Guided lab · frozen radial model class

A score is not a probability

Choose a loss threshold and a required return. The lab solves the two-asset fixed-return problem analytically, then reports the theorem-specific ratio used to rank portfolios under the declared radial class.

Distributionally robust four-stage calculationFour boxes show the radial distribution class, loss event, fixed-return minimum-variance portfolio, and theorem-specific ratio score.1 · Model classf(δ)=g(δᵀΣ⁻¹δ)2 · Loss eventXᵀw ≤ −αα = 2.00%3 · Inner QPE[R] = 4.00%A 33.33%B 66.67%4 · Ratio1.571348ranking scorenot a probabilityStage 1 of 4 · Freeze the admissible distribution class.Interpretation guard: 1.571348 does not mean 157.13% probability.