simulate_scenario
Evaluate hypothetical market scenarios for your portfolio. Input equity shocks or ticker-specific events to see dollar impact per holding and total portfolio, based on beta exposures.
Instructions
Call this for any short-horizon outlook question (1 day to 1 week). Trigger phrases: "내일", "tomorrow", "이번 주", "next week", "화요일", "수요일", "this Thursday", "how might X day look", "what if [macro event] happens", "FOMC 영향", "earnings 영향", "포트 어떻게 될까", "내 포트는 어떨까". DO NOT answer these from the brief alone — the brief is diagnostic only. This tool turns the brief's measured data into a quant answer. Thought experiment: deterministic conditional analysis. Given hypothetical market shocks, returns per-holding and portfolio P&L impact based on beta. Unlike project_net_worth (stochastic forward distribution over months/years), this is a point estimate per scenario for the immediate future — "if S&P moves −2% and your TSLA beta is 1.6, your TSLA P&L is impact_usd". Workflow: (1) call get_market_brief, (2) read holdings[].fundamentals.beta_5y into beta_overrides, (3) read risk_summary.daily_vol_pct into daily_vol_pct, (4) construct 2-3 scenarios (e.g. bear / base / bull at equity_pct -0.02 / 0 / +0.02; or hawkish / dovish for a Fed event). Caller MUST supply the shocks (the assumption) and disclose them in the answer. Without beta_overrides each ticker defaults to 1.0; without daily_vol_pct the one-sigma range is null. Use for next-day outlook ("if FOMC is hawkish?"), idiosyncratic event sizing ("my biggest position reports tomorrow, what's the dollar range?"), specific-day outlook ("화요일 시장 어떨까"), and rebalance impact ("if I trim TSLA and rotate to JNJ?"). For long-horizon projection (months/years, FIRE planning) use project_net_worth instead.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| display_currency | No | Display currency for output amounts (USD/KRW/EUR/JPY/CNY/GBP/HKD/INR/TWD). | USD |
| scenarios | Yes | One to eight shock scenarios to evaluate in one call. Each is independent; results are returned in input order. Conventional patterns: directional triplet (bear/base/bull), conditional pair (event happens / does not), idiosyncratic single (one ticker stress). | |
| beta_overrides | No | Per-ticker beta overrides keyed by ticker. Pull from `get_market_brief` → `holdings[].fundamentals.beta_5y` for the user's actual exposure. Tickers with no override and no beta data default to 1.0. | |
| daily_vol_pct | No | Portfolio's measured 1-day stddev as a percentage (from `get_market_brief` → `risk_summary.daily_vol_pct`). Used to compute `one_sigma_range_usd` so each scenario can be sized against the portfolio's natural daily volatility. |