Monte Carlo Portfolio Simulator

Simulation Parameters

ⓘ Runs 1,000 simulations using block-bootstrap sampling from 150+ years of real S&P 500 nominal returns (Shiller dataset). Each path draws random multi-year return sequences from history — not a formula, not a bell curve.

How to use these inputs: Starting Amount — how much you're investing today. Higher starting balances benefit more from compound growth over time. · Monthly Cash Flow — how much you plan to add each month (or withdraw — enter a negative number if you're in retirement or drawing income). Consistent monthly additions can dramatically improve long-term outcomes even if the starting amount is small. · Investment Horizon — how many years you want to project. Longer horizons show a wider spread of outcomes; short horizons (5 yrs) show much tighter results. · Market Cycle Sensitivity — Medium (3 yr) is the best default for most people. Choose Long if you want a more conservative stress test — it can simulate multi-year downturns like the dot-com bust or 2008–2009.

Your Portfolio

Starting Amount ($)

Monthly Cash Flow ($) negative = withdraw

Investment Horizon

5 yrs 10 yrs 15 yrs 20 yrs 25 yrs 30 yrs

Market Cycle Sensitivity ?

Controls how history is replayed in each simulation.

Real markets don't flip randomly year-to-year — a recession tends to last 2–3 years, and a bull market can run for 5+. This setting decides how much of that "stickiness" the simulation preserves.

Short · 1yr — each simulated year is drawn independently. No memory of what came before. Gives the narrowest fan — underestimates how bad (or good) a real streak can get.

Medium · 3yr — draws 3-year chunks at a time. If it lands on 2008, it also picks up 2009 recovery. Captures typical recession-and-recovery cycles. Good default.

Long · 5yr — draws 5-year blocks. Can pull in a full bubble-and-bust (e.g. dot-com 1999–2003). Gives the widest fan — most conservative view of tail risk.

When in doubt, use Medium. Use Long if you want a more stress-tested worst case.

Short · 1yr Medium · 3yr Long · 5yr

            Draws 3-year return blocks — preserves bull/bear market clustering
          

＋ Add one-time cash event (bonus, inheritance, large withdrawal…)

Amount ($) negative = take out

At Year

Portfolio Outcome Range — 1,000 Simulated Futures

P25–P75 range P10–P90 range Median (P50) Total deposited

Year-by-Year Percentile Outcomes ?

Each row = one year into your plan.

Deposited — the total cash you've actually put in up to that year. Everything above this is growth from market returns.

Worst 10% — only 1 in 10 simulations ended up this low or worse. Most paths did better.

Median — the middle result across all 1,000 simulations. Half finished above this, half below.

Best 10% — only 1 in 10 simulations reached this high. This is the optimistic end.

Each simulation draws a different sequence of real historical market years — so the spread shows genuine uncertainty, not a formula.

Year	Deposited	Worst 10%	25th Pct	Median	75th Pct	Best 10%

◆ Monte Carlo Simulator