Each asset class carries a set of sensitivity weights (−3 to +3) for every scenario, based on how that asset has historically tended to behave in comparable episodes — for example, gold and defence stocks in geopolitical conflicts, government bonds in recessions, or travel stocks in pandemics.

Your slider settings are combined with those weights into an outlook score from −100 (strong headwind) to +100 (strong tailwind). The model is deliberately simple and transparent: it is linear, it does not forecast prices or timing, and real markets are affected by many factors it does not capture (valuations, policy responses, positioning, and plain surprise).

Use it as a structured way to think about scenarios — not as a prediction engine.