Risk-aware portfolio allocation.

The world your portfolio was built for no longer exists. Change it.

10 scenarios. Your probabilities. Your Ideal portfolio allocation updates in real time.
What risks do you see ahead?
Each slider starts at Current Research. Nudge left or right to express your view. Your portfolio updates in real time.
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 Research level (center dot). Slide left if you think the risk is lower, right if higher. Only deviations from Current Research produce allocation tilts. Click ▸ for details.
10×6 Mapping Matrix
1Macro Regimes
Your scenario weights feed through a 10×6 mapping matrix to produce probability estimates across 6 macro regimes. These regimes — not the scenarios directly — drive asset allocation. Click any regime for details and indicator thresholds.
Macro Outlook
Directional indicators for key macro variables based on Current Risks. Your slider adjustments shift these further.
Your IdealPortfolio
Baseline = Current Research allocation. Ideal = adjusted for your risk view.
Scenario Contribution Waterfall
Which scenarios drive the largest allocation shift for the most-moved asset.
Data Flow
10 Scenarios → 10×6 Matrix → 6 Regimes → 10 Assets
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 probability.
IdealPortfolio
Risk-aware portfolio allocation.
Research & Methodology
Scenarios, sensitivity modeling, sources, and assumptions
Sensitivity Matrix
How each asset responds to each scenario. ++ = strong positive, −− = strong negative.
Sources: BlackRock BII (BGRI), Eurasia Group Top Risks 2026, WEF Global Risks Report 2026, Wellington Management, CFR, EUISS, Munich Security Report, RAND, Dallas Fed, IEA, CBO.
Taxonomy: Morningstar, Vanguard, BlackRock, Schwab, Fidelity, AAII, Bridgewater All Weather, Yale Endowment, GICS, Bogleheads.
Limitations: Outputs allocation positions and directional indicators, not return predictions. Sensitivity scores are expert-judged ordinal rankings.
This is a scenario modeling calculator — not financial advice. Consult a qualified financial advisor before making investment decisions.
© 2026 Derrick Senior. All rights reserved.