PORTFOLIO RISK · T01

Portfolio risk & stress test

Measure risk at stops position by position, concentration by risk group, and deterministic loss under one shared market shock.Calculated locally in this browser. Inputs are not saved or transmitted.

Account equityPortfolio stop-risk limit

Open or planned positions

Point value is the account-currency value of a 1.0 price move per unit. Shock is a signed percentage move from entry.

Position	Side	Qty	Entry	Stop	Point value	Fees / unit	Slippage	Risk group	Shock %	Actions
Position	Side	Qty	Entry	Stop	Point value	Fees / unit	Slippage		Risk group	Shock %
Position	Side	Qty	Entry	Stop	Point value	Fees / unit	Slippage		Risk group	Shock %

Stress scenario

Scenario name

Current result

Portfolio decision view

Within the selected limit

Gross risk at stops$468.800.94%

Stop-risk budget remaining$531.20$1,000.00 max

Largest risk group100%US equities

Scenario loss$3,964.807.93%

Risk by position

MNQ long$206.40
MES long$262.40

Concentration by group

US equities100%

01 / DECISION

What this tool decides

A single open-risk amount cannot show which group dominates the budget or how different instruments respond to the same scenario. This workspace keeps gross stop risk hard while making concentration and shock loss visible.

Scope and limitations

Amounts and point values are expressed in USD in this first public version.
Payoffs are linear; options and other non-linear instruments are outside scope.
Scenarios are deterministic user inputs, not forecasts or probabilities.
Stops can gap or fill at a different price; the result is a planning estimate, not a guaranteed maximum loss.

Method and sources

The engine applies the documented position-level formulas and keeps gross stop risk additive. These references support the surrounding risk-planning interpretation.

Position and Risk ManagementCME Group
Connects position size, risk tolerance, and predefined exit levels in futures planning.
Stop Orders: Factors to Consider During Volatile MarketsFINRA
Explains why a stop trigger and the execution price can differ in volatile markets.