{
  "asOf": "2026-10-05",
  "central": {
    "weights": {
      "SPY": 0,
      "IEF": 0.35355778000236304,
      "VTIP": 0,
      "GLDM": 0.1925328822162548,
      "PDBC": 0.17192016309747876,
      "FBTC": 0.2819891746839032,
      "SPAXX": 2.220446049250313e-16
    },
    "nominalPortfolioDrift": 0.1497658810226359,
    "annualVolatility": 0.185174035410616,
    "objective": 0.06082774593725784,
    "kktResidual": 5.204170427930421e-17,
    "feasibilityResidual": 0,
    "bindingConstraints": [
      "SPY:lower",
      "VTIP:lower",
      "cash:minimum"
    ],
    "expectedCagr": 0.1418173609492039
  },
  "uncertainty": {
    "seed": 20261006,
    "draws": 8192,
    "distribution": "independent-triangular-cagr",
    "robustMethod": "box-excess-mean-one-standard-deviation",
    "strength": 1,
    "excessMeanRadii": [
      0.013084770599052277,
      0.008336063138347408,
      0.008275806928962962,
      0.03492874677409515,
      0.016480039532085305,
      0.10365421449208619
    ],
    "allocation": [
      {
        "p10": 0,
        "median": 0,
        "p90": 0.040885394040107416
      },
      {
        "p10": 0,
        "median": 0.2845602686661396,
        "p90": 0.556926160219385
      },
      {
        "p10": 0,
        "median": 0,
        "p90": 0.2179119881244333
      },
      {
        "p10": 0,
        "median": 0.13629422324452378,
        "p90": 0.5457143747423497
      },
      {
        "p10": 0,
        "median": 0.14383299123421162,
        "p90": 0.35072461616549877
      },
      {
        "p10": 0.13906413954589847,
        "median": 0.28214078340702464,
        "p90": 0.4025261818445385
      },
      {
        "p10": 0,
        "median": 0,
        "p90": 6.661338147750939e-16
      }
    ],
    "splitHalfMaxQuantileDifference": 0.026226221265171823,
    "robust": {
      "weights": [
        0,
        0.5287956514683347,
        0,
        0,
        0.17199252362738887,
        0.20184192402004425,
        0.09736990088423214
      ],
      "expectedCagr": 0.11441991443280211,
      "nominalPortfolioDrift": 0.116867159378922,
      "annualVolatility": 0.13063801867058317,
      "objective": 0.025599437883263455,
      "kktResidual": 0,
      "worstCaseDrift": 0.08870287576652691,
      "uncertaintyPenalty": 0.02816428361239509
    }
  },
  "gamma": [
    {
      "gamma": 1,
      "central": {
        "SPY": 0,
        "IEF": 0,
        "VTIP": 0,
        "GLDM": 0.1918581517368496,
        "PDBC": 0,
        "FBTC": 0.8081418482631505,
        "SPAXX": 0
      },
      "robust": {
        "SPY": 0,
        "IEF": 0.17139519603066233,
        "VTIP": 0,
        "GLDM": 0,
        "PDBC": 0.23659766071130262,
        "FBTC": 0.5920071432580352,
        "SPAXX": 0
      }
    },
    {
      "gamma": 2,
      "central": {
        "SPY": 0,
        "IEF": 0.11720077227010761,
        "VTIP": 0,
        "GLDM": 0.2872041395891399,
        "PDBC": 0.17651846674616262,
        "FBTC": 0.4190766213945897,
        "SPAXX": 2.220446049250313e-16
      },
      "robust": {
        "SPY": 0,
        "IEF": 0.499948958472179,
        "VTIP": 0,
        "GLDM": 0,
        "PDBC": 0.20008977167219755,
        "FBTC": 0.2999612698556235,
        "SPAXX": 0
      }
    },
    {
      "gamma": 3,
      "central": {
        "SPY": 0,
        "IEF": 0.35355778000236304,
