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 →First half: calm trend, 11% realized vol. At the midpoint, vol jumps to 38% and stays there. Stresses sizing models that built up exposure in the calm regime without adapting.
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 Volatility regime shift
252 trading days · starting equity $100,000 · cached
Simulated policy
Trader's actual record
Hover for day-by-day detail
Policy return
+8.73%
Actual return
+3.43%
Max drawdown
8.6%
Days in drawdown
176
Recovery
Never
Sit-out days
85
Entries
30
Exits
30
What happened
Composed deterministically from the policy decisions. The same input always yields the same paragraph, with no LLM, cached forever.
Run against the Volatility regime shift (synthetic regime over 252 trading days). The behavior policy derived from this trader's chain produced a +8.7% total return with a 8.6% peak drawdown; the policy never returned to its prior peak in this window. The policy entered 30 times, exited 30 times, and sat out 85 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 2Hit stop loss (-1.4% over last 10 days, vol-adjusted threshold -1.2%).
- Day 5Equity trough: $99,652.
- Day 126Vol regime change: 11% → 38% realized vol
- Day 128Realized 10-day vol jumped from 0.89% to 1.45%.
- Day 148Equity peak: $117,098.
- Day 167In 7.1% drawdown (threshold 6.8%) — policy waits for recovery before re-entering.
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.
25/100
edge retained under attack
Baseline return
+8.73%
Under attack
+2.14%
Edge taxed away
6.6%
Fills faded
60 · 24 stops
Against a competitor who knows this playbook, the strategy retains 25% of its edge in the Volatility regime shift regime: a +8.7% return becomes +2.1% once the adversary withdraws liquidity on its 60 fills, 24 of them forced stop exits. Higher resilience means the edge depends less on cheap, unopposed execution. This is a resilience disclosure, not a verdict on the trader — a deterministic execution-cost stress, not a prediction. Not investment advice.
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)
$54,366
+$4,366 · +8.73%
Performance fee
−$1,282
29.4% of profit
Net to you (after fee)
$53,084
+$3,084 · +6.17%
Max drawdown
$5,051
8.6% from peak
Lowest balance
$49,826
trough of the path
Your dollars on the same simulated Volatility regime shift 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.
Split panel: 1 favourable, 1 negative, 2 hold. This regime produces different reads across archetypes; your own risk tolerance is the tiebreaker.
Preservation
The Capital Preserver
Drawdown weighs heaviest here: 8.6% peak drawdown, never recovered in the window. Upside of +8.7% total return doesn't offset the capital-at-risk reading.
Growth
The Growth Seeker
Total return of +8.7% drives the reading; the 8.6% drawdown is acceptable cost-of-capture. Note: the policy stayed engaged with 30 entries.
Risk-Parity
The Risk-Parity Allocator
On a risk-adjusted basis the return/drawdown ratio of +1.01 is the read. +8.7% return came at 8.6% peak DD; weight in proportion to that ratio.
Skeptic
The Regime Skeptic
Survivability is the question, not upside. The 8.6% max drawdown and the policy exited 30 times against 30 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