🛡️ Portfolio Stress Test
What happens to your book in the next crash? Replays the 2008, 2020 and 2022 crises and a 10,000-path Monte Carlo against your live holdings — projected drawdown, recovery time, VaR / CVaR, the positions that hurt most, and a tail-hedge that would soften the blow.
Educational risk modelling, not investment advice. Crisis replays apply each position's market beta to the index drawdown of that episode; Monte Carlo uses a single-factor lognormal model. Real crises differ — correlations spike, liquidity vanishes, and beta is unstable. Treat these as directional stress estimates, not forecasts. The tail-hedge figure is illustrative.