ShieldFinancial crisis history
Observed market paths and the original events behind them.
Replay reveals historical observations in order. Revised data and hindsight-selected events make this a retrospective view, not a real-time backtest.
Event timeline
Original sources linkedCompare historical paths
Same window: 180 calendar days before to 365 days after each reference date.
Each index equals 100 at its last available close before the reference date. These events differ in cause and severity; aligned paths do not estimate the next crisis.
| Episode | Reference date | Base close date | +365-day price change | Window max drawdown |
|---|
Sources, definitions and limits
Maximum drawdown measures the largest closing-price fall from an earlier running peak inside the selected period. Recovery is the first later close reaching that peak; durations use calendar days. The price indices exclude dividends. Yield and stress levels use their original units, not price-return normalization. Missing observations are never replaced with zero.
Scope: selected historical episodes viewed through U.S. indicators, using currently available historical data. Publication lags and later revisions mean the observations are not necessarily what was available on each historical day. Event markers provide context and do not prove causality.