I have posted many times advocating Monte Carlo codes to explore the uncertainty robustness of a portfolio survival under adverse conditions. I don’t believe that I ever referenced a code that has the built-in capability to test portfolio survival under easily specified downturn situations. There is such a code. Here is the Link to it:https://www.retirementsimulation.com
It has a very simple set of inputs and the code runs super fast. You get to input a specified crash date and the depth of the crash to examine any portfolio’s survival odds under those stressful conditions. What-if perturbations are quickly computed to test the survival robustness odds of easily input and changed portfolios. Please give it a look/see and try a few test runs. It is addictive; you just might get the bug. Regardless, Good Luck to all on your investment choices.