Risk Engine

Portfolio Stress Test

Simulate your portfolio under 9 historical crises + 9 forward-looking scenarios — including threats no other tool models: China–Taiwan invasion, US sovereign debt crisis, Euro fragmentation, Pandemic 2.0, and a cyber attack on SWIFT. Build with 80+ asset classes and 300+ individual stocks. Get your loss estimate, liquidity haircut, Antifragile Score™, and Monte Carlo projection.

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Only BSL has forward-looking scenarios. Every competitor stops at historical data. We model what hasn't happened yet — but could.

1
Enter portfolio weights
2
Select a crisis scenario
3
Run the simulation
4
Read diagnostics + Monte Carlo projection
FREE

Unlock AI analysis, future scenarios, and 300+ individual stocks

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1

Build portfolio

Add assets and assign weights. They must sum to 100%. Use a preset to start from a famous strategy.

2

Set your capital

Enter the real EUR/USD value of your portfolio. This converts percentage drawdowns into actual money lost.

3

Pick a scenario

Choose from 13 crises (2008 GFC, COVID crash, Dot-com, etc.) or build a custom shock with your own parameters.

4

Run & read results

See max drawdown, VaR, recovery time and per-asset losses. Compare multiple scenarios side by side (Architect).

Portfolio Allocation

100.0%/ 100%
🔍
US Equities
US Total Market (VTI)
US Small Cap (IWM)
US Value (VTV)
US Growth (VUG)
US Tech (QQQ)Added
US Financials (XLF)
US Healthcare (XLV)
US Energy (XLE)
US Industrials (XLI)
US Cons. Disc. (XLY)
US Cons. Staples (XLP)
International Equities
Intl Developed Mkts (EFA)
Japan Equities (EWJ)
EU Equities (broad)
EM Equities (broad)
EM Asia
Germany (EWG / DAX 40)
France (EWQ / CAC 40)
UK (EWU / FTSE 100)
Italy (EWI / FTSE MIB)
Spain (EWP / IBEX 35)
China (FXI / FTSE China 50)
India (INDA / MSCI India)
South Korea (EWY / MSCI Korea)
Fixed Income
Aggregate Bonds (AGG)
Gov. Bonds Short (SHY)
Gov. Bonds Long (TLT)
Corp Bonds IG (LQD)
High Yield (HYG)Added
TIPS (Inflation-linked)
EM Bonds (EMB)
European & UK Fixed Income
German Bund 10Y
Italian BTP 10Y
EUR Corp Bonds IG
EUR Corp Bonds HY
UK Gilts 10Y
Alternatives
Managed Futures (CTA)
Tail Hedge (Volatility)
Infrastructure (IFRA)
Real Assets
GoldAdded
Silver
REITs (VNQ)
Commodities (DJP)
Digital Assets
Bitcoin
Ethereum
Megatrend ETFs
Clean Energy (ICLN)
Cybersecurity (CIBR)
AI & Robotics (BOTZ)
Genomics (ARKG)
Cloud Computing (SKYY)
EV & Mobility (DRIV)
Semiconductors (SOXX)
Water Resources (PHO)
Cash
Cash / Money Market
UCITS European ETFs
iShares Core S&P 500 UCITS (CSPX) [UCITS]
iShares MSCI World UCITS (IWDA) [UCITS]
Vanguard FTSE All-World UCITS (VWRL) [UCITS]
Invesco EQQQ NASDAQ-100 UCITS (EQQQ) [UCITS]
Vanguard FTSE Dev. Europe UCITS (VEUR) [UCITS]
Xtrackers Euro Stoxx 50 UCITS (XESX) [UCITS]
iShares MSCI EM UCITS (IEMG) [UCITS]
Xtrackers Eurozone Govt Bond UCITS (XGLE) [UCITS]
iShares Core EUR Aggregate UCITS (IEAG) [UCITS]
Invesco Physical Gold ETC (SGLN) [UCITS]
Fondi Iconici
ARK Innovation ETF (ARKK)
Berkshire Hathaway (BRK.B)
SPDR S&P 500 ETF (SPY)
Vanguard S&P 500 (VOO)
Vanguard FTSE All-World UCITS (VWCE)
Mercati Geografici
LatAm Equities (ILF)
Brazil (EWZ)
Australia (EWA)
Canada (EWC)
Switzerland (EWL)
Mexico (EWW)
Southeast Asia (ASEA)
Smart Beta / Factor
US Min Volatility (USMV)
US Momentum (MTUM)
US High Dividend (VYM)
Commodities & Bond Specializzati
Crude Oil WTI (USO)
Agriculture (DBA)
Convertible Bonds (CWB)

🔒 Pro plan — includes individual stocks from NASDAQ 100, DOW 30, S&P 500, Euro Stoxx 50, FTSE 100, FTSE MIB and Nikkei 225.

US Tech (QQQ)%
High Yield (HYG)%
Gold%

Select Scenario

Historical Events

Forward-Looking Scenarios

◈ Hypothetical

Plausible macro scenarios — not predictions. Model-based estimates grounded in historical analogues.

Portfolio Value (optional)

$

Converts losses to real money

Disclaimer: The Black Swan Lab is an educational and research tool. Scenario returns are based on historical data and simplified models. This is not financial advice. Past performance is not indicative of future results. Asset allocations and outcomes are approximate simulations for illustrative purposes only.