        "VTIP": 0,
        "GLDM": 0.1925328822162548,
        "PDBC": 0.17192016309747876,
        "FBTC": 0.2819891746839032,
        "SPAXX": 2.220446049250313e-16
      },
      "robust": {
        "SPY": 0,
        "IEF": 0.5287956514683347,
        "VTIP": 0,
        "GLDM": 0,
        "PDBC": 0.17199252362738887,
        "FBTC": 0.20184192402004425,
        "SPAXX": 0.09736990088423214
      }
    },
    {
      "gamma": 4,
      "central": {
        "SPY": 0,
        "IEF": 0.47173628386849076,
        "VTIP": 0,
        "GLDM": 0.14519725352981228,
        "PDBC": 0.16962101127313686,
        "FBTC": 0.21344545132856002,
        "SPAXX": 0
      },
      "robust": {
        "SPY": 0,
        "IEF": 0.39659673860125105,
        "VTIP": 0,
        "GLDM": 0,
        "PDBC": 0.12899439272054167,
        "FBTC": 0.1513814430150332,
        "SPAXX": 0.3230274256631741
      }
    },
    {
      "gamma": 6,
      "central": {
        "SPY": 0,
        "IEF": 0.5127202812405631,
        "VTIP": 0.05058175357365681,
        "GLDM": 0.09724314176842573,
        "PDBC": 0.1521644123956267,
        "FBTC": 0.1441447948411374,
        "SPAXX": 0.04314561618059021
      },
      "robust": {
        "SPY": 0,
        "IEF": 0.26439782573416737,
        "VTIP": 0,
        "GLDM": 0,
        "PDBC": 0.08599626181369444,
        "FBTC": 0.10092096201002212,
        "SPAXX": 0.5486849504421161
      }
    },
    {
      "gamma": 10,
      "central": {
        "SPY": 0,
        "IEF": 0.30763216874433924,
        "VTIP": 0.030349052144187236,
        "GLDM": 0.05834588506105551,
        "PDBC": 0.09129864743737628,
        "FBTC": 0.08648687690468246,
        "SPAXX": 0.4258873697083593
      },
      "robust": {
        "SPY": 0,
        "IEF": 0.15863869544050038,
        "VTIP": 0,
        "GLDM": 0,
        "PDBC": 0.05159775708821666,
        "FBTC": 0.060552577206013286,
        "SPAXX": 0.7292109702652697
      }
    }
  ],
  "returnSensitivity": [
    {
      "asset": "FBTC",
      "cagr": -0.1,
      "central": {
        "SPY": 0.08848515885439,
        "IEF": 0.4095691251896362,
        "VTIP": 0,
        "GLDM": 0.27679623843920603,
        "PDBC": 0.2189911027666817,
        "FBTC": 0.00615837475008585,
        "SPAXX": 1.1102230246251565e-16
      },
      "robust": {
        "SPY": 0.07475417922516847,
        "IEF": 0.5034337424118654,
        "VTIP": 0,
        "GLDM": 0.04219562245150751,
        "PDBC": 0.1942757527346133,
        "FBTC": 0,
        "SPAXX": 0.18534070317684526
      }
    },
    {
      "asset": "FBTC",
      "cagr": 0.1,
      "central": {
        "SPY": 0,
        "IEF": 0.3867198290829491,
        "VTIP": 0,
        "GLDM": 0.2196816623438027,
        "PDBC": 0.1929171895253981,
        "FBTC": 0.20068131904785014,
        "SPAXX": 0
      },
      "robust": {
        "SPY": 0,
        "IEF": 0.5241709837548468,
        "VTIP": 0,
        "GLDM": 0.00869162835135676,
        "PDBC": 0.18794619345862218,
        "FBTC": 0.12063473162943686,
        "SPAXX": 0.15855646280573743
      }
    },
    {
      "asset": "FBTC",
      "cagr": 0.2,
      "central": {
        "SPY": 0,
        "IEF": 0.35355778000236304,
        "VTIP": 0,
        "GLDM": 0.1925328822162548,
        "PDBC": 0.17192016309747876,
        "FBTC": 0.2819891746839032,
