We give a simple example of an n-tuple of orthonormal elements in L 2 (actually martingale differences) bounded by a fixed constant, and hence subgaussian with a fixed constant but that are Sidon only with constant ≈ √ n. This is optimal. The first example of this kind was given by Bourgain and Lewko, but with constant ≈ √ log n. We also include the analogous n × n-matrix valued example, for which the optimal constant is ≈ n. We deduce from our example that there are two n-tuples each Sidon with constant 1, lying in orthogonal linear subspaces and such that their union is Sidon only with constant ≈ √ n. This is again asymptotically optimal. We show that any martingale difference sequence with values in [−1, 1] is "dominated" in a natural sense (related to our results) by any sequence of independent, identically distributed, symmetric {−1, 1}-valued variables (e.g. the Rademacher functions). We include a self-contained proof that any sequence (ϕ n ) that is the union of two Sidon sequences lying in orthogonal subspaces is such that (ϕ n ⊗ ϕ n ⊗ ϕ n ⊗ ϕ n ) is Sidon.