stress_test
Stress test a portfolio against historical crises or custom shocks to quantify downside risk.
Instructions
Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| positions | Yes | Array of portfolio positions. Free tier: max 20 positions and historical scenarios only. Paid tier: up to 500 positions plus custom shocks. | |
| scenarios | No | Historical scenarios to run. Available values: gfc_2008, covid_2020, dot_com_2000, black_monday_1987, taper_tantrum_2013, rate_hike_2022, volmageddon_2018, euro_crisis_2011. Default: [gfc_2008, covid_2020]. | |
| custom_shocks | No | Custom shock definitions. PAID tier only. Each shock specifies ticker-level, sector-level, or market-wide price changes. |