analyze_stress
Stress test your portfolio across 10 macro scenarios including market crash, crypto winter, and stagflation. Uses real asset volatility data to return P&L per scenario with worst and best performing assets.
Instructions
Stress test across 10 macro scenarios using real portfolio volatility data: market_crash (-40%), crypto_winter (-70%), stablecoin_depeg, high_volatility, recovery_bull (+50%), rate_hike_shock, recession, stagflation, geopolitical_shock, dollar_rally. All shocks are asset-class and sector-aware. Returns P&L per scenario with worst/best asset. Payment: $0.03 USDC on Tempo chain.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| holdings | Yes | ||
| profile | No | Risk profile — affects rebalance targets and scoring. Default: balanced. | |
| benchmarkReturn | No | Annual benchmark return for Sharpe calculation, e.g. 0.08 = 8%. Default: 0.08. | |
| riskFreeRate | No | Annual risk-free rate for Sortino and VaR excess return, e.g. 0.05 = 5%. Default: 0.05. | |
| rebalanceMethod | No | Portfolio construction method for rebalance recommendations. Default: profile. | |
| marketIndicators | No | Optional macro indicators — improves market regime detection confidence to HIGH when 3+ provided. |