Portfolio Stress Test applies crash scenarios to your Tracker holdings — bucket shocks, beta-scaled BTC moves, per-coin 90d max drawdowns, and an optional historical equity replay.
It answers “how much would I lose if…” without placing trades. Logged-in users get daily resilience snapshots; guests compute from local Tracker holdings.
What is this tool?
A scenario engine on your live Tracker book (not market templates).
Preset crashes plus a custom bucket shock form.
Resilience score summarising worst-case loss, ballast and concentration.
How to read the results
Resilience is higher when worst-case loss is milder and stables cushion the book.
Worst case highlights the hardest preset or stats-based scenario.
Click a scenario to see per-coin shock and P&L contribution.
90d replay rebuilds equity from daily closes (constant quantities).
Key signals and metrics
Bucket shocks move BTC / ETH / Alt / Stable by fixed percentages.
Beta × BTC −20% scales each coin by its beta to Bitcoin.
Coin max DD applies each asset’s 90d max drawdown from Risk Exposure stats.
Advanced usage and combinations
Use custom shocks to model your own thesis before rebalancing.
Pair with Risk Exposure for vol/VaR context and Rebalancing to act on drift.
After changing Tracker quantities, recalculate here.
Using this tool on PEPS Crypto
Populate holdings in Portfolio Tracker.
Open Portfolio Stress Test.
Read resilience and worst-case, then click scenarios.
Optional: set custom bucket % and apply.
How it works
- Add holdings in Portfolio Tracker.
- Open Portfolio Stress Test.
- Compare resilience and worst-case P&L.
- Inspect scenario rows and coin impact.
- Try a custom shock, then recheck.
What to consider
- Scenarios are illustrative — real crashes differ by path and liquidity.
- Replay needs daily price history for held symbols.
- Not financial or tax advice.
Frequently asked questions
- Is this the same as Risk Exposure stress cards?
- No. Risk Exposure shows a few quick shocks beside risk metrics. This tool is a full scenario lab with custom shocks and 90d replay.
- Does historical replay use my past trades?
- No — it holds today’s quantities constant and marks them to daily closes.
- How often do snapshots refresh?
- On demand when you open or recalculate; logged-in snapshots run hourly.
Conclusion
Treat stress results as planning ranges, not forecasts.
Not financial advice.