Club research / Portfolio lab
A range of possible futures.
Median ending value
10th–90th percentile returnUncalibrated model interval
Estimated probability of lossConditional on selected model/scenario
Portfolio value through time
Green band: pointwise 10th–90th percentiles · solid: portfolio median · dashed: benchmark median
The median curve combines separate monthly quantiles; it is not one realizable path. The band is not an 80% guarantee for an entire path.
Downside and comparison
Drawdowns use monthly observations and include the starting value. Costs apply to scheduled trades; no opening or terminal liquidation costs are assumed.