What is the phrase used for a "theory of mine" or a "theory I made up or came up with"? There's a phrase for this, but I don't remember what it was. Was it "pocket theory" or "pocket theory of mine"? I don't remember the exact phrasing, but I heard it in a YouTube video recently.
There's probably more than one way to express this idea, but one common one is pet theory. As the Collins English Dictionary puts it:
Someone's pet theory, project, or subject is one that they particularly support or like. [link]
This is not exactly the same as what you describe, in that a person could have come up with a theory but not actually support it, or could support a theory that someone else came up with; but in most situations I think that "pet theory" would convey what you mean.