Understand the decisions behind your plan.

01 / A transparent risk score

Framework references: FINRA risk tolerance and Investor.gov allocation and diversification. These explain the principles, not our specific numerical thresholds.

Loss tolerance, behavior in a decline and investment objective determine risk willingness. Financial capacity separately considers time horizon, cash flow, emergency reserves, debt, income stability and goal flexibility. It cannot increase risk willingness. Income and account size do not reduce risk willingness. Experience limits the individual-stock budget.

Financial capacity then sets an upper limit. Short horizons, high-interest debt, negative cash flow, limited reserves and large near-term withdrawals can reduce the final score.

Withdrawal bands reserve their upper edge in cash (5%, 20%, 50% or 100%) before taking market risk. Individual-stock preferences cap direct stocks at 0%, 20%, 60% or 85%; other constraints may lower these ceilings. Concentrated sizing discounts higher historical volatility. These numerical thresholds are disclosed product rules, not a regulator-endorsed or clinically validated risk scale.

0–20 Conservative · 21–40 Moderately Conservative · 41–60 Balanced · 61–80 Growth · 81–100 Aggressive.

02 / Rules for diversification

Three allocations explore lower, matched and higher risk within your financial safety limit. Equity exposure increases with the score; cash reserves respond to withdrawal needs.

Account size does not exclude individual stocks. Core Allocation and Growth Focus screen the current US exchange-listed common-share and ADR universe using the latest five years of split- and dividend-adjusted prices. Stocks with missing history or fewer than five usable years stay visible in the stock universe but are not assigned invented returns.

Candidates are ranked primarily by five-year CAGR, with three-year/one-year growth and volatility/drawdown penalties, after minimum price ($5), market cap ($300m), liquidity ($2m average daily traded value), listing-status and historical-risk checks. Growth goals, loss tolerance, experience and horizon determine position sizes. An experienced investor seeking aggressive growth, stating 30%+ loss tolerance, with score at least 70, a horizon of 3+ years and adequate finances can receive a growth-oriented core and an optional Conviction Growth allocation. Core stock targets are 45% for 3–5 years. With an effective score above 80 and a horizon of 5+ years, either long-term growth or aggressive growth can receive a 60–70% stock-led core. Limited goal flexibility or 3–5 years of recovery patience can still permit a diversified stock-led portfolio; they do not qualify for concentrated sizing. Conviction Growth targets up to 70% and 85% respectively, across at most 12 companies. Other profiles keep lower stock limits; beginners remain capped at 15%. Short-term needs, debt and inadequate reserves can rule stocks out.

The ordinary stock allocation keeps at least 20% broad equity ETFs, with 8% per company (4% in its highest-risk group). Conviction Growth keeps at least 15% broad ETFs for 3–5 years and 10% for 5+ years. Its direct caps are 15% per established stock, 10% per highest-risk stock, 60% per sector and 40% per selected theme. Total highest-risk stocks are capped at 30% for 3–5 years and 40% for longer horizons. Its bonds are optional, with up to 98% equity subject to cash needs. The growth-oriented core has lower limits: 10% per company, 6% per highest-risk company, 18% total highest-risk stocks, 40% per sector and 30% per theme, retaining at least 15% broad ETFs for high-score stock-led cores and 20% otherwise. The non-concentrated core uses up to 14 companies at high scores. All stock targets remain subject to the explicit 0/20/60/85% preference ceiling, cash needs and eligible-company limits. If fewer names can still form a diversified allocation, those positions remain instead of discarding the entire sleeve. Capital Focus stays ETF-only. These educational rules do not establish suitability or predict losses. Historical returns are not financial-quality scores or forecasts of company growth.

Industry preferences (optional)

Select any of eight industries, or skip the question. Preferences do not affect the risk score. Eligible stocks in chosen industries get a turn in selection before the wider-market allocation is filled. Sector ETFs supplement exposure where appropriate, funded from equity ETFs rather than cash or bonds.

Under the ordinary rules, targeted stocks and sector ETFs together are capped at 35% for high scores, 25% for growth scores and 8% for moderate scores; no selected theme exceeds 20%. Industry ETF allocations total at most 20% (10% in Capital Focus), with at most 12% in one ETF. Company and sector constraints remain. These are direct tagged weights; broad ETF exposure is additional and holdings can overlap.

