Historical scenarios
describe_historical_scenariosHow today's holdings would have fared in named past market episodes, as figures.
Replays the portfolio's current factor exposures through each episode's market moves:
the financial crisis, Covid, the 2022 rate rises and others since 2007, recoveries
included. With no selection every episode runs, worst first; ``tags`` picks episodes
by theme, ``scenarios`` by id, and either match counts. ``detail='full'`` adds each
episode's story, the main drivers and the currency effect. To compare, replay a
benchmark or another portfolio the same way.
A replay of the past, not a forecast: today's holdings, not what was held then, and
market-wide moves only. A one-sector what-if such as "technology down a fifth,
nothing else moving" is not an episode here; the sector weights from
``describe_portfolio_weights`` answer it.
Tool call template
This tool declares no required parameters. Add optional parameters from the input schema as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {},
"name": "describe_historical_scenarios"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| tags | No | ||
| detail | No | summary | |
| holdings | No | In place of portfolio_id: asset ids and weights, measured as of the latest date and not stored. describe_holdings also takes names, ISINs and amounts. | |
| scenarios | No | ||
| portfolio_id | No |