Crypto Portfolio Stress Test
Know your risk before the market does. Enter your mix and see what every major crypto crash since 2018 would have done to it — plus a 1-year Monte Carlo range. Historical data, not a prediction.
Why stress-test a crypto portfolio?
Crypto drawdowns are larger and faster than almost any other asset class. In the 2022 bear market, Bitcoin fell about 77% peak-to-trough and most altcoins fell further. A portfolio that looks fine in a bull market can be cut to a quarter of its value in a cycle most holders have already lived through at least once.
A stress test replaces hope with arithmetic. By applying the actual peak-to-trough moves from 2018, 2020, 2022 and 2024 to your specific allocation, you see — in dollar terms — what each historical crash would have done to the money you hold today. The Monte Carlo adds a forward-looking view of the range of one-year outcomes given crypto's volatility, without pretending to predict a direction.
The point isn't to scare you out of the market — it's to size positions so that surviving the next drawdown is never in question. Traders who systematically cap risk per position tend to keep drawdowns in the 20–30% range even when the market halves. That framework is what Liquid State's playbooks document.
Historical crash data and a volatility model — not a prediction of future losses, and not financial advice. Scenario figures are approximate peak-to-trough moves from public price history. The Monte Carlo assumes zero expected drift and is illustrative only. Always manage your own risk independently.
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