Modeling Geopolitical Shocks – Israel-Iran Conflict Scenarios

Understanding Portfolio Impacts in Times of Crisis

Recent events remind us that geopolitical shocks can reshape markets overnight. Using a multi-factor risk model (with nearly 1,000 historically validated factors), we stress-tested two scenarios around potential Israel-Iran hostilities. Here’s what investors need to know:

Scenario 1: Transient Attack

  • Market Response:

✅ Gainers: Bitcoin (> Gold > Silver) surged as immediate safe havens.

❌ Loser: NASDAQ declined.

  • Portfolio Impact+17.1% (equal-weighted assets).

  • Driver: Falling rates (e.g., 10-year Treasury) offset equity dips.

Scenario 2: Prolonged Hostilities

  • Market Response:

✅ Gainers: Gold & Silver rose (driven by central bank demand).

❌ Losers: Bitcoin & NASDAQ fell sharply.

💡 Emerging market sovereign spreads widened (contagion risk).

  • Portfolio ImpactNet loss.

💡 Key Insights:

  1. Bitcoin’s Sensitivity: Highly responsive to transient crises but vulnerable in prolonged turmoil.

  2. Gold/Silver Resilience: Governments ramp up precious metal reserves during extended conflicts.

  3. Fed Influence: Central bank interventions could alter outcomes.

🛡️ Risk Management Takeaways:

  • Scenario modeling isn’t about prediction – it’s about stress-testing vulnerabilities.

  • Ask yourself: Are you sufficiently convinced of your portfolio’s exposure to volatile assets (e.g., Bitcoin)?

  • Action: Re-examine conviction in vulnerable positions. Run scenarios for YOUR portfolio (e.g., hospitality crash, trade wars).

Note: This analysis doesn’t minimize the human cost of conflict – it aims to prepare investors for financial impacts.

What financial future should we simulate next? Email us your scenario at communications@rixtrema.com and we’ll AI-model it within 24 hours

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