Counterfactual Analysis Without Risk to the Baseline.
The What-If Scenario Lab runs counterfactual and stress-test scenarios against strategies, books, and portfolio configurations. Every scenario branch is isolated: the original baseline is preserved, never overwritten. Pure simulation — nothing here trades or moves capital.
Simulation and analysis only. Scenarios do not constitute investment advice and do not produce executable instructions.
Test assumptions before they cost capital.
Every investment decision rests on assumptions: about implementation costs, market conditions, sizing, venue availability, regime. The What-If Scenario Lab lets you challenge those assumptions directly — by running counterfactual branches that vary the inputs and measure the output.
A scenario branch is not a recommendation. It is a structured decomposition of how outcomes change when one or more assumptions shift. The baseline is preserved in full and returned alongside every branch for comparison. The operator evaluates the branches; the Scenario Lab does not rank them or suggest a preferred outcome.
No scenario branch modifies the approved baseline. The original strategy parameters, cost assumptions, and evidence record are locked at scenario creation time and returned unchanged alongside every branch output. Scenario analysis cannot alter the record it is analyzing.
From baseline to branch decomposition.
Five stages from a locked baseline to a reviewed counterfactual decomposition.
- 01Baseline capture
The operator submits the strategy, book, or configuration to be analyzed. The Scenario Lab captures the baseline: cost parameters, position structure, evidence references, and the assumptions that underpin the analysis. The baseline is locked at this point.
- 02Scenario definition
The operator defines one or more scenario branches: changes to implementation costs, venue selection, sizing, market regime assumptions, or any parameter from the baseline. Each branch is named and scoped before the run.
- 03Counterfactual simulation
The Scenario Lab runs each branch as a counterfactual simulation: applying the changed assumptions to the locked baseline and computing the output. Simulations are deterministic — the same inputs always produce the same output.
- 04Baseline-vs-scenario decomposition
Results are returned as a structured baseline-vs-scenario comparison: where edge and cost move in each branch, the magnitude of the change, and which inputs drive the difference. The baseline output is always shown first.
- 05Written readout with stated assumptions
Every scenario engagement produces a written readout that states the assumptions behind each branch, the limits of the simulation, and what would need to hold for the branch outcome to be representative of live conditions. No result is presented as a forecast.
For teams that need structured scenario discipline.
Run cost or venue scenarios on a strategy before committing engineering time — understand where the edge is sensitive and which configurations survive a cost-realistic simulation.
Test the book under regime or sizing scenarios: what changes if liquidity compresses, if costs rise, or if a position limit changes? The Scenario Lab quantifies the sensitivity before it becomes a live problem.
Isolate the contribution of a specific assumption to the overall result. The counterfactual decomposition shows which inputs matter most — and which differences in a scenario output are noise.
Request a structured scenario analysis as diligence input before an allocation decision. The written readout with stated assumptions is designed for committee review — not a sales presentation.
Capabilities inside the governed lifecycle.
- Locked baseline capture: original parameters preserved for every branch comparison
- Counterfactual simulation: cost, venue, regime, sizing, and parameter variants
- Structured baseline-vs-scenario decomposition returned for every branch
- Written readout with assumptions and limits stated plainly
- No scenario branch modifies or overwrites the approved baseline
- Deterministic simulation: same inputs, same output — reproducible
- Results packaged for investment-committee or compliance review
Scenario Lab is a capability inside the Capital Action OS, not a separate product tier. It supports Builder Sandbox learning, Authority Team workflows, Institutional OS review, ActionIntent API integrations, and private deployments according to the access scope on the pricing page.
SigmaX provides capital decision intelligence, scenario analysis, and authority workflow software. SigmaX does not provide investment advice. SigmaX does not place trades, move funds, route customer capital, or manage client capital. Shadow/simulated/paper/backtested results are not live trading results. No result is a guarantee of future performance. Human approval is required before any capital-linked action.
Where SigmaX uses AI, it is governed as assistive software: truthful capability claims, human oversight, traceable records, disclosure of AI assistance, and no capital authority. SigmaX designs AI controls with reference to applicable securities obligations, FINRA existing-rule guidance, SEC AI-claims discipline, NIST AI RMF-style risk management, and EU AI Act transparency readiness. This is compliance-readiness design, not a claim that every deployment or jurisdiction-specific use has completed legal review.