Fed Policy Surprise Simulator D3 Engine

Simulate Monetary Transparency Regimes, Yield Curve Shifts & Portfolio Drawdowns
US Treasury Yield Curve Displacement
Baseline Yield
Post-Shock Curve
Fed Policy Surprise
+75 bp
1980s Surprise Regime
Portfolio Total P&L
-$24,500
-2.45% Drawdown
10Y Treasury Yield
4.62%
+37 bp Shift
Curve Shape Signal
Bear Flattener
2Y-10Y Spread: -22 bp
Shock Parameters & Regime
Federal Reserve Transparency Regime
Historical Policy Shock Presets
Expected Fed Action 0 bp
Actual Fed Rate Action +75 bp
Bond Portfolio Duration 6.5 Years
Equity Market Exposure 65%
Implied Volatility (VIX Base) 18.5 VIX
Rate-Surprise Impact Matrix (Canonical Proof Surface)
Maturity Base Yield Post-Shock Yield Delta Bond P&L
Initializing Engine...
Stress Test Sector Drawdowns & Hedge Allocation
Asset Class / Sector Sensitivity Estimated Drawdown Recommended Hedge
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