Escenarios
Historical stress tests · Hypothetical shocks · Markowitz sensitivity
Portfolio
1. Historical stress test
Replay a named crisis over your current allocation.
2. Hypothetical shock
Specify shocks as ticker=return (e.g. SPY=-0.2). Untouched assets receive a correlated move.
3. Sensitivity analysis
Perturb expected returns by a fraction of their magnitude and rerun Max-Sharpe many times. Exposes how fragile Markowitz weights are to estimation error.