Step 1: Set your risk view
How likely are these scenarios? Drag sliders to reflect your view — your allocation updates instantly.
Current Risks = derived from latest research. Other presets model specific crisis scenarios. Your nudges appear as "Custom."
Scenario Risk Levels
Each scenario starts at the Current Risks level. Slide left if you think the risk is lower, right if higher. Only deviations from Current Risks produce allocation tilts. Click ▸ for details.
Step 2: Your ideal allocation
Your IdealPortfolio
Current Risks = research-derived allocation. Ideal = adjusted for your risk view via environment probabilities.
Step 3: See why
Your risk view shifts 5 market environments. Those shifts drive the allocation math. Here's how it breaks down.
Market Environment
Your scenario adjustments shift the probability of 5 market environments — distinct economic conditions defined by the intersection of growth and inflation dynamics. Asset sensitivities differ across environments, so shifting probabilities changes the recommended allocation.
Macro Outlook
Directional indicators derived from environment probabilities, reflecting Current Risks. Your slider adjustments shift these further.
Environment Contribution Waterfall
Which environments drive the largest allocation shift for the most-moved asset.
Your IdealPortfolio
Enter your current holdings to see how they compare to the scenario-adjusted recommendation.
Your Current Allocation
Enter percentage of your total portfolio in each category. Total should equal 100%.
Total0%
Gap Analysis
Compares your allocation to the recommendation. Green = could add. Red = may be overweight.
IdealPortfolio
Risk-aware portfolio allocation.Risk Monitor
The research behind Current Risks — what's driving each scenario's severity.
IdealPortfolio
Risk-aware portfolio allocation.Research & Methodology
Scenarios, environments, sensitivity matrices, sources, and limitations
Scenario → Environment Mapping
How each scenario shifts environment probabilities. Derived from transmission channel analysis.
Environment → Asset Sensitivity
Asset outperformance (+) or underperformance (-) during each environment. Calibrated from 1973–2023 data.
Sources: Bouyé-Teiletche 2025 FAJ, Robeco/Baltussen 2022, BlackRock BII (BGRI), Eurasia Group 2026, WEF 2026, World Gold Council, AQR, Man Group, Dallas Fed, IEA, CBO, CFR, EUISS, Munich Security Report.
Limitations: Outputs allocation positions, not return predictions. Sensitivity scores are empirically calibrated ordinal rankings.
This is a scenario modeling calculator — not financial advice.
© 2026 Derrick Senior. All rights reserved.