Put the worst case on the table.

Enter positions and explicit loss assumptions. See the dollar impact, aggregate exposure, and complexity flags without turning a scenario into a prediction.

Position rows

Required: ticker, position_value, max_loss_pct, complexity.

CSV assumptions

Ready for positions.

Boundary: max_loss_pct is your scenario assumption, not a probability, forecast, recommendation, or live price.

Computed exposure

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Scenario ledger · no live market data connectedPapa Parse 5.4.1 + math.js 14.0.1

Scenario loss aggregates declared positions

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For the saved hypothetical four thousand dollar position with sixty percent max-loss assumption, modeled loss is twenty four hundred dollars. Bars share one tenth of a pixel per dollar. Multiplication by the entered percentage is arithmetic, not a probability forecast or validated maximum loss. The source does not retrieve live prices, establish historical investment outcomes or provide investment advice. The four saved positions sum to eighteen thousand dollars exposure and thirteen thousand four hundred modeled loss. Bars share twenty five thousandths of a pixel per dollar. Dividing modeled loss by total exposure gives about seventy four point four percent, displayed to one decimal. It is a value-weighted aggregate under supplied losses, not a likelihood that the portfolio will lose that amount. Correlations, probabilities, leverage and real market conditions are outside the tool. The sample five thousand dollar position at one hundred percent assumption contributes five thousand loss dollars, while the six thousand dollar position at fifty percent contributes three thousand. Bars share eight hundredths of a pixel per modeled-loss dollar. The source picks the largest modeled amount and counts two user-marked complex positions, but complexity does not alter the loss formula. Invalid CSV blocks export; reset clears the local audit. These labels are supplied scenarios, not investment conclusions.