Stress test a 60/40 allocation against key crises and regime changes - build a microsite not PDF
60/40 Portfolio Stress Test: Crises & Regime ChangesInteractive analysis of how a 60/40 stock/bond portfolio performed across 14 major crises and 6 market regimes spanning 35 years (1990-2026). Features crisis waterfall charts, rolling correlation analysis, regime comparisons, and annual returns heatmaps.Interactive microsite
60/40 Performance Summary (1990-2026)performance_summary.png196.8 KB
Crisis Returns: Equity vs Bond vs 60/40crisis_comparison.png125.1 KB
Equity-Bond Rolling Correlation (120d)rolling_correlation.png159.7 KB
Research Log: 60/40 Stress TestREADME.md4.3 KB
The 60/40 Under Stress: 39.8 Years, 18 Crises, and a Hedge That Comes and GoesTotal-return stress test of a 60/40 allocation from 1986 to 2026 across 18 crisis windows and 11 regimes, with a conditional tail-hedge test showing the equity-bond hedge is era-dependent rather than structural.Interactive microsite
60/40 Stress Test v2 — Full Research Log & MethodologyREADME.md21.4 KB
60/40 Under Stress: Crises, Regimes, and the Bond Hedge39.8 years of daily data (1986–2026) stress-testing a 60/40 portfolio across 18 crisis windows, 11 macro regimes, and 25 drawdowns — with a conditional tail test of whether bonds actually hedge when equities break.Interactive microsite
6 rounds · 155 tool calls · 8 files edited · 5 artifacts