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Rebalancing · Scenario Lab

Scenario Lab

Structures the committee could choose to own, and what each one costs
DEMO DATAResearch only · no execution path
What changed

Four scenarios are now modelled against the same portfolio state: hold, the AI package, the minimum change that restores policy, and a custom construction.

Why it matters

The choice is not whether to trade but which structure the committee prefers to own, at what tax and turnover cost.

Watch / decide

The AI package resolves both breaches for $420K in tax; the minimum change resolves them for the same tax with 40% less turnover.

Model confidence 91%
Four structures · same portfolio state

Scenario Comparison

Best value per measure shown in green
Measure
Portfolio risk72 / 10058 / 10063 / 10062 / 100
Drift6.4 / 102.1 / 103.3 / 104.5 / 10
Policy breaches2 softNoneNoneNone
Liquidity (cash)12.6%13.0%14.3%13.0%
Concentration (tech)18.7%17.0%17.0%17.0%
Estimated tax cost—$420K$420K$421K
Transaction cost—$38K$25K$56K
Regime fitWeak · 42Aligned · 81Partial · 64Partial · 63
Turnover0.0%4.2%2.5%5.0%
Portfolio-level outcome of RB-2026-0911-A + PX-2026-0911-D combined

Current → Proposed

Risk
72 → 58
Drift
6.4 → 2.1
Breaches
2 → 0
Current After combined package
Toggle any leg — every measure recomposes

Candidate Actions

5 of 6 selected
Risk
72 → 58
Portfolio risk score
Drift
6.4 → 2.1
Structural drift score
Policy
0 breaches
Soft breaches outstanding
Cost
$458K
$420K tax · $38K friction
Allocation shift implied by the selected legs

Before / After Portfolio

Upper bar before · lower bar after
BucketBefore → after · policy target markedBeforeAfter
US Equity
38.4%36.7%
International Equity
16.2%16.2%
Defensive Sectors
9.1%10.4%
Fixed Income
12.6%12.6%
Alternatives
5.3%5.3%
Digital Assets
5.8%5.0%
Cash
12.6%13.0%

The vertical marker on each row is the policy target weight. Selecting no legs leaves both bars identical — the current portfolio is a scenario in its own right.

Construct a structure from targets and constraints

Custom Scenario

Feasible
Projected risk
62
Target 65
Projected drift
4.5
From 6.4
Regime fit
Partial
63 / 100
Implied package · 5.0% turnover
SELLXLKTechnology 18.7% → 17.0%$4.2M
REDUCEDIGITAL SLEEVEDigital assets 5.8% → 5.0%$2.0M
BUYXLU / XLEProceeds redeployed into defensive leadership$5.2M
RAISECASHCash 12.6% → 13.0%$994K
Constraint check
Tax budget$421K estimated against a $450K budgetWithin
Turnover ceiling5.0% turnover against a 6.0% ceilingWithin
Risk targetProjected risk 62 against a target of 65Within
Liquidity minimumCash 13.0% against a 10.0% minimumWithin
Base · EventEdge · Market-implied · Adverse — CPI print hotter than consensus

Event-Conditioned Scenarios

Simulated · Prototype data · No live prediction feed

Conditioning event · August CPI revision · Oct 12, 2026 · 8:30 AM ET · simulated portfolio effects

Base case
CPI in line with consensus
Portfolio P/L$0
Technology weight18.7%
Risk score72
EventEdge case
68% hot-print weighting (EventEdge)
Portfolio P/L−$861K
Technology weight18.4%
Risk score75
Market-implied case
61% hot-print weighting (market)
Portfolio P/L−$671K
Technology weight18.5%
Risk score74
Adverse event case
Hot print +0.3pp above consensus with volatility spike
Portfolio P/L−$3.1M
Technology weight17.7%
Risk score81
Event-conditioned scenarios are UI simulations on canonical Technology and Utilities exposure. They do not alter RB-2026-0911-A or PX-2026-0911-D and generate no orders.

All scenario arithmetic is illustrative and client-side. No scenario generates an order, and any scenario — including holding the current portfolio — is a valid conclusion.

From the Analytics Library

Scenario analytics

Open library

Sensitivity tornado: risk change per leg

Canonical demo data

Risk-score change from applying each scenario leg on its own.

SELL XLK-8.0
BUY XLU-3.0
HARVEST XLY-2.0
BUY XLE-1.0
RAISE CASH-1.0
REDUCE DIGITAL-1.0

ReadingThe technology trim is the largest single risk reducer. Ranks which trades actually move risk — and which are mostly housekeeping.

Policy and liquidity effect under the proposal

Canonical demo data

Technology, digital and cash weight today and under the proposal scenario.

Technology17.0%
Digital5.0%
Cash13.0%
ProposalTodayLimit / floor

ReadingCash 12.6% → 13.0%. Confirms the proposal resolves the breaches while keeping cash above its floor.