Compares your current allocation against two optimization strategies: Max Sharpe (best risk-adjusted return) and Max Return (highest raw return regardless of risk). Uses 1-year historical data.

Runs 1,000 simulated portfolio paths over 252 trading days (1 year). Shows worst, average, and best case scenarios. Also computes Value at Risk (VaR) and Conditional VaR (CVaR) at 95% and 99% confidence.

Fetches live stock price and computes historical volatility, then prices call and put options using the Black-Scholes model. Shows profit/loss at 5 price scenarios.

How it works: When Bollinger Bands compress inside Keltner Channels, the stock is "squeezing" — building energy. When BB breaks outside KC, the squeeze is released. Combined with momentum direction, this signals potential entry points.

Long signal: Squeeze just released + momentum positive.
Short signal: Squeeze just released + momentum negative.

Strategy: Mean-reversion. Goes long when price drops more than 1 standard deviation below the moving average (assumes price will revert to mean). Exits if strategy return drops more than 3% in a day (stop loss). Compares strategy returns vs. pure buy-and-hold.

Note: This does not include transaction costs. Past performance does not guarantee future results.

Shows average return by calendar month over 2 years of data. Helps identify historically strong and weak months for a given ticker.

Runs your current portfolio weights through actual historical market data from major crashes. Shows exactly how your portfolio would have performed — max drawdown, worst month, recovery time, and comparison vs SPY. Tickers that didn't exist during the selected period are excluded and weights renormalized.