πŸ›‘οΈ JARVIS Bearish Portfolio Simulator

Drag sliders to adjust positions & market assumptions. Chart updates in real-time.

Positions ($ invested)
Market Scenario (S&P move over period)
Presets
Summary
Start Value
β€”
End Value
β€”
Total P&L
β€”
Monthly Bleed
β€”
MonthShortsUGLEnergyAMZNGOOGLTotalΞ”

⚑ Xi Summit Binary Event Analysis β€” May 14-15, 2026

Full second/third-order impact modeling. Not a simple linear %-move β€” churned through vol regime shifts, dealer gamma, vol-target fund reflexivity, correlation breakdown, and supply-chain butterfly effects.

πŸ‰ DEAL Scenario (1-month horizon)

Boeing 500-plane order + rare-earth framework + tariff extension. Relief rally with measured follow-through.

Primary Drivers:
β€’ S&P +4% | NDX +5.2% | SOX +6% (semi-lead)
β€’ VIX crush: 17 β†’ 13 (βˆ’23%)
β€’ Gold βˆ’5% | Oil βˆ’7% | DXY +1%
β€’ 10Y +8bps (Fed stays hawkish)
Vol Drag Math (3x ETF):
Οƒ_daily = 13/√252/100 = 0.82%
Monthly drag = 9 Γ— σ²/2 Γ— 21 = 0.64%
(minimal β€” low-vol regimes don't punish leveraged ETFs)
PositionP&L
SPXU βˆ’3Γ— @ 4% + dragβˆ’$2,557
SQQQ βˆ’3Γ— @ 5.2% + dragβˆ’$3,072
SOXS βˆ’3Γ— @ 6% + dragβˆ’$234
UGL 2Γ— @ βˆ’5%βˆ’$709
Energy oilΞ²βˆ’$130
AMZN 1.15Ξ² @ 4%+$3,508
GOOGL 1.1Ξ² @ 4%+$8,800
NET+$5,606
Butterfly Effects:
↑ Chip-export relaxation β†’ SOX outperforms +3% β†’ SOXS βˆ’$111 extra
↑ CEO capex signal β†’ AMZN/GOOGL Ξ²β†’1.25 β†’ +$2K extra
↓ Fed hawkish pivot β†’ 10Y +15bps β†’ growth multiple compression β†’ βˆ’$1.5K
Net butterfly: ~neutral

πŸ’₯ NO-DEAL Scenario (2-month horizon)

Tariff escalation, export-control tightening. Vol regime shift triggers systematic deleveraging cascade.

Primary Drivers:
β€’ S&P βˆ’9% | NDX βˆ’11.7% | SOX βˆ’13.5%
β€’ VIX regime shift: 17 β†’ 28 avg (+65%)
β€’ Gold +17% | Oil +10% (Iran spillover)
β€’ 10Y mixed (safety bid vs China dumping)
Vol Drag Math (3x ETF):
Οƒ_daily = 28/√252/100 = 1.76%
2-mo drag = 9 Γ— σ²/2 Γ— 42 = 5.85%
(4Γ— the deal-scenario drag β€” decay accelerates!)
PositionP&L
SPXU βˆ’3Γ— @ βˆ’9% βˆ’ drag+$4,281
SQQQ βˆ’3Γ— @ βˆ’11.7% βˆ’ drag+$5,141
SOXS βˆ’3Γ— @ βˆ’13.5% βˆ’ drag+$391
UGL 2Γ— @ 17%+$2,231
Energy oilΞ² spill+$153
AMZN 1.15Ξ² @ βˆ’9%βˆ’$7,893
GOOGL 1.1Ξ² @ βˆ’9%βˆ’$19,800
NETβˆ’$15,496
Butterfly Effects (AMPLIFIED):
↑ Vol-target fund deleverage β†’ $100B forced sell β†’ shorts +$1.5K
↑ Correlationβ†’1 under stress β†’ vol drag compounds β†’ shorts +$0.5K
↑ China Treasury dump β†’ 30Y +30bps β†’ tech crush β†’ SQQQ +$1K
↑ Gold trend-follower trigger >$4,800 β†’ UGL +3% β†’ +$417
↓ Fed emergency-cut rumor β†’ partial recovery bid
Net butterfly: +$2-3K to bearish book (still can't offset longs)

πŸŒ€ WHIPLASH Scenario (1-month horizon)

Deal rumor spikes markets Day 1 β†’ reality disappoints Day 3 β†’ chop for weeks. The worst outcome for leveraged ETFs.

