A LITTLE PERSPECTIVE. A CLEARER DECISION.
A clearer view of the trade-offs.
Explore different futures, compare strategies, and understand what your assumptions change.
EXPLORE / TEN-YEAR VIEW
Sample outcomes
Run the genuine source model using your assumptions.
Inputs have changed. Results and downloads below still belong to the previous run. Run again to update them.
One set of assumptions.
Four ways to explore it.
Compare adaptive quarterly, fixed starting blend, fixed robust mix and the modeled S&P 500 over ten years.
96 weighted synthetic cases · 36 separate stress checks
Weighted ending balances after withdrawals and modeled costs, before investor taxes. Not a forecast or a guarantee.
Balance over ten years
Nominal dollars / weighted-average pathsAn average across possible paths is not an investable path or a forecast.
View annual chart values
Twelve different futures
Central synthetic paths, not weighted averages. Each chart compares the same four strategies.
What if the assumptions disappoint?
36 additional checks are excluded from selection and weighted averages. They have no assigned probabilities.
View stress path values
Look beneath the headline
Investment drawdown excludes spending. Turnover and trading costs are weighted totals over ten years. Missed withdrawals are amounts the account could not fund, not extra losses.
Assumptions are a starting point.
This is an educational sample. No trades are placed, no holdings are changed, and no market feeds or accounts are connected.
READ THE MODEL, NOT JUST THE NUMBER
Methodology & limitations
The original v3 Python model supplies seven asset classes, twelve hypothetical central paths, eight variants each, and 24 ongoing/recovery states. The horizon is fixed at ten years.
Withdrawals are a fixed dollar amount based on starting capital, taken at the beginning of each year. A 10 bp annual implementation allowance is embedded in return paths. A further 10 bp one-way turnover charge applies after the first quarter. All four strategies use the same cash-flow conventions.
The adaptive strategy updates beliefs using past returns and delayed inflation. Fixed starting blend shares its initial mix; fixed robust mix is separately selected. The S&P 500 is a modeled total-return sleeve, not live index performance. Historical-cycle inputs and quarterly paths are synthetic.
Weights are subjective assumptions. Finite candidate search is not a guarantee of optimality. An unsupported input combination may have no eligible portfolio; it will be reported as a failed run rather than silently choosing a fallback. No investment, tax or personalized financial advice is provided.
Private local test only. Sample runs are saved on this server for your account. Save a run-linked download for your own copy. Live accounts, ETF selection, paper tracking and deployment remain outside this test.