yogsoth-ai Scenario Stress Testing
Evaluate how a portfolio performs across multiple plausible future scenarios to identify vulnerabilities, assess robustness, and inform portfolio adjustments.
Stages
| Stage | SOP | Purpose |
|---|---|---|
| 1 | scenario-construction | Construct >=3 distinct future scenarios |
| 2 | portfolio-evaluation-per-scenario | Evaluate portfolio under each scenario |
| 3 | portfolio-synthesis | Synthesize findings into robustness verdict |
Available SOPs
- scenario-construction — Build diverse, plausible scenarios spanning uncertainty space
- portfolio-evaluation-per-scenario — Assess portfolio metrics under a specific scenario
- portfolio-synthesis — Aggregate per-scenario results into final recommendation
Execution Guidance
- Construct at least 3 scenarios that are distinct and span key uncertainties
- Include at least one optimistic, one pessimistic, and one surprising scenario
- Evaluate the same portfolio under each scenario using consistent metrics
- Look for scenarios where portfolio performance drops below acceptable thresholds
- Identify which candidates are vulnerable vs resilient across scenarios
- Synthesize into robustness score and actionable recommendations
Minimum Yield
- Performance assessment across >=3 distinct scenarios
- Vulnerability list identifying which portfolio elements fail under which conditions
- Robustness verdict (robust / conditionally robust / fragile) with supporting evidence
Available SOPs
Optional, no fixed order; the final leaf is always a sop.
| SOP | When to use |
|---|---|
| portfolio-evaluation-per-scenario | Evaluate a specific portfolio's performance metrics and vulnerabilities under a given scenario. |
| portfolio-synthesis | Synthesize all per-scenario evaluations into a final portfolio recommendation with robustness score and actionable guidance. |
| scenario-construction | Construct distinct future scenarios spanning key uncertainties for portfolio stress testing. |