Stress testing has become a tool of choice in banking for risk managers and regulators alike, and it is used more widely as a way to assess resilience to severely adverse events. Yet even the most creative risk manager would have been challenged to design a scenario that would have adequately captured the plethora of shocks that manifested from early 2020 to the present (April 2023). We make use of the polycrisis concept to motivate a rethinking of stress test design.