        "SPAXX": 2.220446049250313e-16
      },
      "robust": {
        "SPY": 0,
        "IEF": 0.5287956514683347,
        "VTIP": 0,
        "GLDM": 0,
        "PDBC": 0.17199252362738887,
        "FBTC": 0.20184192402004425,
        "SPAXX": 0.09736990088423214
      }
    },
    {
      "asset": "FBTC",
      "cagr": 0.3,
      "central": {
        "SPY": 0,
        "IEF": 0.32305165204246256,
        "VTIP": 0,
        "GLDM": 0.1675584254656,
        "PDBC": 0.1526047711736874,
        "FBTC": 0.35678515131825006,
        "SPAXX": 0
      },
      "robust": {
        "SPY": 0,
        "IEF": 0.5276504116075473,
        "VTIP": 0,
        "GLDM": 0,
        "PDBC": 0.15520328906656242,
        "FBTC": 0.2762937196994766,
        "SPAXX": 0.04085257962641364
      }
    },
    {
      "asset": "FBTC",
      "cagr": 0.5,
      "central": {
        "SPY": 0,
        "IEF": 0.2685126093969147,
        "VTIP": 0,
        "GLDM": 0.12290893853091704,
        "PDBC": 0.11807259504068737,
        "FBTC": 0.490505857031481,
        "SPAXX": 0
      },
      "robust": {
        "SPY": 0,
        "IEF": 0.4757358349958942,
        "VTIP": 0,
        "GLDM": 0,
        "PDBC": 0.11534149164498286,
        "FBTC": 0.4089226733591229,
        "SPAXX": 0
      }
    },
    {
      "asset": "GLDM",
      "cagr": -0.03,
      "central": {
        "SPY": 0,
        "IEF": 0.48819007871400655,
        "VTIP": 0,
        "GLDM": 0,
        "PDBC": 0.22371862849881957,
        "FBTC": 0.288091292787174,
        "SPAXX": 0
      },
      "robust": {
        "SPY": 0,
        "IEF": 0.5287956514683347,
        "VTIP": 0,
        "GLDM": 0,
        "PDBC": 0.17199252362738887,
        "FBTC": 0.20184192402004425,
        "SPAXX": 0.09736990088423214
      }
    },
    {
      "asset": "GLDM",
      "cagr": 0.03,
      "central": {
        "SPY": 0,
        "IEF": 0.48819007871400655,
        "VTIP": 0,
        "GLDM": 0,
        "PDBC": 0.22371862849881957,
        "FBTC": 0.288091292787174,
        "SPAXX": 0
      },
      "robust": {
        "SPY": 0,
        "IEF": 0.5287956514683347,
        "VTIP": 0,
        "GLDM": 0,
        "PDBC": 0.17199252362738887,
        "FBTC": 0.20184192402004425,
        "SPAXX": 0.09736990088423214
      }
    },
    {
      "asset": "GLDM",
      "cagr": 0.07,
      "central": {
        "SPY": 0,
        "IEF": 0.35355778000236304,
        "VTIP": 0,
        "GLDM": 0.1925328822162548,
        "PDBC": 0.17192016309747876,
        "FBTC": 0.2819891746839032,
        "SPAXX": 2.220446049250313e-16
      },
      "robust": {
        "SPY": 0,
        "IEF": 0.5287956514683347,
        "VTIP": 0,
        "GLDM": 0,
        "PDBC": 0.17199252362738887,
        "FBTC": 0.20184192402004425,
        "SPAXX": 0.09736990088423214
      }
    },
    {
      "asset": "GLDM",
      "cagr": 0.1,
      "central": {
        "SPY": 0,
        "IEF": 0.1632037314296526,
        "VTIP": 0,
        "GLDM": 0.46475146545334994,
        "PDBC": 0.09868329725359218,
        "FBTC": 0.2733615058634053,
        "SPAXX": 0
      },
      "robust": {
        "SPY": 0,
        "IEF": 0.35727830654784315,
        "VTIP": 0,
        "GLDM": 0.25398006353772246,
        "PDBC": 0.10486355234549738,
        "FBTC": 0.1938504218179031,
        "SPAXX": 0.09002765575103389
