DeanOS
Portfolio Risk & Modeling Engine
Explore how a portfolio behaves across changing market conditions: how much it tends to swing, what history's worst stretches would have done to it, and how wide the range of outcomes is. Every number comes with the model behind it and the reasons not to trust it too much.
It describes the past and the assumptions of each model. It is not investment advice, and it does not predict returns.
How much could it lose?
Typical bad days, the worst historical crashes replayed on your holdings, and custom shocks to stocks and interest rates.
How uncertain is the future?
Thousands of simulated years built from real market history, volatility forecasts, and the market regime the model thinks we are in.
What is it really exposed to?
Factor exposures to the market, size, value, profitability, investment and momentum, and a side-by-side comparison with any other portfolio.
The data
Daily prices for S&P 500 stocks and major ETFs since 2000, plus the Fama-French factor library, refreshed every weeknight.
The models
GARCH volatility, hidden Markov regimes, filtered historical VaR, block-bootstrap simulation and factor regressions, each tested against reference implementations.
The honesty
Every model has a methodology page covering its assumptions, where it fails, and live validation results.