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Trace the impact of every scenario.
Explore how the same shock behaves across economic regimes. Trace the assumptions, factors and portfolio impact.
Example scenario loadedUSD · Synthetic research portfolio
Preset scenario parser · No LLM connected
SCENARIO TRANSMISSION / US MARKETS
Follow the shock.
Explore how an assumed macro shock reaches your portfolio.
CONDITIONING CONTEXTProbability blendSynthetic pre-shock beliefsCompare regimes
Ready to propagate15 nodes · 29 connections
Current portfolio——
0%
Drag nodes to arrange · Click a node or connection to inspect · Scroll horizontally on small screensAnimation explains model order, not market timing. All transmission parameters are synthetic.
Select a node or link to inspect its basis
Current portfolio analysis
All panels use the selected regime response and your current holdings.
Scenario return
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Annualized volatility
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Baseline risk · —
Tracking error
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US balanced example benchmark · Annualized
Scenario transmission
The macro shock is an input; market responses are preset assumptions. Pricing uses one 10Y-based rates factor. The 2Y yield move is context only.
04
Synthetic factor modelMulti-factor analysis
05
Current holdings
| Asset / Example holding | Weight | Scenario return | Return contribution | Simulated P&L |
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06
Illustrative reallocationPortfolio what-if
Start by moving 10 percentage points of portfolio weight from long-term to short-term Treasuries. The actual transfer is limited to the long-term Treasury weight available.
10 pp
0 pp25 pp