Endure a sharp −15% annualised market correction with 3.0× volatility. Practice capital preservation and limit-order execution.
Information:
Scenario Parameters & Objective
Macro / Market Overlay: A broad risk-off shock triggers a −15% annualised downward drift and triples return volatility across Moroccan and global equities.
Objective: Limit portfolio drawdown using defensive rotation and cash buffers without panic-selling into wide spreads.
Window Duration: 7 simulated trading days · Starting Endowment: 100,000 MAD
