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The Instrument Room
Run it. Read it. Reproduce it.
The working surface: a diagnostic intake, the live sandbox, the economic-implications reports, and sandbox access. Pure instrument — no canvas below this line.
Portfolio Scan
Hand us the position. Get the tail.
Submit the intake for a full 50,000-path diagnostic document, or break the closed-form sandbox below first.
Received. Your diagnostic document follows within 48 hours — not a sales call.
Illustrative two-regime mixture, 1-year horizon, EUR. Crimson region: tail beyond VaR95. Amber line: Fail-Safe floor. The production system runs 50,000 simulated paths.
You know the equation your wealth is solved against. What does the same math say about its tail?
What you get
One artifact you can read, check, and break.
A single 48-hour document built from your inputs: your tail exposure quantified, the failure surface where your concentration breaks down, and hedge sizing against it. No dashboard tour, no pitch deck — one artifact you can read, check, and break.
It is the System Diagnostic, not a sales call in document form. Expected shortfall, correlation-collapse points, and put-option hedge sizing are stated as numbers, with the assumptions exposed beside them. The same quantitative method behind the engine is documented separately, if you want to audit it before you submit.
What happens when you submit
Three steps, stated explicitly so nothing is hidden.
- You submit. Three fields, one required. The form closes; no calendar opens.
- The engine runs. Your position is compiled against the stress library — the current risk environment plus the documented historical regimes. No human reads it to qualify you.
- The document arrives in 48 hours. A PDF to your inbox. Context for a deeper run is collected after you have the first output in hand.
No call is booked. No sequence starts. The only follow-up you receive is the one you ask for.
The three fields
The minimum that produces a real result.
You give three inputs: concentrated ticker or sector, approximate position size, and email. Email is the only required field — it is where the document goes.
Everything else — lock-up windows, existing hedges, mandate constraints — is collected after the first document, only if you choose to go further. The first run asks for the minimum that produces a real result.
What it does NOT do
A diagnostic that hides its failure rate is not a diagnostic.
Stated false-comfort rate: 4.2%
Under specific low-volatility regimes the model understates tail risk in 4.2% of runs. We publish that number because a diagnostic that hides its failure rate is not a diagnostic.
It does not predict the next crash, time your exit, or replace a mandate. It compiles your downside under the documented crisis regimes and tells you where the assumptions stop holding. Edge cases the engine does not yet cover are catalogued in the open questions.
Risk reversal
The worst case is a clean document.
If your tail is smaller than you feared, the document will say so — plainly, with the numbers that show it. The document is yours to keep either way, with no obligation and no follow-up unless you request one.
There is no downside to running it. The worst case is a clean document confirming you are already covered.
3 fields · 48-hour document · no call, no sequence.
Not ready for a full run? Self-verifiers can request sandbox access to change inputs live, or take one scenario and one stated limitation a month via the Tail-Risk Letter. Neither is a call.
Frequently asked questions
What does the diagnostic produce?
One 48-hour PDF built from your inputs. It states your tail exposure as expected shortfall, the correlation-collapse points where your concentration breaks down, and the put-option hedge sizing against it — each number sitting beside the assumption it rests on.
Do I need a sales call to run it?
No. The form closes on submit and no calendar opens. The engine compiles your position without a human reading it to qualify you, and the only follow-up you receive is one you explicitly request.
What are the three fields?
Concentrated ticker or sector, approximate position size, and email. Email is the only required field, because it is where the document is delivered. Lock-up windows, existing hedges, and mandate constraints are collected later, only if you choose to go further.
When does the diagnostic fail?
In 4.2% of runs, under specific low-volatility regimes, the model understates tail risk. That false-comfort rate is published in the document itself, because a diagnostic that hides its failure rate is not a diagnostic.
How long does it take?
Submission takes under a minute for three fields. The compiled document arrives in your inbox within 48 hours, with no call booked and no sequence started in between.