Section 1 · Efficient FrontierMARKOWITZ
| Asset | μ (annual) | σ (annual) | Min Weight | Max Weight | Optimal Allocation |
|---|---|---|---|---|---|
| AAPL | — | — | — | ||
| MSFT | — | — | — | ||
| NVDA | — | — | — | ||
| GLD | — | — | — | ||
| TLT | — | — | — |
Σ min: 0.000 (≤ 1)Σ max: 5.000 (≥ 1)
Section 2 · Walk-Forward BacktestT+1 · COST DRAG
| Ticker | Weight | |
|---|---|---|
| Σ weights = 1.000 ✓ | ||
Section 3 · Risk DecompositionVaR · CVaR · MAX DD · BETA · MVaR
1.000 ✓
| Ticker | Weight | |
|---|---|---|