RiskLab Report

## Decision Confidence

--%
Confidence
Tail Amplification Ratio
--
vs Bench (Lower is better)
Key Sensitivities
--
Top factors driving risk

## Fragility Gauge

--
Parameter Sensitivity (0-100)

## Regime Dependence Map

Bull / Low Vol --
Bull / High Vol --
Bear / Low Vol --
Bear / High Vol --
Sharpe Ratio per Regime

### Scenario Stress Test

### Sensitivity Sweep (Volatility)

## Detailed Scenario Results

Scenario | Robustness Score | Max Drawdown | Sharpe Ratio
--- | --- | --- | ---

## Understanding This Report

### Decision Confidence Rating

A composite score (0-100%) indicating how safe it is to approve this strategy. It penalizes for high fragility, tail risk, and regime dependence.

### Regime Dependence Map

Visualizes performance (Sharpe Ratio) across 4 market regimes. Ideally, a strategy should be "All Weather" (positive in all green/red quadrants).

- Bull / Low Vol: Standard growth environment.
- Bear / High Vol: Crash/Crisis environment (Most critical).

### Fragility Score

Measures how much performance degrades when assumptions (like weights) are slightly perturbed. High score = High Fragility.

### Tail Amplification

Ratio of the strategy's tail risk (CVaR) to the generic market (SPY). Values > 1.0 mean your downside is worse than the market.

### Assumption Sensitivity

Identifies the primary driver of variance. Helps pinpoint "what matters most" in your model's stability.