Synthetic scenarios
The system combines current AEGIS tensions, ARGUS conviction levels, COMPLY regulatory pipeline, and the Knowledge Graph to generate novel 'what if' scenarios — systematically exploring catastrophic combinations humans haven't thought of. Refreshed weekly.
The Triple Squeeze
The three events are individually manageable but CORRELATED. The rate cut that helps your bonds destroys the banking sector, while the rare-earth shock hits the industrial holdings you would normally rotate into as a hedge.
Holdings → Battery manufacturers → Cathode suppliers → Chinese rare-earth (3 hops)Energy Cascade Inversion
Oil collapse normally helps consumer staples, but Norwegian gas premium evaporates simultaneously — your Equinor + Aker BP hedges against gas premium become long-only on a falling commodity. Frontline + Stolt-Nielsen weak on lower volumes.
Equinor → European utilities → German industrial gas customers (2 hops)AI Capex Reset + Defense Pause
NVDA correction + Saab + Kongsberg multiple compression hit simultaneously. The "long defense, short tech" book gets squeezed from both ends — losses on long defense, no offsetting tech short upside.
NVDA → Hyperscaler capex → datacenter buildout → Defense semis (2 hops)Climate-Triggered FX Cascade
Your EM exposure gets hit on FX before equity prices catch up. Reliance + TCS + Infosys all underperform Sensex in USD terms. The USD safety play removes the gold + JPY hedges that traditionally cover EM stress.
EM holdings → INR exposure → USD pair → DXY index (1 hop direct, 3 hops cross-asset)Stealth Sovereign Reallocation
The structural reserve diversification narrative shifts from "watch this trend" to "this is happening". Long-dated US bonds underperform; gold catches a sustained bid. Your Treasury allocation drags the portfolio while you wait for the headline.
Sovereign vehicles → US Treasury supply → 10Y yield → European duration (2 hops)