Input → weight → covariance diagnostic

Each stage is a definition boundary, not a performance claim. Values are synthetic.

Stage 1 of 4: audit IDs, volatility units, lookback, and covariance metadata.
Four stages of inverse-volatility teaching diagnostic An animated sequence moves from input audit to inverse-volatility weights, covariance risk contributions, and blocked evidence boundaries. 1. AuditIDs · unitstimestamps · scale 2. A01m / σnormalize weights 3. RiskΣw · qsigned RC shares 4. Boundaryzero / near-zerorepair evidence
  1. 1. AuditCheck IDs, volatility units, timestamps, and scale.
  2. 2. WeightsCalculate scale-free inverse-volatility scores and normalize.
  3. 3. Covariance riskCalculate portfolio variance and signed risk contributions.
  4. 4. BoundaryKeep zero risk, near-zero results, and input failures explicit.