Profit Simulation: 6 Months
MC 2000 sims · 126 days · 7 risk factors · $100/trade start · $300 portfolio stop · No pos limit · Weekly geometric growth
All 9 Scenarios — Median Equity (p50)
Detail: select a scenario
Scenario Grid
Terminal P&L Distribution by Growth Rate
Summary
| Scenario | Growth | Median $ | Mean $ | VaR p5 | p95 $ | P(profit) | Max DD |
|---|
Risk Parameters Geometric Progression
All parameters grow weekly (×mult^0.2 per week). 25 weeks total. Select a scenario to see its progression.
| Week | Days | Risk/Trade | Max Pos | Risk/Day | Pos Stop | Port Stop | Scale |
|---|
Commission Model (per trade)
Bayesian Shrinkage
N/(N+100) toward 50% baseline. Small-N setups pulled toward coin flip.
N/(N+100) toward 50% baseline. Small-N setups pulled toward coin flip.
Alpha Decay
-3pp WR/year (~0.012pp/day). Edge erodes as market adapts.
-3pp WR/year (~0.012pp/day). Edge erodes as market adapts.
Markov Regime
P(bad|bad)=65%, P(bad|good)=12%. Bad days cluster 3-10 day runs.
P(bad|bad)=65%, P(bad|good)=12%. Bad days cluster 3-10 day runs.
Fat Tails
5% of losses = 2.5x average loss. Captures flash crashes.
5% of losses = 2.5x average loss. Captures flash crashes.
Slippage
5 bps per MOO trade on position size.
5 bps per MOO trade on position size.
Commission
$1.50 per trade round trip.
$1.50 per trade round trip.
Two-Stage Signals
A+ active only 8% of days (Bernoulli), then Poisson signals. Natural risk_per_day cap = 10x risk_per_trade.
A+ active only 8% of days (Bernoulli), then Poisson signals. Natural risk_per_day cap = 10x risk_per_trade.