Sharpe Ratio is so 2010. Move beyond mean-variance optimization in this interactive tool, designing portfolios that account for the full distribution of possible outcomes across 13 different macro regimes, because your capital assets don't correlate on a single number.
explore tool →The forces outside your control define the distribution of possible futures. Thirteen macro questions—spanning geopolitics, energy, AI, inflation, interest rates, semiconductors, and climate—each with four discrete scenarios, yield 52 possible worlds with probability weights assigned via hybrid human-AI forecasting.
read more →Ignoring expected value isn't a cognitive bias, it's the correct adaptation to reality's structure. How we consider outcomes across the entire distribution shapes everything from equity performance to political alignment, yet lacking shared language for distribution shape, it's routinely mislabeled as bias or conflated with fundamental forces.
read more →Popular equity models like CAPM and factor investing mistake results for drivers. They've become a self-referential exercise in fitting lines to past data while conflating the real and financial forces that actually move markets. I take a stab at looking at which causal forces created these prices in the first place.
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