Phase 5 — Monte Carlo Forward Projection (2026-06-17)
Ran stress_test.py monte_carlo_forward + historical stress suite. Results logged below.
Chunk: Run MC at 10K and historical scenarios
Monte Carlo: $10K initial, 15yr horizon (seed=42)
| Metric | Value |
|---|---|
| Simulations | 10,000 |
| Median final value | $17,843 |
| P10 (pessimistic) | $7,157 |
| P90 (optimistic) | $42,613 |
| Worst drawdown across all paths | 92.7% |
| Probability reach $200K | 0.0% |
Monte Carlo: $2K initial, 15yr horizon (seed=42)
| Metric | Value |
|---|---|
| Median final value | $3,569 |
| P10 (pessimistic) | $1,431 |
| P90 (optimistic) | $8,523 |
| Worst drawdown across all paths | 92.7% |
| Probability reach $200K | 0.0% |
Historical Stress Suite: $10K portfolio
| Scenario | Worst Value | DD% | Recovery | DRIP cushion/yr |
|---|---|---|---|---|
| covid_2020 | $7,500 | 25.0% | 18mo | $400 |
| gfc_2008 | $6,500 | 35.0% | 36mo | $400 |
| dotcom_2000 | $8,000 | 20.0% | 12mo | $400 |
| rate_shock | $8,250 | 17.5% | 24mo | $400 |
- Worst scenario: gfc_2008 (35% DD, 36mo recovery)
- Average drawdown across scenarios: 24.4%
Sector-adjusted covid_2020 (mining-heavy portfolio)
| Sector | Base DD% | Adjusted DD% | Multiplier |
|---|---|---|---|
| mining | 25.0% | 35.0% | 1.4x |
| financials | 25.0% | 20.0% | 0.8x |
| consumer_staples | 25.0% | 15.0% | 0.6x |
| utilities | 25.0% | 25.0% | 1.0x |
Overall portfolio DD: 25.5% (vs base 25%) — mining overweight adds ~0.5% risk.