Stress test
The verified track record answers what did happen. This page answers what would happen: a behavioral policy derived from this trader's chain, played day-by-day against market regimes they haven't traded through. One deterministic path per regime, with no Monte Carlo, no distribution, and no fan chart. A single causal story you can audit.
Edge degrades in regimes the strategy didn't train on, slippage widens with vol, and the policy sits out under drawdown. These are the standard failures of real trading reflected back at simulation speed. Behavioral simulation, not investment advice.
Regime
Compare all regimes →Calendar-year 2008. Calibrated to match the published SPY record: approximately -37% total return, peak drawdown near -48%, realized annualized volatility around 41% with a spike near 80% in October.
Custom regime
Define your own scenario.
Set an annualized drift and volatility, a horizon, and any single-day shocks. The same behavioral policy is replayed against the path you describe, built on the fly, never stored.
Policy under 2008 Global Financial Crisis
252 trading days · starting equity $100,000 · cached
Simulated policy
Trader's actual record
Hover for day-by-day detail
Policy return
-8.29%
Actual return
+3.43%
Max drawdown
8.5%
Days in drawdown
250
Recovery
Never
Sit-out days
218
Entries
10
Exits
10
What happened
Composed deterministically from the policy decisions. The same input always yields the same paragraph, with no LLM, cached forever.
Run against the 2008 Global Financial Crisis (historical-calibrated regime over 252 trading days). The behavior policy derived from this trader's chain produced a -8.3% total return with a 8.5% peak drawdown; the policy never returned to its prior peak in this window. The policy entered 10 times, exited 10 times, and sat out 218 days under drawdown / vol thresholds. Policy thresholds: 1.8% profit target, -1.2% stop loss, 60% of equity per position, active on ~42% of trading days. This is a single deterministic path — no Monte Carlo aggregation. It shows what the policy would do in this specific scenario, not a distribution. It is not investment advice.
Key decisions
- Day 3Hit stop loss (-2.0% over last 10 days, vol-adjusted threshold -1.2%).
- Day 25Equity trough: $91,533.
- Day 34In 8.3% drawdown (threshold 6.8%) — policy waits for recovery before re-entering.
- Day 175Sep 15: Lehman Brothers bankruptcy
- Day 193Oct 9: panic close, -7.6% on the day
- Day 220Nov 19: bear capitulation, peak realized vol
Adversarial resilience
How much of the edge survives a competitor who knows the playbook and fades the policy's fills, hardest on forced stop exits. A resilience disclosure, not a verdict on the trader.
Your mirrored account
What this regime would have done to your allocation if you had mirrored Tortoise Strategies (Demo). Pick an amount; the dollar figures scale, the percentage path doesn't.
Allocation
$50,000
Ending (before fee)
$45,853
-$4,147 · -8.29%
Performance fee
−$0
15% rate · no profit
Net to you (after fee)
$45,853
-$4,147 · -8.29%
Max drawdown
$4,234
8.5% from peak
Lowest balance
$45,766
trough of the path
Your dollars on the same simulated 2008 Global Financial Crisis path, a linear scaling of the policy curve, not a separate simulation. Mirroring is exactly proportional, so the percentage path is identical at every allocation; only the dollar figures change. After-fee figures apply this trader's 15% performance fee on a high-watermark basis (you never pay twice for the same gain). Display only; behavioral simulation, not investment advice.
Investor lens
The same result, read through four investor archetypes. Each weights drawdown, return, recovery, and survival differently. The spread itself is the signal. When the panel disagrees, your own tolerance is the tiebreaker.
Deterministic verdicts. Not allocation advice, just a disclosure of how different profiles would read these numbers.
3 of 4 archetypes lean negative, 0 favourable, 1 hold. The panel is meaningfully concerned in at least two of the four lenses.
Preservation
The Capital Preserver
Drawdown weighs heaviest here: 8.5% peak drawdown, never recovered in the window. Upside of -8.3% total return doesn't offset the capital-at-risk reading.
Growth
The Growth Seeker
Total return of -8.3% drives the reading; the 8.5% drawdown is acceptable cost-of-capture. Note: the policy sat out 218 of 252 days.
Risk-Parity
The Risk-Parity Allocator
On a risk-adjusted basis the return/drawdown ratio of -0.98 is the read. -8.3% return came at 8.5% peak DD; weight in proportion to that ratio.
Skeptic
The Regime Skeptic
Survivability is the question, not upside. The 8.5% max drawdown and the policy exited 10 times against 10 entries characterise how the policy responds when the regime turns.
Policy thresholds
The rules-of-thumb derived from this trader's chain. The simulator runs these decisions day-by-day.
Base notional
60%
of equity per position
Active days
42%
of trading days
Hold target
10.6d
median position
Profit target
+1.8%
exit on gain
Stop loss
-1.2%
exit on loss
Market beta
1.10
exposure to regime