AI Bubble Portfolio Stress-Tester

Stress-tests an equity portfolio against the September 2026 AI-bubble tail — models exposure to a hyperscaler capex slowdown (Meta/MSFT/GOOG/AMZN/ORCL combined FCF projected negative in 2027), an AI-multiple compression of 20-40%, Shiller-PE mean-reversion from dot-com-peak levels, and a hawkish Fed hike surprise; produces a per-position drawdown table, concentration and factor-exposure diagnostics, and a prioritized hedge/rebalance memo (pair trades, defensives, cash raise, put-spread sizing) an investor can act on before the next FOMC