Don't Just Invest.
Stress Test.

Build a portfolio you understand.Not one you simply hope will work.

Measure historical risk, explore market stress scenarios, simulate future outcomes, and compare allocations before putting more capital to work.

Free to try · No credit card · No signup required

A portfolio is more than one return number.

More growth can come with deeper losses. Compare both before choosing your allocation.

Golden Butterfly example · 5 ETFs20% VTI · 20% VIOV · 20% TLT · 20% VGSH · 20% GLD

Growth of $10,000

Jan 2014 – Sep 2026

$10,000 initial investment · No contributions · Dividends reinvested · Annual rebalancing

Golden Butterfly
S&P 500 (SPY)
60/40
$10k$20k$30k$40k$50k2014201620182020202220242026COVID sell-off2022 stock-bond sell-off$51.2k$30.0k$23.7k
Golden Butterfly

Ending value

$23,720

Annualized return

+7.0%

Worst decline

-19.1%

S&P 500 (SPY)

Ending value

$51,189

Annualized return

+13.7%

Worst decline

-33.7%

60/40 Portfolio

Ending value

$30,029

Annualized return

+9.0%

Worst decline

-20.9%

Drawdowns from peak

A portfolio is easy to love on the way up. This shows what it felt like on the way down.

0%-10%-20%-30%−19.1%−33.7%
Worst decline:-19.1%
Time underwater:30 months

Historical stress periods

Returns during the exact market sell-off windows shown above.

2020 COVID sell-off

Feb 19, 2020 – Mar 23, 2020

Golden Butterfly-12.6%
S&P 500 (SPY)-33.7%
60/40 Portfolio-20.9%
Relative to S&P 500:+21.1 pp
Relative to 60/40:+8.4 pp

2022 stock-and-bond sell-off

Jan 3, 2022 – Dec 30, 2022

Golden Butterfly-13.0%
S&P 500 (SPY)-18.6%
60/40 Portfolio-16.2%
Relative to S&P 500:+5.6 pp
Relative to 60/40:+3.2 pp
Calculated from exact portfolio wealth boundaries.

10-year simulated outcomes

Illustrative Monte Carlo · $10,000 starting value · No contributions

Median simulated outcome10th–90th percentile range
$10k$15k$20k$25kyr 0yr 2yr 4yr 6yr 8yr 10

10th percentile

$13,470

Median outcome

$19,014

90th percentile

$26,777

Illustrative simulation, not a forecast. Actual outcomes may fall outside this range.

What would these losses look like in your portfolio?

Free to try · No signup required

What do you want to understand about your portfolio?

Pick the question you care about. StressTest shows the trade-offs behind the return number.

Historical Drawdown Profile

Representative stress scenario (2020 market decline)

Sample Portfolio
Max drawdown-24.8%Peak to trough
Recovery time11 monthsTrough to previous high
PeakTrough (-24.8%)Full Recovery

StressTest shows the depth, length, and calendar recovery time of historical declines.

MARKET DATA & VALIDATION

Built on data you can audit.

StressTest.pro uses EODHD market data and applies validation checks before the data reaches your analysis.

Step 1

EODHD market data

Primary multi-exchange daily feed

Step 2

Corporate-action handling

Splits, dividends, and distributions

Step 3

Validation checks

Anomaly detection and date reconciliation

Step 4

StressTest analysis

Risk, drawdown, and simulation engine

Historical market data

Multi-decade price history covering major market cycles and stress periods.

Delisted-symbol coverage

Historical datasets can include securities that are no longer actively listed.

Splits & distributions

Splits and distributions are handled consistently; dividend reinvestment follows the assumptions selected for the backtest.

Global exchange coverage

Coverage spanning US and international exchanges supported by the ticker universe.

FAQ

Common Questions

Essential details about our analysis methodology, data handling, and privacy.

No. You can build a portfolio and run a backtest without creating an account. Create an account only when you want to save portfolios or use features that require persistence.

Know what you're taking on before you invest more.

Run the portfolio, inspect the drawdowns, and compare the trade-offs.

Free to try · No credit card · No signup required