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Monte Carlo & resampling
Portfolio Projection
Simulate a weighted basket over a chosen horizon and inspect terminal values, drawdowns, Value at Risk, and Expected Shortfall.
These are hypothetical distributions based on historical data and modeling assumptions.
They are not forecasts or guarantees.
Projection settings
Weights are normalized automatically.
How to read it
5th percentile: only about 5% of simulated outcomes finished below this level.
Expected Shortfall: the average result inside the modeled worst tail.
Drawdown: the largest peak-to-trough decline along each simulated path.
Sector basket: XLY, XLV, XLU, XLP, XLK, XLF, XLE, XLC, XLB, XHB, SMH, IYT, and IBB. It defaults to equal weight.
The model uses the basket's historical daily log returns. It does not include taxes, fees, spreads, or market impact.