Set your allocation and press Run to replay 30 years of market history.
Portfolio value over time
Portfolio
Invested
Stocks
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Bonds
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Real Estate
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Crypto
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Cash
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Monte Carlo Simulation — Run thousands of random scenarios
Monte Carlo simulations use random sampling to show the range of possible outcomes. Instead of one path, you see the probability distribution of where you might end up.
Starting amount
Monthly contribution ($)
Years
Simulations
Expected annual return (%) 7%
Volatility / std dev (%) 15%
Inflation rate (%) 2.5%
Median Outcome
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Best 10%
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Worst 10%
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Chance of Doubling
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Chance of Loss
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Distribution of final portfolio values (all simulations)
Probability of reaching target portfolio value
Run the simulation to see probabilities.
Quantitative Strategy Back-Tester
Quant (quantitative) finance uses mathematical rules to make trading decisions automatically. Back-testing means testing these rules against historical data to see if they would have worked.
Strategy
Starting amount ($)
Final Value
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Total Return
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Sharpe Ratio
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Risk-adjusted return
Max Drawdown
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Worst peak-to-trough
vs Buy & Hold
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Strategy performance vs buy & hold
Your strategy
Buy & hold
Quant Finance Glossary
Sharpe Ratio Return divided by volatility. Higher = better risk-adjusted performance. Above 1.0 is good. Above 2.0 is excellent.
Max Drawdown The biggest percentage drop from peak to trough. A 50% drawdown means you need a 100% gain just to break even.
Moving Average The average price over the last N days. When the 50-day MA crosses above the 200-day MA, it's called a "golden cross" — a bullish signal.
Momentum Assets that have gone up recently tend to keep going up (and vice versa) in the short term. Momentum strategies exploit this pattern.
Risk Parity Allocate so each asset contributes equally to portfolio risk, not equally to value. Bonds get more weight because they're less volatile.
Back-testing Testing a trading strategy against historical data. Warning: past performance doesn't guarantee future results. But it reveals if a strategy is fundamentally flawed.
Macro Scenario Builder — set economic conditions, see portfolio impact
Change inflation, interest rates, GDP growth, and market stress to simulate different economic environments. See how your portfolio holds up in each scenario.