Results
Expected Return
+95.8%
Sharpe
4.42
VaR 95%
-12.1%
As of
2026-02-01
Expected Return
+95.84%
Volatility
20.85%
Sharpe
4.42
VaR 95%
-12.07%
CVaR 95%
-17.48%
Div. Ratio
1.403
Stress Tests — All 20 scenario returns sorted worst→best. Red = loss, green = gain. | Drawdown — Peak-to-trough loss over the full price history for each asset. | Explainability — SHAP values show which macro factors drive each asset's returns. | Narrative — Plain-English AI analysis of your portfolio's risk profile.
Stressed Returns — All Scenarios
20 Scenarios
Scenario Table
ScenarioReturn
Inflation Spike 22
-42.24%
Regime Crisis
-38.00%
Euro Crisis
-32.80%
Covid Crash
-2.75%
Usd Dollar Squeeze
-0.27%
Rates Up 100bps
-0.16%
Baseline
+0.00%
Vix Spike 10pt
+0.11%
Hawkish Policy Shock
+0.12%
Credit Spread Widening 200bps
+0.16%
Inflation Up 100bps
+0.27%
Disinflation Growth Scare
+0.27%
Systemic Crisis
+0.99%
Stagflation Regime
+1.14%
Gfc Peak
+4.88%
Gfc Recovery
+8.08%
Covid Recovery
+106.31%
Regime Credit Stress
+158.40%
Regime Inflation Stress
+243.43%
Regime Calm
+411.89%
Worst Scenario: Inflation Spike 22
-42.24%
AssetWeightScenario ReturnContribution
SPX 0.0% -21.59% -0.000%
NDX 0.0% -35.87% -0.000%
GOLD 53.5% -1.10% -0.587%
Historical Drawdown by Asset
Full History
Portfolio Factor Exposures
Weighted SHAP
Asset Top Drivers
Mean |SHAP|
SHAP data not available. Run Phase 8.
AI Risk Narrative
Live
Generate narrative for custom weights
S&P 500 0%
Nasdaq 100 0%
Gold 54%
Bitcoin 46%
Sum: 100.0%

Disclaimer: This platform is intended for research and educational purposes only and does not constitute financial advice. All outputs are model-generated estimates based on historical data. The investable universe covers SPX, NDX, Gold and BTC only. FTSE 100 and FX instruments (EUR/USD, GBP/USD, DXY) are used as macro conditioning inputs and do not appear in portfolio allocations or stress test returns. Past performance and modelled scenarios do not guarantee future results.