We first used the formula above to project the expected predictive power of each potential single-trait PGI. Our projections for the 53 potential PGIs and the underlying parameter values assumed are shown in Supplementary Table 1. We set hSNP2 equal to the SNP heritability estimated by LDSC in the summary statistics from the single-trait input GWAS file with the largest sample size for a phenotype. We set N equal to the GWAS-equivalent sample size reported in the MTAG output. For the 37 phenotypes with at least one supplementary phenotype, we generated similar projections for the multi-trait PGIs, using the Multi-Trait Input GWAS files instead. The results of the 37 projections, and the underlying parameter values assumed, are shown in Supplementary Table 2.