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GET /v1/portfolio/stress-test/scenarios

List supported macro-conditioned portfolio stress scenarios before running a stress test
Audience: application and coding agent.

Canonical metadata

  • requestId
  • traceparent

Example request

curl -X GET \
  -H "x-api-key: $SECAPI_API_KEY" \
  -H "secapi-version: 2026-03-19" \
  "https://api.secapi.ai/v1/portfolio/stress-test/scenarios?response_mode=compact&include=trust"

Example response

{
  "object": "portfolio_stress_scenario_catalog",
  "asOf": "2026-06-09T22:15:00.000Z",
  "scenarios": [
    {
      "scenarioKey": "higher_for_longer",
      "label": "Higher-for-longer rates",
      "macroShocks": {
        "growth": -0.01,
        "unemployment": 0.004,
        "inflation": 0.006,
        "policyRate": 0.015
      },
      "factorShocks": {
        "VALUE": 0.03,
        "MOMENTUM": -0.04,
        "QUALITY": 0.01,
        "RATES": 0.04
      },
      "supportedCountries": [
        "US",
        "JP",
        "CN"
      ],
      "methodology": "factor_v1_macro_conditioned_portfolio_stress",
      "confidence": "medium",
      "limitations": [
        "Scenario shocks are deterministic launch-model assumptions, not probability-weighted forecasts."
      ],
      "sourceVersion": "2026-03-26.1"
    }
  ],
  "summaryMd": "Portfolio stress scenario catalog lists deterministic macro/factor shocks supported by the stress-test endpoint.",
  "dataAsOf": "2026-06-09",
  "freshnessStatus": "fresh",
  "methodologyVersion": "secapi_factor_returns_v1",
  "materializationVersion": "2026-06-09",
  "provenance": {
    "source": "secapi_factor_pipeline",
    "sourceLabel": "SecAPI factor pipeline",
    "accessionNumber": null,
    "filingUrl": "https://docs.secapi.ai/factors/methodology",
    "acceptedAt": null,
    "retrievedAt": "2026-06-09T22:15:00.000Z",
    "parserVersion": "secapi-factor-pipeline"
  },
  "freshness": {
    "status": "fresh",
    "asOf": "2026-06-09T22:15:00.000Z",
    "sourcePublishedAt": "2026-06-09T21:30:00.000Z",
    "lagMs": 2700000
  },
  "materialization": {
    "parserVersion": "secapi-factor-pipeline",
    "materializationVersion": "2026-06-09"
  },
  "sourceRights": {
    "source": "secapi_owned_factor_pipeline",
    "sourceLabel": "SecAPI factor pipeline",
    "posture": "public_safe",
    "publicAvailability": "public",
    "contractStatus": "approved",
    "restrictions": [],
    "notes": "SecAPI-owned derived factor data."
  },
  "methodology": {
    "id": "secapi_factor_returns",
    "version": "v1",
    "summary": "SecAPI-owned daily factor returns, exposures, and portfolio analytics built for agent and API workflows.",
    "confidence": "high",
    "launchState": "beta",
    "inputs": [
      "secapi_factor_returns",
      "secapi_factor_exposures",
      "market_calendar"
    ],
    "validation": {
      "launchHistoryFloor": "2015-01-01",
      "marketCalendarAware": true
    }
  },
  "revision": {
    "sourcePublishedAt": "2026-06-09T21:30:00.000Z",
    "retrievedAt": "2026-06-09T22:15:00.000Z",
    "vintageId": "2026-06-09",
    "revisedFrom": null
  },
  "degradedState": null,
  "requestId": "req_2ZK8Q1W9F4M6P7R3",
  "traceparent": "00-4bf92f3577b34da6a3ce929d0e0e4736-00f067aa0ba902b7-01"
}

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Failure posture

  • treat non-2xx responses as contract-aware failures, not free-form errors
  • preserve requestId and traceparent in logs and downstream reports
  • if provenance or freshness metadata is present, return it unchanged so trust is not lost in the handoff