MacroTrade
Scenario ComparisonDelivery · 0–1Y
Comparison
| Scenario | Regime | Path | Horizon | 80/20 | 60/40 | 40/60 | 20/80 | Variables |
|---|---|---|---|---|---|---|---|---|
| On screen | Soft Landing | Immediate | 1Y | 0.00% | 0.00% | 0.00% | 0.00% | 0 |
| Fed +25bp | Soft Landing | Immediate | 3M | -1.69% (-1.7) | -1.65% (-1.6) | -1.60% (-1.6) | -1.55% (-1.5) | 3 |
| Fed +50bp | Soft Landing | Staged | 6M | -3.90% (-3.9) | -3.59% (-3.6) | -3.28% (-3.3) | -2.97% (-3.0) | 4 |
| Fed +75bp | Soft Landing | Staged | 6M | -7.78% (-7.8) | -6.81% (-6.8) | -5.84% (-5.8) | -4.87% (-4.9) | 6 |
| Fed +100bp | Soft Landing | S-Curve | 1Y | -12.40% (-12.4) | -10.58% (-10.6) | -8.77% (-8.8) | -6.95% (-7.0) | 8 |
| Fed −100bp | Soft Landing | S-Curve | 1Y | +8.24% (+8.2) | +8.26% (+8.3) | +8.29% (+8.3) | +8.31% (+8.3) | 6 |
| ECB +75bp | Soft Landing | Staged | 6M | +0.03% (0.0) | +0.03% (0.0) | +0.02% (0.0) | +0.01% (0.0) | 2 |
| BoJ Normalisation | Soft Landing | Linear | 1Y | -2.78% (-2.8) | -1.99% (-2.0) | -1.20% (-1.2) | -0.40% (-0.4) | 3 |
| BoE +100bp | Soft Landing | Staged | 6M | +0.02% (0.0) | +0.01% (0.0) | +0.01% (0.0) | 0.00% (0.0) | 2 |
| QT Acceleration | Soft Landing | Linear | 1Y | -6.60% (-6.6) | -5.93% (-5.9) | -5.26% (-5.3) | -4.59% (-4.6) | 4 |
Parenthetical: delta vs the on-screen scenario, in points