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Scenario Analysis is the art of asking “What if?” It forces your algorithmic strategy to endure the most brutal periods in market history to see if it survives the fire. Instead of simulating under “normal” market conditions, this engine locks your portfolio into the constraints of past economic crises to test your drawdown limits.

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Common Stress Scenarios

Kalpi’s Scenario Analysis engine allows you to map your strategy against historical regime shifts:
If your strategy fails a Scenario Analysis stress test, don’t just delete it. Use the Basket Builder to introduce non-correlated assets (like Gold or low-beta Defensives) to flatten the drawdown curve during these shock events.