🎯 Run a single stock:
Simulates the stock's 1-year daily returns.
Pick source & click Run.
CSV upload
📂
Drop CSV file here, or click to browse
First numeric column is treated as returns. Header rows auto-skipped. Decimals (e.g., 0.012 = 1.2%) or percent format ("1.2%") both supported.
Paste returns
Decimals (0.012 = 1.2%) or percent format ("1.2%"). Min 5 returns required.
📈 Fan Chart — Percentile Envelope
Each line is a percentile of equity across all simulated paths at each bar. The 5th–95th percentile band shows the 90% confidence envelope of where your account could end up. Median (P50) is the centerline.
📊 Final Value Distribution
Histogram of where each simulated path ended at the horizon. Tall bars = many paths landed there. Right tail = lucky outcomes; left tail = bad outcomes. The vertical line marks the starting value — paths to the left of it are losses.
📉 Max Drawdown Distribution
Histogram of the worst peak-to-trough drop each simulated path experienced. The further left, the worse the path's drawdown. Most retail traders quit during -20% drawdowns — institutional traders survive them.
🎯 Drawdown Threshold Probabilities
"Across all simulated paths, what fraction of them experienced at least an X% drawdown at some point along the way?" These are not "the probability of ending at -X%" — they are the probability of having to live through a -X% drawdown.
📋 Input Return Statistics
Statistics of the historical returns used as the resampling pool. Bootstrap MC preserves the full empirical distribution — including fat tails and skew — but assumes returns are i.i.d. (no autocorrelation, no regime persistence).