See the market backdrop.
Compare historical market states with the variables you choose. Check how each variable is transformed and what the diagnostics say.
Connect your holdings to market conditions. Reveal shared exposures, compare risk across regimes, and inspect the evidence behind every result.
Above: actual monthly Fed & BLS observations via FRED, retrieved 14 September 2026. Economic context only; the private app adds your saved model and portfolio evidence. Sources and values
From market context to portfolio questions
Compare historical market states with the variables you choose. Check how each variable is transformed and what the diagnostics say.
See how capital weights differ from risk contributions, and compare the same portfolio across estimated regimes.
Explore the charts, inspect the source evidence and export a review you can revisit. Your completed analysis stays intact while you edit.
Your first review
One route through your portfolio. Deeper diagnostics are there when you want them.
See the short guideAdd tickers and weights in Overview.
Set features, transformations and dates in Research.
Build exposures, then the risk analysis in Portfolio risk.
Export the summary and saved run in Review / export.
Evidence you can inspect
Portfolio history, measured exposures and probability-weighted risk comparisons, with the dates, transformations and data sources attached.
Supports long-only USD portfolios with supported equity/ETF history and explicit cash treatment. Historical estimates describe the sample; they do not predict returns.
Yes. It uses published Federal Reserve and Bureau of Labor Statistics observations, with downloadable values and source links. It shows economic history, not an investment track record.
Yes. Choose your variables, dates and model. Recommended transformations apply on Build; compatible custom transformations are available. Your previous completed result remains saved.
As a model-defined historical state. Membership probability is not forecast confidence, and a historical risk difference is not a promise of diversification or performance.
Built by Joe Bunster
Tell me what you want to understand. I’ll confirm availability and the account to use.
Applied mathematics and quantitative modeling, brought to portfolio review.
Joe’s background