Invest Better

Drawdown protection

When markets drop fast,
Souppe portfolios fall less.

We replay real, sharp market drops and measure how a Souppe-improved portfolio behaved against the raw one. Here is the verdict, basket by basket, and a way to check how a portfolio like yours weathered the storm.

Market Rout Study Results

Across 7 real market drops, Souppe-improved portfolios fell less in 100% of cases.

+5.2 ppmean drawdown reduction
STRONGverdict

By basket

How each kind of portfolio held up across every drop in the study.

Loading the basket breakdown…

Insert your portfolio, see how you weathered the storm

Enter your holdings and pick a market drop. We fetch the latest prices on demand and show how your portfolio fell against the Souppe-improved baskets.

All amounts must be in the same currency. We'll calculate the portfolio weights from your totals.

Your storm result

Add your positions and choose a market drop, then check how your portfolio held up against the Souppe-improved baskets.

Every drop in the study

Newest first. Open any event for the per-basket detail, the tickers Souppe added and where the protection came from.

Methodology

How we built this study, what we measure and how to read the headline.

The study answers one question: when markets drop fast, do Souppe-improved portfolios fall less than the raw ones? Here is how we test it end-to-end.

The drops we replay

We curate a catalog of real, sharp market drops. Each event has a start date (the local peak, d0) and an end date (the trough, event_end). The ongoing 2026 AI-stock rout extends every trading day until the drawdown reverses, so it shows as LIVE in the gallery above and prices through yesterday's EODHD close.

The baskets we test

Each event runs against three persona baskets that mirror how real investors hold:

  • AI / Mega-cap Tech: concentrated in the top AI names and big-tech leaders.
  • S&P 500 Index Investor: the broad-market passive allocation.
  • General Technology: diversified tech exposure beyond the mega-caps.

These are the raw portfolios. Souppe scores each one across its 8 structural forces, identifies where the basket is most fragile for the current regime and proposes a small set of substitutions and weight tilts that shift the basket toward a more Crash-Resistant posture. The output is the Souppe-improved portfolio for that event.

What we measure

For each event-and-basket pair we replay daily total returns for both portfolios over the event window and compute:

  • Return: cumulative total return from d0 to event_end.
  • Max drawdown: the largest peak-to-trough loss inside the window.
  • Drawdown reduction: how many percentage points less the Souppe-improved portfolio fell. Positive means Souppe protected.

Open any event card above to see the same three numbers per basket plus the attribution: how much of the drawdown reduction came from reduced exposure to the broad market, from tilting away from the structural forces under stress and from substituting names with stronger stock-level resilience.

How we score the study

We aggregate every event-and-basket pair into three headline metrics:

  • Win rate: the share of pairs where the Souppe-improved portfolio fell less than the raw one.
  • Mean drawdown reduction: the average across all pairs, in percentage points.
  • Verdict: a single label (STRONG, GOOD, PARTIAL, WEAK or INSUFFICIENT) summarizing the strength of the result. We label the overall study and each basket with the same scheme, so the table above is directly comparable to the headline.

What this proves

If the structural-forces framework actually identifies fragility before it materializes, Souppe-improved baskets should fall less than raw ones in most real drops. The headline at the top of this page is that test result. The basket table breaks it down per persona, the event gallery breaks it down per drop and the storm check lets you replay your own holdings against the same windows with the latest EODHD prices.