How much do you lose
in the next crash?
Test your portfolio against 9 real financial crises — from the 2008 collapse to the 2025 trade war. Free, instant, no signup required.
80+ asset classes. Full breakdown per position. See exactly where your risk hides — before the market shows you.
0
Predictions. Ever.
9+9
Crisis Scenarios*
80+
Asset Classes
<2min
Input to Insight
* 9 historical crises · 9 forward-looking scenarios. No other tool models both.
> Initializing risk engine...
> Loading 2008 GFC scenario data
> Portfolio concentration: HIGH RISK
> Antifragile Score: 12 / 100
> Estimated loss under scenario: -56.8%
> Dominant factor: 87% Equity Exposure
> ◈ AI Analyst — generating diagnosis...
> "87% of your risk lives in one factor.
Reduce US equity to 30% and add tail hedge."
Intelligence. Not predictions.
Three services. One principle: the market doesn't reward prophecy, it rewards preparation. And preparation shouldn't require a Bloomberg terminal.
Reverse Stress-Testing
From hope to mathematics
Run your exact portfolio through 9 historical crises + 9 forward-looking scenarios — 2008, COVID, China–Taiwan invasion, US debt crisis, SWIFT cyber attack, and more. An AI analyst interprets everything in plain language: what happened, why, and exactly what to do. Three steps, under 2 minutes — no spreadsheets required.
Learn more →Institutional Playbook
How smart money protects capital
Every Sunday, the Deep Dive dissects how large institutions are positioning for risk — not how they're speculating. Tail hedges, correlation shifts, sector rotations. High-level logic, zero noise.
Learn more →Antifragile Score™
Benefit from volatility, not just survive it
A proprietary 0–100 rating that measures how much your portfolio gains from market turbulence. Inspired by Taleb — not just risk-adjusted return, but asymmetric upside in chaos.
Learn more →Numbers alone don't protect you. Interpretation does.
After every stress test, Claude — powered by Anthropic — reads your results and delivers a structured institutional diagnosis. Not a summary. An action plan.
AI Portfolio Analyst
claude-sonnet · 2008 GFC · 60/30/10 portfolio
What happened
Your portfolio lost 56.8% because 87% of total risk is concentrated in a single factor: US equity beta. During the 2008 GFC, correlated sell-offs across tech and high-yield bonds amplified drawdowns rather than offsetting them.
Gold (+0.6%) provided minimal buffer. At 10% weight, it was structurally insufficient to hedge the tail event.
Dominant risks
Factor concentration: 87% equity exposure in a single beta regime — no diversification premium under stress.
Correlation collapse: HY bonds moved with equities (ρ = 0.72), eliminating the assumed "safe" allocation.
Tail asymmetry: Antifragile Score 12/100 — portfolio absorbs losses but captures zero upside from volatility.
Recommended actions
Reduce US equity from 50% → 28%. Reallocate 12% to long-volatility instruments (VIX calls, TAIL ETF).
Replace HY bonds (30%) with 15% IG Treasuries + 15% short-duration TIPS to break the equity correlation.
Increase gold to 18–22% or add managed futures (SG Trend) for true crisis diversification.
AI-generated analysis based on quantitative stress test data. Not financial advice.
What makes it different
Reads your actual numbers
The AI receives your exact results — total loss %, Antifragile Score, HHI concentration, Sortino ratio, per-asset contributions. It does not generate generic risk advice.
Three-part institutional structure
Every analysis follows the same hedge-fund format: what happened mechanically, which risk factors dominated, and concrete rebalancing actions with position-level specificity.
Powered by Claude (Anthropic)
Built on claude-sonnet-4-6 — the same model used by financial research teams. Prompted as a senior macro risk analyst. No hallucinated market calls, only data-driven diagnosis.
Pro plan exclusive
Available only to Pro subscribers. Runs on-demand after every stress test — run different scenarios, get a fresh analysis for each.
Includes AI analyst · Sunday Deep Dive · all scenarios · full diagnostics
See your real exposure.
