Portfolio Stress Testing & Historical Scenario Replay

See how your holdings would have weathered past market shocks.

Most tools tell you how a portfolio performed. QuantiBot.ai lets you replay it through history. Point it at your own holdings or a saved portfolio, and it reconstructs how that exact composition would have moved through a real market stress window — indexed to a common starting point and compared against a benchmark. Results are hypothetical — a reconstruction from historical data of how the past would have treated your holdings, not a forecast of what comes next.

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QuantiBot.ai scenario replay metrics table — window return, max drawdown, worst day, days to recover, trough date, and volatility for the portfolio versus SPY, plus a per-holding contribution breakdown.
Every replay closes with the full scorecard — window return, max drawdown, days to recover, trough date, and volatility — plus a per-holding breakdown of what drove it.
QuantiBot.ai scenario replay — a portfolio indexed to 100 against SPY through the 2022 rate-shock window (shaded) and the recovery that followed, through mid-2024.
A real QuantiBot.ai scenario replay: "Stress test my Permanent Portfolio against the 2022 rate shock" — indexed path versus SPY, shaded window, through recovery.
QuantiBot.ai scenario replay — a portfolio indexed to 100 against SPY through the 2022 rate-shock window (shaded) and the recovery that followed, through mid-2024.
A real QuantiBot.ai scenario replay: "Stress test my Permanent Portfolio against the 2022 rate shock" — indexed path versus SPY, shaded window, through recovery.
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  • For every investor
  • Thousands of stocks & ETFs
  • Company fundamentals
  • Technical indicators
  • Historical backtesting

Replay a single scenario

Choose a historical stress window and QuantiBot.ai reconstructs how your holdings would have moved through it, versus a benchmark. Each replay reports:

  • Window return & max drawdown — how far it fell, and the date it troughed.
  • Worst single day — the sharpest one-day move in the window.
  • Recovery — whether it climbed back to its prior level, and how many days that took.
  • Indexed to compare — your holdings and the benchmark start from a common point, so the gap is easy to read.

Run the full stress matrix

Instead of one episode at a time, replay your subject across a curated catalog of stress episodes at once:

  • Ranked by impact — by window return, maximum drawdown, and days to recover.
  • Surfaces your exposures — the scenarios your current composition is most vulnerable to.
  • Know before you dig — see where the concentration risk lives up front.

Real episodes — and honest coverage

Test against events that actually happened, with no quiet fudging when data is missing:

  • A catalog of real windows — historical market-stress periods, not abstract shocks.
  • Coverage stated plainly — how many holdings were covered and what share of the weight.
  • Gaps named, not hidden — excluded holdings are named rather than silently rescaled.

What a replay is, and what it is not

A replay describes how a composition would have tracked through the past — from one you can:

  • Decompose the exposure — see the sector and factor concentrations driving the result.
  • Test an alternative — backtest a different composition over the same window.

Start researching with QuantiBot.ai

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For informational and educational purposes only. QuantiBot.ai is not a broker-dealer or investment adviser and does not provide investment advice.