Guided lab · deterministic synthetic bootstrap
What exactly is being averaged? Resampling is only useful when portfolio decisions remain comparable. Reveal two sampled frontiers, choose a shared return rank, and inspect the weight average at that rank.
Scenario Correct: match by rank Failure: mix different ranks Failure: duplicate-free sample required
Target-return rank: 0.00
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Two resampled efficient frontiers aligned by rank Two curved frontier paths have matching minimum and maximum return rank markers. Lines connect comparable rank points to an averaged portfolio. volatility → return → Average A 26.35% B 73.65% Stage 1 of 4 · Start with a validated return matrix. Rank audit Selected rank0.00
Averaged allocation26.35% / 73.65%
w̄(r) = (1/B) Σᵦ wᵦ(r)
Canonical result loaded. Both frontier points represent rank zero.
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