Optimizing Portfolio Based on State of the World and Returns Geometry Preferences - 2026 to 2032
for background on the parameters and strategy, see The World in 2032: 13 Exogenous Realities
V4: 30 SECURITIES (CROSS-ASSET)
I · Objective & Constraints
Importance of tail risk. Higher values prefer survival over maximizing the mean.
The percentage of worst-case scenarios to evaluate (the "left tail").
The solver chooses the weights for the objective and constraints above, then overwrites Portfolio Composition.
II · Distribution of Outcomes
DISTRIBUTION OF 25,000 FUTURES
COMPUTING SCENARIOS...
III · Portfolio Composition
TOTAL: 0.0%
IV · Summary Statistics
Expected Return (mean) 0.0%
Typical Return (P50) 0.0%
P5 Return 0.0%
V · World States
hover or focus a cell for its meaning · click to lock a state at 100%