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 5%, 20%, 50% or 100% cash. Stock preferences cap direct company shares at 0%, 20%, 60%, 85% or 100%; they do not set a target. Product thresholds are educational rules, not validated suitability measures.

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

02 / Rules for diversification

Two alternatives share the same suitability envelope: a default ETF Portfolio and a Stock-Enhanced Portfolio. Objectives adjust equity and company-stock budgets. No gold, REIT or bond sleeve is mandatory.

Account size does not exclude individual stocks. Current exchange-listed common shares and ADRs need five verified years of adjusted history. Missing or shorter histories remain research-only.

Eligible stocks use cross-sectional percentile scores: 40% one-year momentum, 35% volatility and drawdown, 15% traded-value liquidity and 10% five-year CAGR. Minimum price, liquidity and listing checks apply. Profitability, valuation and balance-sheet factors are disabled because verified fundamentals are unavailable.

The stock sleeve contains 4–12 companies, normally at least 2% each. Direct company caps are 5%, 8% or 12% by risk and experience; direct sector/theme caps rise with the score, to at most 40%. An ETF core remains. The latest 252 synchronized daily returns estimate covariance, shrinking off-diagonal covariances by 50%. Estimated risk above the envelope scales market positions down into cash. These estimates do not bound actual future losses.

Industry preferences (optional)

Industry preferences are optional and do not change the questionnaire score. Every direct stock must match at least one selected industry. Insufficient eligible companies or binding concentration limits leave part of the budget in ETFs or cash.

Sector and theme constraints measure direct-stock weights. Broad ETF holdings can overlap those companies and sectors. The X-Ray view reports available look-through exposure; incomplete fund holdings limit that analysis.

A predetermined simpler broad-US-equity / short-Treasury core can replace optional ETF sleeves if it has no worse return, volatility and drawdown in the recent estimation window. This is an in-sample choice, not proof that the simpler core will perform better.

Full walk-forward stock selection is unavailable: the provider snapshot contains today’s listings, classifications and screening statistics, not historical point-in-time universes. Replaying today’s winners would retain selection and survivorship bias.

Industry tags describe business exposure, not fundamental quality. Historical price growth does not establish profitability or predict future company growth.

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.

Both portfolios and SPY / QQQ are compared on exact shared trading dates. A return shortfall is acceptable when it buys meaningful risk reduction. Lower return with similar or worse volatility and drawdown fails validation; weak protection against both references is also flagged. Failed or unverified baskets are research-only and cannot be confirmed as recommendations.

Cash earns 0% in the illustration. Sharpe and Sortino use a disclosed constant annual effective risk-free assumption, defaulting to 0%; it is not a live Treasury yield. Taxes and trading costs are excluded. Today’s selection applied retrospectively has selection and survivorship bias. Five-year illustrations are not out-of-sample or walk-forward performance.

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.