Scenario Studio
Step 2 — Apply a stress scenario.
Each scenario replays a real historical crisis and applies those asset-level shocks to your portfolio weights.
Select a scenario below, set your weights (or keep the pipeline defaults), then click
Run Scenario to see the exact loss — broken down by asset.
Select Scenario
20 Available
✓
Inflation Spike 22
-42.24%
✓
Regime Crisis
-38.00%
✓
Euro Crisis
-32.80%
✓
Covid Crash
-2.75%
✓
Usd Dollar Squeeze
-0.27%
Dollar strength regime with weaker EUR/USD and GBP/USD, weaker risk as…
✓
Rates Up 100Bps
-0.16%
Parallel +100 bps shock to US 2Y and US 10Y yields.
✓
Baseline
+0.00%
No shock applied. Control scenario.
✓
Vix Spike 10Pt
+0.11%
Volatility shock with VIX rising by 10 points.
✓
Hawkish Policy Shock
+0.12%
Correlated hawkish shock: higher yields, higher inflation, moderately …
✓
Credit Spread Widening 200Bps
+0.16%
High-yield spread widening by 200 bps.
✓
Inflation Up 100Bps
+0.27%
US inflation shock of +1 percentage point YoY.
✓
Disinflation Growth Scare
+0.27%
Lower inflation, lower yields, weaker growth, weaker equities, mild go…
✓
Systemic Crisis
+0.99%
Severe risk-off crisis with spread widening, volatility spike, large d…
✓
Stagflation Regime
+1.14%
Higher inflation, wider spreads, higher volatility, weaker equities, s…
✓
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%
Portfolio Weights
Sum: 100%
0%
0%
54%
46%
Scenario Results
—
Select a scenario and click Run Scenario.
Reverse Stress Test —
Instead of asking "what does this scenario do to my portfolio?", ask the opposite:
"What macro environment would need to occur to lose X%?"
The tool back-solves using OLS inversion to find the minimum macro shock combination.
Target Loss Threshold
Reverse Solve
Use the weights set in the scenario panel above. Adjust the target loss and click
Find Breaking Scenario.
Portfolio Loss Target
−15%
−5%−15%−30%−45%−60%