SABR stress replay

Event-Anchored Portfolio Explorer

Year window

Stress threshold

Events shown

Hedge overlayscenario

Sort eventsorder

Layersbars

Show unhedged

Show selected hedge

PnL paths come from the project stress-replay output. Reported top-event shocks are kept exactly where available; remaining shocks are close-to-close SPY moves for the same event dates.

Historical drop replay on today's short-put portfolio

Replay loss by event

Event timeline

shock vs. date

Hedge coverage

selected overlay

Filtered event table

Local artifact: event_stress_replay_explorer_light.html. Companion data extract: event_stress_replay_data.csv.