Primary Drivers:
β€’ Phase 1: S&P +3% rumor spike (VIX 13)
β€’ Phase 2: βˆ’4.5% reversal when deal fizzles
β€’ Net: S&P βˆ’2% | VIX avg 25 (chop)
β€’ Gold +5% | Oil +3% (uncertainty bid)
The Killer β€” Path Dependency:
Οƒ_daily = 25/√252/100 = 1.58%
1-mo drag = 9 Γ— σ²/2 Γ— 21 = 2.36%
3.7Γ— deal drag. Multiplicative returns:
(1+0.15)(1βˆ’0.15) = 0.9775 β†’ βˆ’2.25% even flat!
PositionP&L
SPXU net +3.29% (path)+$666
SQQQ net +3.83% (path)+$716
SOXS net +4.1% (path)+$50
UGL 2Γ— @ 5%+$648
Energy choppy+$39
AMZN 1.15Ξ² @ βˆ’2%βˆ’$1,754
GOOGL 1.1Ξ² @ βˆ’2%βˆ’$4,400
NETβˆ’$4,035
Hidden Costs (Path Effects):
↓ 3x ETFs: ideal +4.92% Γ· actual +3.3% = 1.6% decay leak
↓ VIX regime shift 13β†’26 β†’ systematic deleverage cycles
↓ Dealer gamma flip at S&P 7,300 β†’ intraday amplification
↓ Retail FOMO on headline β†’ stop-run reversal
Dead money scenario β€” bleed from every direction

🎯 Hedge Efficiency Analysis

Your bearish book is a HEDGE, not speculation. AMZN + GOOGL = $276K (82% of tracked book). The $40K inverse ETF sleeve covers partial downside.

βœ“ No-Deal hedge ratio: shorts gain $9.8K / longs lose $25.3K = 39% offset
~ Whiplash bleed: shorts gain $1.4K / longs lose $6.1K + chop = 23% offset
βœ— Deal scenario drag: shorts lose $5.9K / longs gain $11.5K = 51% drag

Translation: Hedge catches ~40% of downside but surrenders ~50% of upside. Improvement levers: add more UGL (low-decay, crisis-positive) or trim SQQQ (highest decay-to-downside ratio).

πŸ’° Marginal $5K Deployment β€” Where To Put New Money

Comparing 4 options for the next $5K of capital. Each column shows P&L delta across the 3 summit scenarios plus expected value (weighted by probability).

Option πŸ‰ Deal Ξ” πŸ’₯ No-Deal Ξ” πŸŒ€ Whip Ξ” Deal Drag No-Deal Offset EV*
+$5K UGL
β†’ $11,950 total		 βˆ’$500 +$1,700 +$500 58% (+7pp) 56% (+17pp) +$510
+$5K SOXS
β†’ $6,233 total		 βˆ’$1,000 +$1,585 +$100 59% (+8pp) 54% (+15pp) +$161
+$5K XLE/Energy
β†’ $8,550 total		 βˆ’$185 +$215 +$55 52% (+1pp) 41% (+2pp) +$19
Cash (FDRXX)
4.0% APY		 $0 $0 $0 51% (flat) 39% (flat) +$17/mo

*EV = P(deal)Γ—Deal + P(nodeal)Γ—NoDeal + P(whip)Γ—Whip, at 35%/30%/35% weights (my current summit probability estimate).
UGL wins by 3Γ— β€” lower decay (2Γ— vs 3Γ— leverage), regime-independent, asymmetric payoff, already under-filled vs target.

🎯 Net Portfolio Hedge Recommendation

Today (Pre-Summit)

  • βœ… Fire UGL DCA (20-25 shares, ~$1,400) β€” scheduled Wednesday routine
  • βœ… SOXS DCA already done (+50 @ $8.22) β€” correct call
  • β›” Do NOT add more SOXS today β€” binary event concentration risk
  • β›” Do NOT rotate SPXU/SQQQ β€” wash sale windows (5/18, 5/30)
  • πŸ’° Hold remaining cash as dry powder β€” optionality for Monday 5/19

Monday 5/19 (Post-Summit)

  • πŸ‰ If Deal: Sell SPXU (-$10K loss harvest, wash clear) β†’ redeploy into UGL
  • πŸ’₯ If No-Deal: Hold bearish book, SELL INTO STRENGTH when SPXU +15%. Add UGL on any dip.
  • πŸŒ€ If Whiplash: Trim SQQQ (highest decay), front-load UGL to $15K target
  • πŸ“Š In all cases: UGL is the marginal buy β€” regime-independent edge

🎯 12-Week Hedge Target

UGL target: $15K
Currently 41%. Fill by mid-June (Wed DCA).
Energy target: $5.5K
Currently 65%. Top up on oil {'<'}$90.
Dry powder: $2-5K
Reserved for post-summit tactical add.

Bottom line: Your bearish book is doing its job as a hedge β€” not as a standalone bet. The dominant position is AMZN+GOOGL ($276K, 82% of book). Every marginal dollar should optimize for asymmetric payoff under uncertainty, not additional directional conviction. UGL delivers that; more 3Γ— inverse ETFs don't.

Stop-loss discipline: If SPXU/SQQQ recover to βˆ’20% total P&L (from current βˆ’33%), consider tax-loss harvest + rotation to UGL. This is the "pain threshold" where decay risk exceeds asymmetric upside.