Stress Test Lab Guide & Analytics
Simulate how your current portfolio would perform under historical extreme market scenarios. Preparation is the difference between surviving a crash and being liquidated.
Scenario Stress Test Table
Overview
Pre-loaded historical scenarios: March 2020 COVID Crash (-50% in 2 weeks), FTX Collapse Nov 2022 (-30% in 3 days), May 2021 China Mining Ban (-50%), Luna/UST Depeg (-90% for alts). Each row shows estimated portfolio P&L ($) and % loss if that scenario repeated today.
How to Read
Find your worst scenario loss. If it exceeds your maximum acceptable drawdown, reduce position sizes now not during the crash.
Z-Score Stress Distribution Chart
Overview
A bell curve simulation of 1,000 portfolio return scenarios based on current volatility and correlations. X-axis shows return outcomes from -50% to +50%. Vertical lines mark the 5th percentile (worst 5% of outcomes) and 95th percentile.
How to Read
The 5th percentile line is your practical worst-case scenario. If this line represents a loss you cannot financially or psychologically tolerate, reduce position sizes until it moves to an acceptable level.
Asset-Specific Beta & Alpha Attribution
Overview
An interactive matrix breaking down isolated asset risk metrics. Includes isolated Beta, Volatility, Sharpe, and VaR. Now features dynamic sorting and CSV/JSON payload streaming for institutional risk models.
How to Read
Sort by Beta to find the assets contributing the most directional market risk. Sort by VaR to identify the most dangerous isolated positions. Use the EXPORT buttons to log this data to external risk models.