Run your portfolio — ETFs, individual stocks, bonds — through 9 historical crises + 9 forward-looking scenarios. Then let the AI analyst tell you what happened, what's exposed, and what to do about it.
Portfolio Loss
-34.2%
Under 2008 GFC scenario
⚠ HIGH CONCENTRATION RISK
87% of risk in a single factor
Contribution by Asset
Correlation Matrix
Antifragile Score™
Unlock the full diagnostic
All scenarios · AI Portfolio Analyst · Full heatmap · Antifragile Score · Sunday Deep Dive
Six dimensions. One portfolio.
Aladdin Risk charges institutions millions for multi-dimensional portfolio analytics. Every one of these dimensions is included in Pro — for $19/month.
Scenario Loss %
Exact portfolio loss under 9 historical crises + 9 forward-looking scenarios — 2008 GFC, COVID crash, China–Taiwan invasion, US sovereign debt crisis, SWIFT cyber attack, and more. No other tool models the future ones.
Liquidity-Adjusted Loss
What you actually lose when you try to sell in a panic — bid-ask spreads, market impact, and illiquidity haircuts by asset class. The number brokers never show you.
Antifragile Score™
A proprietary 0–100 rating measuring how much your portfolio gains from market turbulence — not just survives it. Inspired by Nassim Taleb's framework.
Correlation Matrix
A scenario-specific heatmap of your asset correlations. Reveals when your "diversified" portfolio becomes a single-factor trade the moment volatility spikes.
Concentration Index
The Herfindahl-Hirschman Index quantifies how concentrated your risk is across assets. The same metric regulators use to assess market concentration.
Crisis Compass
When markets are already falling, Crisis Compass tells you: how much of this crisis you've already absorbed, the remaining downside from today's price, and the mathematical cost of selling now.
Free plan includes dimensions 01 and 05 · All six dimensions unlocked with Architect
When everyone is celebrating — we fit the seatbelt.
Greed reliably distorts risk perception. Every bull market builds the same dangerous positions — maximum equity exposure, correlated assets, zero hedges — right before the regime change that makes them lethal.
We don't fight euphoria. We ride it — with the infrastructure already in place for when it ends. The playbook shifts the frame from "protect against crash" to "optimize capital efficiency while the VIX is low."
"Protection is cheapest when you need it least. That's not a coincidence — that's the window."
Cost of Opportunity
Same return with half the capital. Options and derivatives let you free liquidity while riding the rally. We show you how.
Hidden Correlation Analysis
In a bull market, everything goes up together — correlations converge to 1. Your 10 'diversified' tech positions may be one single trade.
Exit Strategy Architect
When to sell — with method. Volatility-based trailing stops, not arbitrary percentages. We give you the framework nobody else offers.
Cheap Insurance Model
When VIX is low, Put options are cheap. Covering a $1M portfolio costs a fraction. We teach you to buy protection at a discount.
System status · Real-time stress indicators · Not financial advice
Total Market Cap / GDP — valuation overextension signal
Updated Mar 2026
10Y minus 2Y Treasury spread — recession leading indicator
Updated Mar 2026
M2 money supply annual growth — systemic liquidity gauge
Updated Mar 2026
CBOE Volatility Index — implied 30-day market fear gauge
Updated Mar 2026
The number that changed how they think
Not predictions. Not advice. Just a number you probably haven't seen before.
I had no idea my 70% Nasdaq portfolio would have lost 54% in a 2008-style crash. Seeing that number changed how I think about risk completely. Switched to Architect the same day.
Marco R.
Retail investor, Milano
The forward-looking scenarios are what sold me. I was already running stress tests with historical data — but modeling a Hormuz closure or a China-Taiwan shock on my actual portfolio? That's different.
Sophie L.
Self-directed investor, Paris
We use the Antifragile Score™ as a quick sanity check before client review meetings. It gives a number to something that used to require a 20-page slide deck to explain.
David K.
Portfolio manager, Amsterdam
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- 🔒Forward-looking scenarios
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