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Portfolio optimization / method comparisonCompare
Different Ways
to build a
Portfolio.
Run the same assets, mandate and constraints through Q72 Confidence Alpha, Markowitz, Risk Parity and Black-Litterman. Compare twelve classical portfolio outcomes with walk-forward out-of-sample validation, plus optional quantum refinements of Q72 Confidence Alpha reported separately.
Explore the Live ComparisonMultiple portfolio answers.Scroll to explore
01 / Compare the possibilities
Give your clients
a real choice.
Compare portfolio options from different methods, validate them, and make the decision clearer for your clients.
Try it with your portfolio ↗One free portfolio run. No credit card required.
PORTFOLIO RESULTSCompleted run · USD 5MOne mandate. Four approaches.
30 assets · same constraintsPORTFOLIO RESULTSCompleted run · USD 5MOne mandate. Four approaches.
30 assets · same constraintsInspect the original portfolio run Holdings & rationale · locked 8 Jul 2026 / balanced
No client data required.
Q72 works with ticker symbols, capital amounts, and portfolio constraints — no client names, identities, or personal information are needed for optimization.
Client data
Not required- Name
- Client ID
- Personal information
Portfolio inputs
Only what’s needed- Ticker symbols
- SPYQQQGLD
- Capital amounts
- USD 1,000,000
- Constraints
Optimization Engine
Results remain scoped to your account and cannot be linked to an individual client.
From allocation to evidence
Same mandate.
Different methods.
Tested beyond the model.
At each historical rebalancing date, the selection and weighting logic is re-run using only information available up to that point. The following period is held out for validation.
The final live quantum weights are replayed over recent history. This is an illustrative check of the current allocation, not an out-of-sample track record.
The diagram explains the process. It does not reconstruct historical returns or imply that every method has a complete validation series in the example above.
0
PORTFOLIO METHODS
Q72 · Markowitz · Risk Parity · Black-Litterman
0
PORTFOLIO OUTCOMES
12 classical · 3 quantum-refined
OOS
VALIDATION
Every allocation tested
0 min
COMPARISON TIME
end to end
Q72 in Action
See how one mandate becomes
multiple portfolio answers.
Same assets. Same constraints. Different optimization methods — compared side by side.
How It Works
Three steps to quantum edge.
Configure your portfolio
Select assets from 40+ instruments across equities, fixed income, alternatives and cash — or enter any custom ticker. Set total capital, position limits, and optimization weights. No client names or personal data required.
Four engines run simultaneously
Your asset universe is processed by Q72 Confidence Alpha alongside Markowitz, Risk Parity, and Black-Litterman. Classic mode delivers results in minutes. Quantum mode adds a refinement pass on Q72's quantum processing layer at 54-qubit depth. You always get a result — hardware status is shown transparently, and you can safely close the page and come back to it.
Review twelve OOS-validated portfolios — plus quantum refinements
Every run returns Conservative, Balanced, and Aggressive allocations across four independent methodologies. The twelve classical outcomes are validated out-of-sample against real historical data. When quantum refinement is used for Q72 Confidence Alpha, its historical replay is labelled separately rather than presented as a walk-forward OOS track record. Download a professional PDF report for your client review.
Core Engine
Q72 Confidence Alpha
Classical portfolio engines treat every asset's expected return and correlation with equal confidence — regardless of data quality or forecast reliability. Q72 Confidence Alpha takes a different approach.
For each asset, Q72 assigns a proprietary confidence score based on signal strength, historical stability, and cross-asset consistency. These scores are used to re-weight the optimization objective — reducing exposure to uncertain forecasts and increasing robustness under real market conditions.
The result is a fundamentally different kind of portfolio: one that doesn't just maximize expected Sharpe — but maximizes credible Sharpe. That's the Q72 Confidence Alpha edge.
Pricing
Professional portfolio validation for individuals and investment teams.
Choose the number of users and analysis capacity your organization needs. Every full analysis compares four portfolio construction methodologies across three risk profiles and validates the results out of sample.
Professional
€590
/month
1
Seats
30
Classic/mo
10
Quantum/mo
Team
€1.490
/month
3
Seats
75
Classic/mo
25
Quantum/mo
Firm
€2.690
/month
5
Seats
150
Classic/mo
50
Quantum/mo
Free Trial
1 free portfolio analysis
No credit card required. One trial per account. Built for professionals.
Start TrialEnterprise
For larger investment teams.
API access, SSO, custom integrations and contractual service levels.
FAQ
Questions answered.
Ready to gain your
Q72 edge?
1 free optimization run. No credit card required. Cancel anytime.