Historical crisis stress-testing and scenario replay on your portfolio (portfolio stress)

[iamsaquib8]

What

Roadmap idea. Every investor wonders: "How much would my current portfolio drop if a major market crash happened tomorrow?" Standard backtesting simulates a trading strategy over time, but investors need a direct stress test of today's actual portfolio holdings against historical market shocks.

Design

• stockwise portfolio stress:
  • Replays major historical crisis periods against your current holdings:
    • 2008 Global Financial Crisis (September–November 2008)
    • 2013 Taper Tantrum (May–August 2013: currency devaluation, emerging market outflow)
    • March 2020 COVID Crash (February–March 2020 rapid liquidity shock)
    • 2022 Global Rate-Hike Drawdown (Tech & growth equity compression)
  • Also allows custom multi-factor shocks: e.g. portfolio stress --shock "equity=-20%,inr=-5%,yields=+100bps".
  • Computes:
    • Estimated peak-to-trough rupee drawdown and percentage drop on your holdings.
    • Top 3 positive and negative contributors to the drawdown.
    • Historical recovery time (how many trading days the benchmark and individual sectors took to reclaim pre-crisis levels).
  • Helps investors stress-test emergency reserves and asset allocation without panic-selling during live dips.

Done when

• Maps today's equity and fund weights against historical crisis bar returns.
• Reports portfolio drawdown, constituent attribution, and historical recovery days.
• Strictly informational risk modeling; no predictive claims or timing calls.
• --json output available for MCP tools.

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Upvote or comment below with which historical scenarios or macro stress factors you would want to test your portfolio against. Ideas with community demand get scheduled on the roadmap.