Brent Crude ($/bbl)
Base: $84.50
$86.32
+2.15%
European TTF Gas (€/MWh)
Base: €38.20
€40.26
+5.40%
EUR/USD FX
Base: 1.0820
1.0753
-0.62%
Spot Gold ($/oz)
Base: $2,420.00
$2,452.67
+1.35%
US 10Y Yield (bps)
Base: 4.18% (418.0 bps)
4.138%
-4.2 bps
Cboe VIX Volatility
Base: 15.60
18.00
+2.4 pts
| Horizon | Brent (%) | TTF (%) | EUR/USD (%) | Gold (%) | 10Y (bps) | VIX (pts) |
|---|
Horizon Paths: Instant Wire Impact (T+0) → 4h Momentum Peak → 24h Digestion → T+3d Friction Carry → T+5d Structural Repricing.
PORTFOLIO HEDGE & TAIL RISK NEUTRALIZER
DELTA VAR SIZING
Projected Unhedged Drawdown
-$1.84M (-1.84%)
Driven by VIX surge (+2.4) & EUR depreciation shock.
Optimal Gold Safe-Haven Overlay
$13.62M (5,553 oz)
Neutralizes duration drawdown + stagflation spread.
Brent Crude Call Spread Notional
$6.45M Notional
Delta equivalent: 76.3k bbls 1M out-of-the-money hedge.
Post-Hedge Net Tail VAR (99%)
-0.24% (-$240K)
87% tail risk coverage against further escalation.
WIRE IMPULSE AUDIT LOG
3 recorded events
| TIMESTAMP | HEADLINE | SEV | BRENT | TTF GAS | EUR/USD | GOLD | US 10Y | VIX |
|---|