Macro Scenario Preset
Live Stress-Test
Projected Rate Shift
+125 bps
0 bps (Neutral)
+150 bps
+300 bps (Severe)
Portfolio Asset Allocation
100% Balanced
Cash & Money Market
30%
Short-Duration Bonds / T-Bills
25%
Equities & Dividend Stocks
35%
Real Estate / Alts (Balancing)
10%
Auto-adjusted to maintain 100% target capital.
Debt & Liability Structure
*Fixed debt locked at 9.25% annual amortization. Variable liabilities adjust 1:1 with federal funds rate shift.
Net Annual Income
$11,825
After debt service
Portfolio Yield
5.14%
Blended yield
Total Debt Service
$23,450
Annual cash burden
Rate Sensitivity
+$1,875/yr
Per +100 bps shift
MarketWatch High-Conviction Recommendation
Shift cash into 6-month T-bills and lock fixed-rate debt immediately.
5-Year Trajectory: Income vs. Debt Service
Cumulative Cash-Flow Projection
1. Yield Laddering
Anchor cash into short-duration 6-month T-bills and high-yield CDs before rate plateaus occur.
2. Liability Lockdown
Aggressively pay down or refinance variable HELOC debt to hedge against escalating carry costs.
3. Quality Equities
Prioritize cash-flow rich dividend compounders with minimal balance sheet leverage.