Many conservation strategies identify a narrow subset of genotypes, species, or geographic locations that are predicted to be favored under different scenarios of future climate change. However, a focus on predicted winners, which might not prove to be correct, risks undervaluing the balance of biological diversity from which climate-change winners could otherwise emerge. Drawing on ecology, evolutionary biology, and portfolio theory, we propose a conservation approach designed to promote adaptation that is less dependent on uncertain predictions about the identity of winners and losers. By designing actions to facilitate numerous opportunities for selection across biological and environmental conditions, we can allow nature to pick the winners and increase the probability that ecosystems continue to provide services to humans and other species.