Historical regression backtests
Backtest Arena
Pick a real historical event — see how the engine's coefficients would have predicted oil / CPI / equity drawdown / Doomsday-minute path. Adjust the scenario window to stress the model.
Pick a backtest
Hormuz drone strike 2019 3-day disruption · Brent +9% · 1Q-CPI +25bp Suez Ever Given 2021 6-day disruption · Brent +6% · containers +18% Ukraine invasion 2022 365-day · oil +35% · wheat +60% · CPI +200bp Houthi Red Sea 2024 90-day · containers +18% · Brent +12% Qatar blockade 2017 42-day · LNG +22% · Brent +4% COVID-19 2020 90-day · oil -30% · equity -34% · CPI -90bp Iran-Israel direct strike 2024 14-day · Brent +9% · gold +5%
Predicted vs actual path
Regression coefficient table
Coefficients regressed against EIA spot Brent / WTI, BLS CPI, S&P 500 closes covering the listed event windows. The "live" multiplier scales prediction by current engine conflict / 50, so present-day stress amplifies the historical path.
← Scenario Lab · Correlations · Markets