© 2017 Elsevier Inc.Objectives: Treatment thresholds based on risk predictions can be optimized by considering various health (economic) outcomes and performing marginal analyses, but this is rarely performed. We demonstrate a general approach to identify treatment thresholds optimizing individual health (economic) outcomes, illustrated for statin treatment based on 10-year coronary heart disease (CHD) risk predicted by the Framingham risk score. Study Design and Setting: Creating a health economic model for a risk-based prevention strategy, risk thresholds can be evaluated on several outcomes of interest. Selecting an appropriate threshold range and decrement size for the thresholds and adapting the health economic model accordingly, outcomes can be calculated for each risk threshold. A stepwise, or marginal, comparison of clinical as well as health economic outcomes, that is, comparing outcomes using a specific threshold to outcomes of the former threshold while gradually lowering the threshold, then takes into account the balance between additional numbers of individuals treated and their outcomes (additional health effects and costs). In our illustration, using a Markov model for CHD, we evaluated risk thresholds by gradually lowering thresholds from 20% to 0%. Results: This approach can be applied to identify optimal risk thresholds on any outcome, such as to limit complications, maximize health outcomes, or optimize cost-effectiveness. In our illustration, keeping the population-level fraction of statin-induced complications <10% resulted in thresholds of T = 6% (men) and T = 2% (women). Lowering the threshold and comparing quality-adjusted life-years (QALYs) after each 1% decrease, QALYs were gained down to T = 1% (men) and T = 0% (women). Also accounting for costs, net health benefits were favorable down to T = 3% (men) and T = 6% (women). Conclusion: Using a stepwise risk-based approach to threshold optimization allows for preventive strategies that optimize outcomes. Presenting this comprehensive overview of outcomes will better inform decision makers when defining a treatment threshold.