Portfolio Forecast Simulator

How the model works: Monthly return distributions are computed directly from your uploaded CSV by differencing the Cummulative % P/L column month-by-month, then grouping by calendar month (Jan–Dec) to capture seasonal patterns. The scale factor amplifies base monthly returns to reflect your chosen equity risk% — divided by either the worst-ever trade loss (conservative) or average loss (aggressive). 10,000 Monte Carlo paths each draw monthly returns from a per-calendar-month normal distribution, apply the scale, then compound on the growing equity balance. The degradation factor applies a uniform haircut for live vs backtest differences.

How the strategy model works: One trade-sequence simulation per run is applied across every channel in parallel, correctly modelling that all your accounts run the same underlying strategies. Each channel maintains its own state — personal capital compounds, broker accounts track separately, challenges progress through phases or fail and retry, funded accounts pay out periodically. Start month delays a channel's activation. End month freezes a channel's balance at that point (locks the value, no further P&L). Retry behaviour on challenges: Auto-retry buys a new attempt on any failure; Stop after first funded walks away if a funded slot blows up (but still retries phase failures); One-shot kills a slot on any failure. 10,000 simulations produce distributions across three lenses: Expected Value, Path to Target, Income Stability.