Position Stress Test
Explore the downside before you size the position. Stress yield, exit timing, liquidity and asset value.
Illustrative custom inputs. Changes are measured from today's entered position value, not your historical cost basis. USD results use your assumed quote-asset price.
Position & assumptions
Wallet import includes recognized wallet token accounts only. Enter deposited YT quantity manually.
USD conversion defaults to an assumption of 1, not a live price. Redemption defaults to an assumed 1; verify the vault's redemption units.
Apply a stress
Presets are hypothetical shocks, not probabilities. Yield squeeze: +5pp exit APY, half underlying yield, −10% asset price, 2% exit haircut. Severe: +15pp, zero yield, −30% asset price, 10% recovery loss and 10% exit haircut. PT uses the exit APY shock; YT uses the underlying-yield shock.
- Current value
- 980 quote units
- Scenario proceeds
- 988.318198 quote units
- Modeled yield accrued
- 0 quote units
- Liquidity haircut + exit fee
- 0 quote units
- Modeled exit token price
- 0.988318 quote units
Compare outcomes
| Scenario | Proceeds · quote units | Change · quote units | Value · assumed USD | Return · assumed USD |
|---|---|---|---|---|
| No-shock reference | 988.3182 | 8.3182 | $988.32 | 0.85% |
| Your scenario | 988.3182 | 8.3182 | $988.32 | 0.85% |
| Yield squeeze | 963.2583 | -16.7417 | $866.93 | -11.54% |
| Severe stress | 788.0199 | -191.9801 | $551.61 | -43.71% |
How this model works
PT exit value discounts the assumed redemption at the stressed implied APY over the remaining term. At maturity it uses the recovery-adjusted redemption, with no early-exit haircut or trading fee.
Recovery loss scales the modeled claim and income. The asset-price shock converts all scenario proceeds at the assumed terminal USD rate; it does not change quote-unit proceeds. Fees default to zero and must be entered. Gas, entry costs, prior claims, emissions, path-dependent exchange rates, protocol mechanics and actual liquidity are excluded. This is scenario analysis, not an executable quote or a forecast.