This study integrates Security-Potential/Aspiration (SP/A) theory into the Markowitz Mean-Variance (MV) framework to examine how a cautiously hopeful probability assignment shapes portfolio construction in the Other Financial Institutions (OFI) subsector of the Philippine Stock Exchange (PSE). Using daily returns from 1993 to 2022 for thirteen non-bank firms, the study weighted fear and hope equally at four intensities and optimized each across a Risk-Return Factor (RRF) under a fixed daily budget. Before screening, cumulative return peaked at a risk-averse RRF and rose with intensity. After screening, no configuration exceeded the Market Return and no intensity dominated. Portfolio weights followed the RRF rather than the intensity, so the framework serves best as a disciplined way to allocate within the subsector.