Market Regime Monte Carlo Lab

Simulation Setup

Simulations: 350 Horizon (trading days): 252 Bull drift (%/day): 0.07 Bear drift (%/day): -0.10 Bull volatility (%/day): 0.9 Bear volatility (%/day): 1.9 P(Bull stays Bull): 92% P(Bear stays Bear): 82% Sizing policy Baseline exposure (%): 100

Ready.

Path Envelope

10th percentile Median 90th percentile

Market Regime Monte Carlo Lab

Simulation Setup

Path Envelope

Median CAGR

Worst Drawdown

Loss Probability

Avg Regime Switches

Distribution Snapshot

Interpretation