For qualifying growth-oriented cores, targeted exposure can reach 60%; for Conviction Growth it can reach 85%. Industry ETFs only fill remaining gaps, capped at 8% total and 5% per ETF. Direct business matches come before broad category matches. Space means launch, spacecraft and satellite businesses; a generic military classification alone does not qualify. Reviewed company links and selection explanations appear alongside the portfolio. Company recognition never overrides growth or data filters.

Conviction Growth may include matching recent listings or resumed trading histories with at least one continuous year and 240 observations, capped at 5% each and 15% in total. They are not assigned five-year returns. Stocks with less than a year remain research-only. No profitability, valuation or balance-sheet quality model is implied.

Nasdaq industry categories are supplemented with business tags for coarse categories such as data-center REITs. These tags describe business exposure, not a fundamental-quality assessment. XLE primarily covers traditional energy; global/theme funds may hold foreign companies. Fund mandates can change over time. Same-period comparisons show when a preference reduces historical returns.

03 / Historical performance

We calculate portfolio value from holding weights and daily adjusted close. Fractional shares are rebalanced each month. CAGR, total return, annualized volatility, Sharpe ratio, drawdown and calendar-year returns come from this portfolio value series.

Each strategy and its SPY / QQQ benchmarks use an identical shared trading calendar. Missing data or different inception dates can shorten the requested period. All comparisons show their actual start and end dates. A defensive portfolio may trail equity benchmarks while taking less risk.

Strategy cards show each basket’s own available period. The comparison table uses a common period across all three strategies, with dates shown. Short-history holdings can shorten this table without erasing the longer history of other strategy cards. The questionnaire score does not estimate a portfolio’s maximum loss. Concentrated alternatives include a stated stock-loss stress illustration and can exceed the investor’s stated loss tolerance.

Cash and the Sharpe risk-free rate assume 0%. Taxes and trading costs are excluded. Results are hypothetical, even when actual historical prices are used. Applying today’s stock selection to past prices introduces hindsight and survivorship bias; the historical chart is not a contemporaneous strategy track record.

04 / Data you can identify

The default free feed uses Tencent Finance for regular-session quotes and Yahoo Finance for supplemental quotes, timestamped pre-market / after-hours prices and dividend-adjusted historical prices. The dashboard refreshes every five seconds; supplemental quotes are cached for thirty seconds. Quote times are shown in New York time.

With Alpha Vantage configured, quotes use the end-of-day endpoint and historical calculations use dividend- and split-adjusted prices. The dashboard names ETF proxies explicitly when direct index quotes are not used. QQQ tracks the Nasdaq-100, not the Nasdaq Composite.

Data can be delayed or unavailable. A provider outage does not silently switch real results to simulated performance. Refresh frequency is not a guarantee of exchange-level real-time delivery. Changes are measured against the previous regular-session close, including for extended-hours prices. Historical backtests exclude the unfinished session. An explicitly selected Demo Data mode remains available for testing.

05 / Your information

No account is required. Assessment answers are sent to the server for calculation but are not stored in a user database. Unconfirmed choices stay in the browser tab session. Confirmed portfolios are saved in persistent browser storage with fixed entry prices, shares and creation time. They remain after closing a tab; clearing site data removes them. Each device/browser has its own saved list.

There is no trade execution, brokerage connection or cloud portfolio sync in this version. Dollar allocations assume fractional holdings and do not account for broker minimums.

06 / Saved portfolio tracking

Confirming opens Saved Portfolios and freezes fractional holdings at the latest available real quotes. The tracker refreshes every 15 seconds while viewed and reconstructs completed daily closes when you return. The chart starts at the confirmation amount; daily rows start with the first full trading day after creation.

Tracking measures the market value of securities and uninvested cash. Shares adjust for splits. Cash dividends, interest, fees and taxes are excluded. No rebalancing, deposits or withdrawals are assumed. This differs from the dividend-reinvested, monthly-rebalanced historical backtest. Missing price or corporate-action data withholds total values.

07 / Investment Disclaimer

This platform provides educational portfolio allocation tools and does not constitute personalized financial, investment, tax or legal advice.

Past performance does not guarantee future results. Investment involves risk, including possible loss of principal. You are responsible for evaluating the assumptions and whether an investment is appropriate for your circumstances.