All autopsies

// STARTUP COMPARISON

Robinhood (GameStop crisis) vs Silicon Valley Bank

Robinhood (GameStop crisis) failed in 2021 due to Regulation. Silicon Valley Bank failed in 2023 due to Unit Economics. Different causes, different sectors, different eras — but the same simulation outcome.

METRIC🔥 Robinhood (GameStop crisis)🔥 Silicon Valley Bank
SectorFintechFintech
CountryUSAUSA
Founded20131983
Died20212023
Raised$5.6BPublic company (SIVB)
Peak$40B valuation$209B assets
Primary CauseRegulationUnit Economics

// WHY EACH FAILED

🔥 Robinhood (GameStop crisis)
Regulation
Robinhood halted trading in GameStop and other meme stocks in January 2021 during the Reddit-driven short squeeze. The trading halt — driven by clearinghouse margin requirements Robinhood couldn't meet — outraged retail investors and triggered Congressional hearings. CEO Vlad Tenev was grilled publicly. Robinhood's IPO in July 2021 priced poorly and the stock fell 75%+ from peak within a year.
// LESSON
Retail brokers must hold capital reserves sized for maximum volatility clearinghouse requirements, not average-day requirements. In a meme-stock event, the clearinghouse margin requirement can increase 10x overnight. If you can't meet it, you halt trading and lose your users' trust.
🔥 Silicon Valley Bank
Unit Economics
Silicon Valley Bank collapsed in March 2023 after a bank run driven by duration mismatch. SVB had invested deposits in long-duration bonds during low-rate periods. When rates rose, those bonds lost value. SVB announced a $1.8B loss on bond sales and a capital raise — triggering a $42B bank run in 24 hours. The FDIC seized SVB on March 10, 2023 — the second-largest bank failure in US history.
// LESSON
Asset-liability duration matching is not optional for banks. Investing short-term deposits in long-term bonds is a structural bet against rising rates. SVB had $80B in long-duration bonds when the Fed began the fastest rate rise cycle in 40 years.

// IN THE SIMULATION

Robinhood triggers CLEARINGHOUSE_MARGIN_CAPITAL_CRISIS — the simulation models retail brokers during high-volatility events as facing clearinghouse margin requirements that can exceed available capital in hours. The broker that can't meet margins has no choice but to halt trading.

SVB triggers DURATION_MISMATCH_BANK_RUN — the simulation models banks with long-duration bond portfolios as having existential rate sensitivity. A 400bps rate rise on a long-duration portfolio creates mark-to-market losses that exceed capital when forced to sell.

// EXPLORE FURTHER