CLIENT-SIDE
Strategic portfolio analytics · Edition 01

Turn complex choices
into clear decisions.

Compare strategic options with transparent weighted scoring, editable trade-offs, sensitivity analysis and reproducible uncertainty simulations.

Multi-criteria scoringScenario analysisMonte Carlo lab
Recommended option ◈
—Highest weighted utility
Simulation win rate ◌
—Simulation win frequency
Evaluated options ▦
—Across 0 criteria
Score advantage ↗
—Points ahead of runner-up
01 / Decision overview

Decision command center

A transparent ranking based on your current options, anchors and normalized criterion weights.

Strategic option ranking

Higher weighted scores are better · 0 to 100

LIVE MODEL

Criteria contribution

Point composition of each weighted score

EXPLAINABLE
Every criterion uses fixed user-editable low/high reference anchors. Adding an option does not silently change the normalization of existing options.
02 / Decision inputs

Performance matrix

Edit each option's raw values. Higher/lower preference and fixed reference ranges determine its normalized score.

Example values are synthetic and illustrative. Changes save locally. Fixed anchors ensure comparable scores, but their selection remains a judgment call.
03 / Priorities and trade-offs

Scenario laboratory

Move strategic priorities and see immediately how the preferred option changes.

Strategic weighting

Weights are normalized to 100% for every calculation

INTERACTIVE

One-way sensitivity

Sweep one criterion from 0% to 100%, rebalancing all others proportionally

ROBUSTNESS
04 / Uncertainty and stability

Uncertainty intelligence

Stress-test uncertain performance inputs through a seeded, reproducible simulation, not a predictive AI model.

Monte Carlo experiment

1,200 scenario draws · identical inputs yield identical results

SEEDED
12% of anchor range

Each raw input varies independently using a centered triangular perturbation of ± the selected fraction of its anchor range. This is an assumption stress test, not a probability calibrated to observed errors.

Score distributions

Simulated 10th to 90th percentile utility intervals

P10 · P90
OptionBaseP10MedianP90Win %
Win frequency measures how often an option ranks first under the chosen illustrative random assumptions. It does not establish the real-world probability of success. Ties count fractionally.
05 / Trust and reproducibility

Methods and operating boundaries

Every calculation is local, inspectable, and explicitly assumption-dependent.

01 / SCALEFixed-anchor normalization

Each criterion has a low and high reference. For higher-is-better, utility is (value − low) ÷ (high − low) × 100. Lower-is-better reverses that result; values outside anchors are capped at 0 or 100.

02 / RANKWeighted additive model

Raw weights are normalized to total 100%, then utility is the weighted average of normalized criterion scores. Equal scores are ordered alphabetically for display. Weights and scales encode judgment, not objective truth.

03 / STABILITYOne-way priority sweeps

The selected criterion varies from 0% to 100% in increments of 5%; remaining criteria divide the balance in proportion to their raw weights, or evenly if all other weights are zero.

04 / UNCERTAINTYSeeded triangular sampling

A deterministic seeded generator draws two uniforms whose average yields a centered triangular value. Each input is perturbed independently by ± the chosen fraction of the anchor range and clipped to its anchors.

05 / GOVERNANCEExplainability and fairness

The model reveals all factors and score contributions. Check independence of criteria, double-counting, anchoring bias, and whether evidence really supports each input. No evidence verification is automated.

06 / PRIVACYZero-cloud by default

No tracking, data uploads, paid services, model downloads, or external code dependencies. Changes persist only in your local browser when storage is enabled. Export JSON to preserve or transfer your work.