How your book behaves if tech rolls over. Downside betas & correlations from ~15y daily history; crash scenarios calibrated to the 2022 bear (primary) and COVID-2020 (secondary).
1 · Crash simulator
Drag to set a Nasdaq-100 (QQQ) drawdown. Each holding moves by its empirical sensitivity, aggregated to your portfolio. 2022-relative (default) scales each asset by how it actually fell vs QQQ in 2022 (captures leverage decay & high-beta names); downside-beta uses each asset's beta on down-days. Neither is a forecast — both are rough, linear scenario tools.
QQQ drawdown:
2 · Holdings, exposure & risk
Sorted by value. Unrealized G/L = (price − avg cost) × shares, from your IBKR cost basis (total, not yet split short-/long-term — that needs lot-level acquisition dates, see note below). β↓ = downside-beta to QQQ (sensitivity on down-days). 2022 / COVID = actual peak-to-trough drawdowns (blank = listed after that episode).
3 · Correlation matrix
Daily-return correlation (~15y where available). Deep red = moves together (≈no diversification). Your book is dominated by one tech factor — most pairs are highly positive.
4 · Valuation stretch (your single stocks)
Current P/E & P/S vs each name's own historical median, and the sell-side average target. The further above median, the more multiple-compression fuel in a derating. Click a ticker for its full valuation + hedge builder.
5 · Where to hedge — priority & plan
Ranked by $-at-risk in the current crash scenario (above), tilted by valuation stretch. Your lean — collars / put-spread collars per name + an index-put overlay — applied where it buys the most protection per dollar.