Monte Carlo Simulation, Backtesting & Stress Testing

Run 10,000 Monte Carlo simulations, historical rolling-window backtests, and sequence-of-returns stress tests on your Singapore retirement plan.

Test whether your retirement plan survives real-world uncertainty:

• Monte Carlo simulation — 10,000 randomized paths using parametric, historical bootstrap, or fat-tail (Student-t) methods
• Historical backtesting — Bengen-style rolling window analysis across 98 years of market data (1928–2025)
• Sequence-of-returns risk — stress test against specific crisis scenarios (GFC, dot-com, stagflation)
• Safe withdrawal rate optimizer — binary search for the highest SWR at your target success rate

All simulations run in your browser using a Web Worker. No data leaves your device.

• Choose a withdrawal strategy first
• View your results dashboard