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Generates and refines alternative ETF mixes.
Holdings and overlap
See the investments behind all ETFs in your mix. Combined holdings reveal overlap and concentration that ETF counts can miss.
Positions use original ETF weights. Coverage shows how much of the mix is disclosed; missing holdings stay unknown. Disclosures may be incomplete or undated and do not reconstruct past holdings.
Compare hypothetical mixes
Invented teaching example
Choose a mix in each column. These values are invented to explain the comparison, not measured model performance. No optimization runs here.
Seed baseline
A starting mix for the illustrative comparison.
- Projected ending value10 years · $100,000 start + $500/month · Invented example
- $215,000.00
- Annualized historical net growthDevelopment periods used during selection
- 12.2%
- Largest development-period declineLargest peak-to-trough loss within a development period
- 19.2%
- Later-test net return2025 · 12 months · Illustrative reserved period
- 9.1%
- Historical risk-limit score ↓
- 69.2 / 10090.9% of limit used
100 reaches a historical limit. This measures limit use, not overall investment safety.
Details & assumptions
- Annualized volatility
- 16.8%
- Mix structure
- 4 ETFs
- Illustrative development periods
- 2020–2021 · 2022–2023 · 2024
- Tightest historical limit
- Volatility 16.8% / 18.48% limit
ETF count does not establish diversification.
This simplified example compares the displayed decline and volatility with shared limits of 24.2% and 18.48%. Live results check additional historical scopes and cost cases. The logarithmic score is an index, not a percentage or a probability of loss.
The later-test row illustrates a separate historical period reserved before selection. These invented returns provide no actual validation or forecast.
Alternative A
Higher development-period growth, a deeper decline, and a lower later-test return than the seed in this example.
- Projected ending value10 years · $100,000 start + $500/month · Invented example
- $249,000.00
- Annualized historical net growthDevelopment periods used during selection
- 14.9%
- Largest development-period declineLargest peak-to-trough loss within a development period
- 24.1%
- Later-test net return2025 · 12 months · Illustrative reserved period
- 7.6%
- Historical risk-limit score ↓
- 97.9 / 10099.6% of limit used
100 reaches a historical limit. This measures limit use, not overall investment safety.
Details & assumptions
- Annualized volatility
- 17.3%
- Mix structure
- 8 ETFs
- Illustrative development periods
- 2020–2021 · 2022–2023 · 2024
- Tightest historical limit
- Decline 24.1% / 24.2% limit
ETF count does not establish diversification.
This simplified example compares the displayed decline and volatility with shared limits of 24.2% and 18.48%. Live results check additional historical scopes and cost cases. The logarithmic score is an index, not a percentage or a probability of loss.
The later-test row illustrates a separate historical period reserved before selection. These invented returns provide no actual validation or forecast.
Seed baseline
A starting mix for the illustrative comparison.
- Projected ending value10 years · $100,000 start + $500/month · Invented example
- $215,000.00
- Annualized historical net growthDevelopment periods used during selection
- 12.2%
- Largest development-period declineLargest peak-to-trough loss within a development period
- 19.2%
- Later-test net return2025 · 12 months · Illustrative reserved period
- 9.1%
- Historical risk-limit score ↓
- 69.2 / 10090.9% of limit used
100 reaches a historical limit. This measures limit use, not overall investment safety.
Details & assumptions
- Annualized volatility
- 16.8%
- Mix structure
- 4 ETFs
- Illustrative development periods
- 2020–2021 · 2022–2023 · 2024
- Tightest historical limit
- Volatility 16.8% / 18.48% limit
ETF count does not establish diversification.
This simplified example compares the displayed decline and volatility with shared limits of 24.2% and 18.48%. Live results check additional historical scopes and cost cases. The logarithmic score is an index, not a percentage or a probability of loss.
The later-test row illustrates a separate historical period reserved before selection. These invented returns provide no actual validation or forecast.
Alternative A
Higher development-period growth, a deeper decline, and a lower later-test return than the seed in this example.
- Projected ending value10 years · $100,000 start + $500/month · Invented example
- $249,000.00
- Annualized historical net growthDevelopment periods used during selection
- 14.9%
- Largest development-period declineLargest peak-to-trough loss within a development period
- 24.1%
- Later-test net return2025 · 12 months · Illustrative reserved period
- 7.6%
- Historical risk-limit score ↓
- 97.9 / 10099.6% of limit used
100 reaches a historical limit. This measures limit use, not overall investment safety.
Details & assumptions
- Annualized volatility
- 17.3%
- Mix structure
- 8 ETFs
- Illustrative development periods
- 2020–2021 · 2022–2023 · 2024
- Tightest historical limit
- Decline 24.1% / 24.2% limit
ETF count does not establish diversification.
This simplified example compares the displayed decline and volatility with shared limits of 24.2% and 18.48%. Live results check additional historical scopes and cost cases. The logarithmic score is an index, not a percentage or a probability of loss.
The later-test row illustrates a separate historical period reserved before selection. These invented returns provide no actual validation or forecast.
60 / 40 reference
A fixed stock / bond reference for context.
- Projected ending value10 years · $100,000 start + $500/month · Invented example
- $180,000.00
- Annualized historical net growthDevelopment periods used during selection
- 8.1%
- Largest development-period declineLargest peak-to-trough loss within a development period
- 15.4%
- Later-test net return2025 · 12 months · Illustrative reserved period
- 5.2%
- Historical risk-limit score ↓
- 32.9 / 10063.6% of limit used
100 reaches a historical limit. This measures limit use, not overall investment safety.
Details & assumptions
- Annualized volatility
- 10.2%
- Mix structure
- 2 ETFs
- Illustrative development periods
- 2020–2021 · 2022–2023 · 2024
- Tightest historical limit
- Decline 15.4% / 24.2% limit
ETF count does not establish diversification.
This simplified example compares the displayed decline and volatility with shared limits of 24.2% and 18.48%. Live results check additional historical scopes and cost cases. The logarithmic score is an index, not a percentage or a probability of loss.
The later-test row illustrates a separate historical period reserved before selection. These invented returns provide no actual validation or forecast.
Illustrative comparison: Alternative A shows 2.7 percentage points higher annualized growth and a 4.9 percentage point deeper decline compared with Seed baseline.
All examples use matching illustrative periods and zero modeled trading fees. Investor taxes are excluded. No optimizer rank or qualification is assigned.
Growth, risk, and the trade-offs.
Development net CAGR ↑
Compare annualized historical growth after trading costs.
In-run risk ↓
See how much of the historical risk limit each mix uses. 100% reaches the limit.
Weighted score f ↑
Weigh net growth against risk use and concentration preferences.
Cost resilience ↑
See how higher trading-cost assumptions affect net growth.
AI explains.
The mathematics calculates.
AI summaries explain computed results, assumptions, and trade-offs. They do not change metrics, scores, qualification, or rankings, and they do not recommend a portfolio.
Reports and a second-opinion export let you inspect the recorded evidence beyond the screen.
A useful question to ask
“What did this mix gain, what risks did it take, and did the comparison use the same assumptions?”
Historical or modeled hypothetical results are not a forecast, a suitability assessment, or a direction to invest.