Risk Simulation

What / If Scenarios

Choose a model family and simulate “what if this input changes?” without touching your live portfolio. Each module lets you tweak assumptions, re-run the engine, and compare outputs with clear attribution.

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Modules

Pick a What / If engine

These are the pragmatic “what-if” levers used most often: cycles, seasonality, regression, and Elliott Wave. Each page focuses on one family so the UI stays simple and the deltas are easy to interpret.

What / If — Cycles

Test cycle assumptions: phase shifts, dominant harmonics, and timing windows. Ideal when the question is “what if the next turn happens earlier/later?”

Typical knobs: phase shift, cycle length, weight, horizon.

What / If — Seasonality

Swap cohorts and conditioning: day-of-month, decennial, election, VIX-conditioned, aggregated vs dominant. Useful for “what if seasonality is weak/strong this year?”

Typical knobs: cohort set, conditioning, lookback, weighting.

What / If — Regression

Stress the forward projection model: slope, mean-reversion speed, confidence gating, and reversal zones. Best for “what if trend weakens / volatility rises?”

Typical knobs: fit window, regularization, volatility gate, target bands.

What / If — Elliott Wave

Compare primary vs alternative counts and see how targets/invalidation and fib zones change. Best for “what if this is a correction vs impulse?”

Typical knobs: count selection, fib zone choice, invalidation level.