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)

MetricValue
Simulations10,000
Median final value$17,843
P10 (pessimistic)$7,157
P90 (optimistic)$42,613
Worst drawdown across all paths92.7%
Probability reach $200K0.0%

Monte Carlo: $2K initial, 15yr horizon (seed=42)

MetricValue
Median final value$3,569
P10 (pessimistic)$1,431
P90 (optimistic)$8,523
Worst drawdown across all paths92.7%
Probability reach $200K0.0%

Historical Stress Suite: $10K portfolio

ScenarioWorst ValueDD%RecoveryDRIP cushion/yr
covid_2020$7,50025.0%18mo$400
gfc_2008$6,50035.0%36mo$400
dotcom_2000$8,00020.0%12mo$400
rate_shock$8,25017.5%24mo$400
  • Worst scenario: gfc_2008 (35% DD, 36mo recovery)
  • Average drawdown across scenarios: 24.4%

Sector-adjusted covid_2020 (mining-heavy portfolio)

SectorBase DD%Adjusted DD%Multiplier
mining25.0%35.0%1.4x
financials25.0%20.0%0.8x
consumer_staples25.0%15.0%0.6x
utilities25.0%25.0%1.0x

Overall portfolio DD: 25.5% (vs base 25%) — mining overweight adds ~0.5% risk.