Time-boxed macro and microstructure stress tests built on our deterministic price engine. Each scenario perturbs drift (μ) and volatility (σ) over a reproducible window.
Information:
Educational scenario overlays
All challenges use simulated price paths across real Bourse de Casablanca and global reference tickers settled in MAD. Results are for academic study only and never constitute investment advice.
Participate in a sustained upward drift (+8% annualised) with normal volatility. Practice position sizing and rebalancing across Bourse de Casablanca sectors without over-concentrating.
Reallocate capital across Banking (ATW, BCP, BOA), Telecoms (IAM), and Mining (MNG, CMT) as relative momentum shifts under moderate volatility.
Navigate a sudden 2.5× surge in market volatility paired with inflationary price drift. Construct a defensive portfolio across MNG, TQM, and CSR that keeps maximum drawdown under control.
Simulate the impact of monetary tightening (−5% annualised drift, 1.5× volatility). Balance rate-sensitive financial holdings (ATW, BCP) and 10Y BDT against cash reserves.
Endure a sharp downward market correction (−15% annualised drift, 3.0× volatility). Test stop-loss discipline, limit-order execution, and capital preservation.
Operate under a 4.0× volatility regime with zero directional drift. Observe how wide bid-ask spreads and market orders erode returns when volatility spikes.
