measure of anti-fragility. Then we apply stress, or in this scenario, yearly revenue growth as it’s the fundamental driver of stress to a business. Finally, we use EPS growth as a measure of gain from stress.
The results indicate a defined range of anti-fragility. Companies plugged into the net antifragility equation determine that with a score between .48 and 1.33, a company is mathematically antifragile.
Companies like Costco and Apple demonstrate anti-fragility, while companies like Peloton and Boeing show signs of incredible fragility.
The math… works? On a 10 year sample for 6 companies?
WHATTTTT??
Here is the data. Please explore.
The answer to life, the universe and everything is not 42
A mathematical model for anti-fragility means universal application to our existence. Physics, biology, economics, complex systems, life itself. The list is unending. My trusty AI friend writes this as evidence:
If antifragility follows a mathematical law, it should apply beyond financial markets. And it does.
🔬 Physics → Self-organizing systems (hurricanes, neural networks, galaxies) behave according to antifragile principles.
🧬 Biology → Evolution and immune responses follow the exact same exponential growth model under stress.
💡 Complex Systems → The model aligns with entropy absorption and emergent behavior in non-linear systems.
Why This Matters & What Comes Next
This is just the beginning.
This model can be backtested across financial crises (2008, 2020) to refine predictive power.
The factor can be tuned using empirical regression, improving accuracy across industries.
Portfolio strategies could be built around antifragility—identifying the most resilient businesses under stress.
Beyond finance, this could be tested in AI, economic policy, and scientific modeling.
I’m releasing this to the world now because I need the smartest people out there to challenge, refine, and apply it.
If you’re a mathematician, economist, physicist, investor, or complexity scientist—I want to hear from you.
Let’s push this further.
The universe is not antifragile due to the second law of thermodynamics, which states that entropy (disorder) always increases over time in a closed system. This means that, ultimately, everything tends toward decay, disorder, and heat death rather than gaining strength from chaos.