Monte Carlo Simulator
Type in your strategy stats — we resample 1,000 alternate sequences of your trades and report the modeled blow rate, percentile balance and worst-drawdown distribution. The single most honest stress test.
Floor from start that = blowup.
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Blow rate
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P25 final
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P50 (median) final
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P75 final
Final balance distribution — 1,000 paths
Bernoulli resampling with fixed average win/loss. Real trade distributions have variance around the average, so this is a conservative lower bound on dispersion. For more realistic stress tests, run with your actual trade list, not just averages. Educational only; not financial advice.
Playbook · by email
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The Playbook has the presets and drawdown budgets these calculators are built on, for every strategy and portfolio. One PDF, then our letters with what the systems did.
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