Asset-class weight against strategic target; digital assets against its 5.0% maximum.
Each asset class's share of portfolio risk (bar) against its share of capital (grey).
Where the combined proposed package (RB-2026-0911-A + PX-2026-0911-D) would take the three policy-relevant sleeves.
How each asset class builds up to 100% of portfolio risk.
Pairwise 6-month correlation between the main exposures.
| US Eq | Intl Eq | Tech | Credit | Govt | Digital | |
|---|---|---|---|---|---|---|
| US Eq | 1.00 | 0.82 | 0.91 | 0.48 | -0.22 | 0.46 |
| Intl Eq | 0.82 | 1.00 | 0.74 | 0.44 | -0.18 | 0.39 |
| Tech | 0.91 | 0.74 | 1.00 | 0.41 | -0.26 | 0.52 |
| Credit | 0.48 | 0.44 | 0.41 | 1.00 | 0.18 | 0.21 |
| Govt | -0.22 | -0.18 | -0.26 | 0.18 | 1.00 | -0.08 |
| Digital | 0.46 | 0.39 | 0.52 | 0.21 | -0.08 | 1.00 |
Standardized exposure to eight style and macro factors (tick = neutral).
Relative strength against momentum rank (1 = strongest) for each sector.
Historical one-month probability of moving from each regime (row) to another (column).
| Risk-on | Late cycle | Vol transition | Defensive | |
|---|---|---|---|---|
| Risk-on | 71% | 21% | 7% | 1% |
| Late cycle | 12% | 63% | 20% | 5% |
| Vol transition | 6% | 14% | 54% | 26% |
| Defensive | 9% | 7% | 19% | 65% |
Weight available in each liquidity tier, normally (bar) and after stress haircuts (grey).
EventEdge model probability against the market-implied probability for each upcoming event.
Headroom to each percentage-based policy limit today (bar) and after the proposed package (grey).
Risk, drift and breaches under the current portfolio, the minimum-change option and the AI proposal.
How many Evidence Spine inputs fall in each confidence band.
Every view is labelled. Canonical demo data uses the same figures as every other screen. Simulated model analytics are deterministic demo fixtures, not production estimates and not client data.