Methodology

1. The Chaos Slider

Each path is evaluated against a market-condition value called chaos, on a 0–2 scale. Four named presets anchor the scale; you can also land between them by dragging the slider.

Bull Market (chaos = 0.0)

Sustained growth, low unemployment, easy credit. Equities trend up, real estate appreciates steadily, business revenues expand. Think the mid-2010s recovery.

Baseline (chaos = 1.0)

Average long-run conditions blending typical ups and downs. No tailwind, no headwind. The default assumption when you have no view on the cycle.

Recession (chaos = 1.5)

Economic contraction with rising unemployment and falling equities. GDP shrinks for two or more quarters, unemployment rises 2–4 points, equities pull back roughly 15–25%. Real estate softens; business revenues compress. Modeled on the 2001 dot-com correction.

Crisis (chaos = 2.0)

Severe systemic shock — credit freezes, asset values fall sharply. Equities drop 35%+, unemployment spikes, real estate values fall sharply. Modeled on the 2008 financial crisis.

The presets are anchored to historical reference periods. They are not predictions that the next downturn will look like the last one. Real conditions will differ; the slider exists so you can ask "what if it's worse than baseline?" without committing to a forecast.

2. How vitality is computed

Each node on a path has a vitality score that reacts to your Financial DNA (capital, risk tolerance, time, skills) and the chosen chaos value. Four inputs move the score:

• Capital relative to what the node typically requires — more capital pushes vitality up.
• Relevant skills — skills that apply to a node provide a buffer that pushes vitality up. The buffer is calibrated per node type, so "Real Estate" helps on a rental node more than on an index-fund node.
• Static risk severity of the node — higher severity pulls vitality down.
• Chaos value — amplifies the drag from risk severity. At Bull Market, risk barely bites; at Crisis, it dominates.

The resulting score is bucketed into four color-coded states: Healthy, Caution, Warning, and Failure Likely.

3. Risk severity

Every node ships with a 0–100 risk_severity value, fixed at path-authoring time. It blends three components:

• Asset-class volatility — historical drawdown and standard deviation for the underlying asset (e.g. S&P 500, MSCI US REIT Index).
• Operational risk — what can go wrong mechanically (KYC delays, ACH fraud, eviction process).
• Behavioral risk — what users typically get wrong (timing, holding-period mismatches, due-diligence shortcuts).

Where studies span a range, severity sits closer to the historical worst-case than the median. Severity is a historical estimate, not a prediction of your specific outcome.

4. Sourcing principles

Risk values are sourced from public datasets (FDIC, FINRA, Federal Reserve, BLS, S&P, MSCI, Nareit, Attom, NAR, and others). Sources can change; values are version-stamped, and saved simulations remain frozen against the version that produced them.

5. What this is not

• Not financial, tax, or legal advice.
• Not a forecast of any specific market or asset.
• Not a substitute for a licensed advisor.
• Not a guarantee that any scenario shown will or won't occur.

Outputs are intended to help you build intuition about which paths are robust and which break under stress. The decision is yours.