      }
    },
    {
      "asset": "GLDM",
      "cagr": 0.15,
      "central": {
        "SPY": 0,
        "IEF": 0,
        "VTIP": 0,
        "GLDM": 0.7502144269359905,
        "PDBC": 0,
        "FBTC": 0.24978557306400961,
        "SPAXX": 0
      },
      "robust": {
        "SPY": 0,
        "IEF": 0.06744782826000388,
        "VTIP": 0,
        "GLDM": 0.6891361073889472,
        "PDBC": 0,
        "FBTC": 0.17995712281355677,
        "SPAXX": 0.06345894153749221
      }
    }
  ],
  "riskStress": [
    {
      "asset": "VTIP",
      "vol": 0.05,
      "central": {
        "SPY": 0,
        "IEF": 0.35355778000236304,
        "VTIP": 0,
        "GLDM": 0.1925328822162548,
        "PDBC": 0.17192016309747876,
        "FBTC": 0.2819891746839032,
        "SPAXX": 2.220446049250313e-16
      },
      "robust": {
        "SPY": 0,
        "IEF": 0.5287956514683347,
        "VTIP": 0,
        "GLDM": 0,
        "PDBC": 0.17199252362738887,
        "FBTC": 0.20184192402004425,
        "SPAXX": 0.09736990088423214
      }
    },
    {
      "asset": "FBTC",
      "vol": 0.8,
      "central": {
        "SPY": 0,
        "IEF": 0.40704485763217046,
        "VTIP": 0,
        "GLDM": 0.1846715751712616,
        "PDBC": 0.1781344491489269,
        "FBTC": 0.23014911804764127,
        "SPAXX": 0
      },
      "robust": {
        "SPY": 0,
        "IEF": 0.5280844196996943,
        "VTIP": 0,
        "GLDM": 0,
        "PDBC": 0.1615658545952754,
        "FBTC": 0.18605921061591196,
        "SPAXX": 0.12429051508911826
      }
    }
  ],
  "alternateSeed": {
    "seed": 20261007,
    "draws": 8192,
    "distribution": "independent-triangular-cagr",
    "robustMethod": "box-excess-mean-one-standard-deviation",
    "strength": 1,
    "excessMeanRadii": [
      0.013008185613423581,
      0.008240614610976938,
      0.008270400500592925,
      0.03479358503193162,
      0.01637540180654144,
      0.10236954329760752
    ],
    "allocation": [
      {
        "p10": 0,
        "median": 0,
        "p90": 0.0463306337528321
      },
      {
        "p10": 0,
        "median": 0.2845627762818095,
        "p90": 0.5552555587959
      },
      {
        "p10": 0,
        "median": 0,
        "p90": 0.21529752449441944
      },
      {
        "p10": 0,
        "median": 0.13896562053563852,
        "p90": 0.5463806763197098
      },
      {
        "p10": 0,
        "median": 0.146650077795326,
        "p90": 0.3542591648105141
      },
      {
        "p10": 0.1372930990462189,
        "median": 0.27889954157536034,
        "p90": 0.39712401849207296
      },
      {
        "p10": 0,
        "median": 0,
        "p90": 6.661338147750939e-16
      }
    ],
    "splitHalfMaxQuantileDifference": 0.013330593430335852,
    "robust": {
      "weights": [
        0,
        0.5358715865184396,
        0,
        0,
        0.17323319840687104,
        0.20301354828459067,
        0.08788166679009879
      ],
      "expectedCagr": 0.11488695866963486,
      "nominalPortfolioDrift": 0.11739580516081846,
      "annualVolatility": 0.131474619203457,
      "objective": 0.025928363242041036,
      "kktResidual": 2.7755575615628914e-17,
      "worstCaseDrift": 0.08936072648408205,
      "uncertaintyPenalty": 0.028035078676736408
    }
  },
  "seedMaxQuantileDifference": 0.005445239712724682
}