MULTI-SCENARIO MONTE CARLO LAB

Overlay the assumptions. Stress the fixture model. Compare the shape of uncertainty.

Compare two browser-side fixture runs under independent assumptions, then automatically rerun the active model through documented historical market-stress labels. Every output remains deterministic, inspectable, and bounded to public demonstration data.

paired scenario overlay live percentile bands historical stress suite

Interpretation boundary: this tool visualizes public product fixtures under selected assumptions. Historical market names are documentation-backed stress labels, not imported market data, predictions, customer evidence, probabilities of performance, service commitments, investment guidance, or decision recommendations.

COMPARISON CONTROLS

SHARED FIXTURE INPUTS

Fixture seriesBoth runs use this independent public demo seriesSimulation pathsMore paths smooth percentile summariesShared horizon4 periods2 periods 8 periods

CUSTOM STRESS PROFILETune a browser-only fixture shock.

Profile nameUsed in controls and the PDF report onlyManual trend shock-20%-50% 50%Volatility multiplier1.50×0.25× 3×Local profile noteOptional explanatory text included in the PDF export

Effective local factors: 0.80× trend and 1.50× volatility. This profile has no historical-event claim, probability, or prediction.

Run A / referenceIndependent assumptions

Deterministic seedSame parameters and seed reproduce this runTrend multiplier1.00×0.5× 1.5×Residual amplitude1.00×0.25× 2×Stress profileChoose documented history or the local custom profile

Run B / challengerIndependent assumptions

Deterministic seedSame parameters and seed reproduce this runTrend multiplier0.90×0.5× 1.5×Residual amplitude1.25×0.25× 2×Stress profileChoose documented history or the local custom profile

PDF includes controls, paired results, custom profile, stress suite, source basis, and interpretation limits.

All calculations and both exports remain in this browser. No profile, PDF, fixture result, customer record, or historical-market feed is sent or stored.

RUN A P5074W12 · BASELINE

RUN A DISPERSION3.44after selected stress modifier

BOUND ACTIVATION0.0%zero floor if reached

STRESS CASES03automated historical labels

RUN A / PERCENTILE ENVELOPEBASELINE

Trend factor 1.00× · residual factor 1.00×

W1W2W3W4W5W6W7W8W9W10W11W12

No historical-market modifier is applied. The run uses only the selected fixture trend and in-sample dispersion.

RUN B / PERCENTILE ENVELOPE1987 ACUTE

Trend factor 0.85× · residual factor 1.60×

W1W2W3W4W5W6W7W8W9W10W11W12

The Federal Reserve’s historical account describes the S&P 500 falling about 20% on 19 October 1987. This preset uses that period only as an acute speed-and-liquidity stress label.

RUN A ↔ RUN B OVERLAYCompare two parameterized fixture paths

Shared series · paths · horizon

Run A P50 + P25–P75Run B P50 + P25–P75Fixture history

PAIRED END-HORIZON COMPARISONW12 / shared fixture window

Run	Stress label	P10	P50	P90	Δ vs A
Run A	BASELINE	65	74	83	—
Run B	1987 ACUTE	49	61	73	-13

AUTOMATED HISTORICAL-STRESS SUITE

Run the current fixture model through three documented adverse-regime presets.

Every result is recalculated in the browser with the current shared horizon, path count, Run A seed, and Run A user controls.

1987 ACUTEBlack Monday · 19 Oct 1987

The Federal Reserve’s historical account describes the S&P 500 falling about 20% on 19 October 1987. This preset uses that period only as an acute speed-and-liquidity stress label.

Final P10: 55
Final P50: 66
vs Run A: -8
Bound rate: 0.0%

Trend factor 0.85× · residual factor 1.60× Federal Reserve Board, 1987 crash history

GFC PROLONGEDGlobal financial crisis · 2007–09

Federal Reserve History states that the S&P 500 fell 57% from its October 2007 peak to its March 2009 trough. This preset represents a prolonged adverse-regime label.

Final P10: 40
Final P50: 52
vs Run A: -22
Bound rate: 0.0%

Trend factor 0.60× · residual factor 2.00× Federal Reserve History, Great Recession

COVID RAPIDCOVID market shock · Feb–Mar 2020

The Federal Reserve’s May 2020 Financial Stability Report describes large asset-price declines, increased volatility, and funding-market strain during February and March 2020. This preset represents rapid repricing-and-liquidity stress.

Final P10: 49
Final P50: 60
vs Run A: -14
Bound rate: 0.0%

Trend factor 0.75× · residual factor 1.80× Federal Reserve, Financial Stability Report – May 2020

END-HORIZON SENSITIVITYRun A slope stress test

Intercept held constant

600.75×

741.00×

881.25×

This changes the selected fixture slope only. It is not an outcome range or decision recommendation.

MODEL TRACE / COMPARISON DISCLOSURE

Runs differ only through their explicit inputs; the fixture boundary never changes.

Paired overlay shares the fixture series, path count, and horizon so Run A and Run B remain comparable; seeds, trend, residual amplitude, and historical-stress labels are independent.

Stress suite reuses Run A, then applies a fixed documented trend and residual modifier for each historical-regime label. It does not inject historical market returns into the fixture series.

Historical basis draws on Federal Reserve and Library of Congress public history sources. The references describe the market periods; they do not calibrate a customer, product, or operational-loss model.

Public boundary remains fixed: no live integrations, customer records, account data, market feed, probability estimate, or decision authority are present.

FIXTURE PROVENANCEApproved fixture service-event ledger

Eight fixture reporting weeks / resolved records only

Output mode: public explanatory fixture · reader: public product visitor · source basis: documented historical-regime labels plus fixed fixture modifiers · receipt: none required because no evidence is delivered or retained.