Cross-Asset Risk Simulator

The Fed Hiked. Oil Hit $100+. Yields Surged. Now What?

Test how acute macro shocks—policy rate hikes, 10Y yield surges, crude oil spikes, and dollar squeeze—reprice your multi-asset portfolio and discover tactical hedging rotations.

Simulated Portfolio Stress Consequence

Drawdown / Loss
Resilient / Gain
Net Portfolio Impact
-5.82%
-$58,200 on $1.0M AUM
Worst Hit Asset
Bitcoin (-14.2%)
High-beta liquidity contraction
Top Hedging Buffer
Energy Equities (+11.8%)
Margin expansion via $102/bbl oil
Stress VaR (95% 1-Mo)
8.4%
Baseline: 4.1% (Vol expanded 2.0x)

Asset-by-Asset Shock Attribution (% Return)

Cross-Elasticity Model

Tactical Playbook: What To Do Right Now

When central banks hike into an energy surge, liquidity contracts while discount rates repricing long-duration equities triggers an acute multiple compression.

  • Duration Defense: Trim 10Y+ sovereign debt; transition into ultra-short 3M T-Bills yielding risk-free carry.
  • Energy / Cash Flow Overweight: Oil at $100+ converts upstream producers into dividend cash cows with negative correlation to rates.
  • Crypto & Unprofitable Growth: High cost of capital disproportionately punishes non-yielding speculative assets. Require deeper margin of safety.
Asset Class Weight Fed Hike Beta Oil Beta 10Y Yield Beta Dollar (DXY) Beta Total Return
Macro vector loaded: +50 bps Fed hike, +25% Oil, +45 bps 10Y Yield. Models: Multi-Factor Factor-Copula & Modified Duration

The Macro Transmission Mechanism

When the Federal Reserve hikes while crude oil crosses $100, the economy faces a double squeeze: cost-push inflation from energy combined with demand destruction from elevated borrowing costs.

Surging 10-year Treasury yields automatically depress the present value of future corporate cash flows. High-multiple growth tech and speculative digital assets bear the brunt, while cash-flowing commodity producers and short-term floating paper thrive.

Frequently Answered Questions

Why does Bitcoin drop when yields surge?

Bitcoin trades as high-beta global fiat liquidity. When the Fed hikes and Treasury yields hit fresh highs, the cost of capital surges and liquidity dries up from risk curves, causing violent crypto de-risking.

How are bond returns calculated in this model?

Sovereign and investment-grade bonds use Modified Duration: Percentage Price Δ ≈ -(Modified Duration × Yield Δ) + 0.5 × (Convexity × (Yield Δ)²).

Can I test custom portfolio weights?

Yes. Enter your custom percentages directly in the weight fields. The simulator automatically renormalizes them so your total equals 100%.

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