Multi-horizon analysis for risk research
A practical framework for comparing windows without pretending to eliminate uncertainty.
Match the question to a horizon
An intraday liquidity concern and a multi-month allocation question need different evidence. Begin with the decision context. Then compare shorter and longer windows to identify where your interpretation is sensitive to scale.
Preserve the unresolved inputs
If long-window history is incomplete, report that limitation. Shortening the window until a metric becomes available can change the question without telling the reader. Current engine diagnostics reject missing or conflicting required inputs rather than fill them.
Portfolio intelligence is a separate step
An asset-level diagnostic does not automatically describe portfolio risk. Positions, exposure, cash, correlations, execution assumptions, and instrument identities matter. The source now includes a partial combined portfolio, source-bound dashboard and risk charts, scheduled local reports, and Phase 8 paper valuation and re-evaluation workflows. Complete owner accounting and qualified recommendations remain unavailable; local reporting is not a public client-reporting service.
Sources and context
Edgar E. Peters, Fractal Market Analysis (Wiley, 1994). External references provide methodological context; implementation statements are based on the application’s retained technical documentation reviewed September 17, 2026.
Product interpretation and limitations are described in the implementation overview and internal API overview.