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
I. Inputs & Constraints
Sets importance of tail risk. Higher values prefer survival over maximizing the mean.
The percentage of worst-case scenarios to evaluate (the "left tail").
Finds optimal weights using parameters above.
IV. Distribution Analysis
DISTRIBUTION OF 100,000 FUTURES
COMPUTING SCENARIOS...
V. Portfolio Composition
TOTAL: 0.0%
VI. Statistics
Exp. Return 0.0%
Typical Return (P50) 0.0%
P5 Return 0.0%
VII. World States
Hover for conditional distribution