Simulation
A single live curve is one path out of thousands the same rules could have produced. MARS runs the thousands — so a losing month can be read as variance or as a warning, instead of as a feeling.
Run it yourself
Set a win rate, a payoff and a risk per trade. The lab draws a hundred futures from the same edge — then draws one more through the fan, so you can see how far a single honest path can wander.
Instrument 03 / 03 — Monte Carlo
One live equity curve is a single draw from a distribution. This simulator resamples your profile one hundred times so you can see the distribution itself — including the futures where you did nothing wrong and still drew down.
100 paths · seed 42 · reproducible
Future 1 of 100 finished at P20 and spent 81% of its trades inside the core band. Same rules, same edge — a different draw.
Risk of ruin
0.0%
LOW
Median outcome
+60%
P50 terminal equity
Adverse outcome
+25%
P5 — one path in twenty ends here
Median max drawdown
−8.3%
P95 drawdown reaches −14.3%
A LOW band is what governed sizing looks like: the median compounds while the P5 path — the future where you did everything right and still ran cold — stays above the floor. That P5 line, not the median, is what the tier structure is built from.
One hundred paths sketch the shape. The Monte Carlo Lab Lite in MARS Lite runs 1,000 with drawdown distributions; the full Lab runs 50,000 with branch-aware resampling and the tier structure your live account must respect. The 50,000-path Monte Carlo Lab ships in MARS →
Open the full Foundry Lab sandbox ↗Computed locally in your browser. Nothing is uploaded.
The lab
The Monte Carlo Lab is the simulation and probability engine — path dependency, equity-curve dispersion, drawdown distributions, risk-of-ruin analysis and confidence bands. It exists because traders who only see one draw misjudge everything. Simulation informs; it never authorizes.
Worked example
The Weekly Scorecard converts branch hit probabilities into EV and tags each week by threshold. The rolling line is what MARS actually trusts: single-week readings are treated as noise until the rolling window confirms direction. RED weeks trigger doctrine - reduced aggression and review - rather than negotiation.
Weekly EV tagged GREEN / YELLOW / RED against expectancy thresholds, with the rolling-EV line separating persistent edge from one lucky week.
The core idea
The ruler
The Dynamic Seven-Tier benchmark runs 50,000 paths across 52 weeks through the gate-aware tier allocator — four concurrent trades per cycle, sixteen trades a week — to set expected ranges for equity growth, drawdown, gate dwell, tier usage, open-exposure compression and survival-adjusted compounding.
The bands
03Equity percentiles from P10 to P90 replace “I'm behind” and “I'm ahead” with a measured position. A losing stretch inside the drawdown bands is variance; a breach of the adverse bands is a structural warning that outranks any green dashboard. Tier bands show whether higher tiers convert extra risk into extra return.
The live test
The live comparison asks five questions against the model — EV, drawdown, RAPF, RAER and acceleration — plus behavioural checks on gate dwell, tier usage, throttle and open exposure, and classifies the deviation as alpha, variance, drag or failure. Every candidate change runs as a controlled scenario in the sandbox before anything is promoted.
Reference
| Module | Reads | The question |
|---|---|---|
| Monte Carlo Lab | Path dispersion, drawdown distributions, risk of ruin | What could these rules produce? |
| Dynamic Seven-Tier MC Benchmark | 50,000 paths × 52 weeks, gate-aware | What is the expected range? |
| Equity Percentiles | P10 · P25 · median · P75 · P90 | Where in the envelope am I? |
| Drawdown Percentiles | Depth, frequency and duration underwater | Is this drawdown variance, or a warning? |
| Risk-Tier Performance Bands | T1–T7 usage and performance | Are the higher tiers earning their variance? |
| Live-Trade Benchmark Comparison | EV · DD · RAPF · RAER · acceleration, plus behaviour | Did it go up cleanly? |
| Scenario Manager | Candidate changes, run in the sandbox | Should this change reach live capital? |
Go deeper
Deep dive — 01
What the percentile bands actually promise, why P10 governs sizing, and where simulation authority ends.
Read the full brief →
Deep dive — 02
Static simulations model a trader the system forbids. The dynamic benchmark models the governed one.
Read the full brief →
Deep dive — 03
Variance heals, drift trends, breaks step-change. Misclassify the gap and every response is wrong.
Read the full brief →
Where this connects
Nothing here works alone. Step through the next door and watch the same trade from a different seat.
The Platform
Eleven workbooks. One authority.
See how every trade is routed through one stack that nothing lower can override.
Step inside →
Risk Systems
The vault has seven locks.
Find out which ones your drawdown has already closed — and what that allows.
Step inside →
Volatility
Same market. Different weather.
Why a stop that is safe in Asia is reckless in a New York news window.
Step inside →
Analytics Labs
Profit is the headline. The ledger is the story.
Find out whether a green week came from the edge — or from luck.
Step inside →
Metrics & Diagnostics
Five gauges. One hierarchy.
Read the machine in order of authority — EV first, and nothing below overrides it.
Step inside →
Diagnostics Engines
X-ray the machine.
Seven engines read what the P&L hides — before it becomes a large problem.
Step inside →
Proprietary Indicators
Three tools. One rail.
Regime, confluence and continuation — on the chart, feeding the journal.
Step inside →
Pricing
Four ways onto the rail.
Each tier answers a different question. Find the one you are asking right now.
Step inside →
One price. Eleven workbooks, three TradingView indicators, and the full manual library — $497.
