Drawdown Percentiles · Depth and Duration
Duration tables
V · W
Detail required
FULL
Feeds
ACCEL
How MARS uses this
Underwater time is this page's subject, and the map's vertical axis is where it lives: recovery duration plotted against depth, bubble mass showing how often paths visit each territory. The curve's non-linear bend is the argument — doubling depth more than doubles the sentence.
How it benefits you
Drawdown stops being one scary number. A 7% dip reads as the common, quick-recovery event the map says it is, while the non-linear duration curve makes the case for gate compression viscerally: deep holes do not just cost more - they cost longer.
The duration axis is the story here: recovery time bending non-linearly against depth across the simulated paths.
The key idea
The duration budget
Because recovery durations have their own distribution, underwater time becomes a budgetable quantity rather than an unpleasant surprise. A drawdown sitting comfortably inside its depth band but far past its duration percentile is flagged while still shallow. Slow bleeds evade depth alarms by design, since they never spike, and the duration read is the only instrument that catches a leak which never produces a bad day.
Dwell tells a different story than depth
Gate dwell and drawdown duration are read together. An account spending an unusual amount of time in the Recovery gate while its depth readings stay normal is usually not losing its edge; it is converting risk inefficiently, paying friction, or capturing too little of the opportunity its setups generate. That distinction sends the review to the execution efficiency layer rather than to the branch weights, and the two repairs have almost nothing in common.
Non-linear cost
Recovery arithmetic is unforgiving in a way that percentage thinking hides. A deeper hole requires a disproportionately larger gain to escape, and it requires that gain while operating under a tighter tier cap, because the gate ladder has already reduced what the account is permitted to deploy. Depth and duration compound each other: the account is slower precisely when it most needs speed, which is the mechanism the tier ladder is built to make survivable rather than to avoid.
The tail dependency check
04The fat-tail table decomposes how much of the result depends on trades beyond 2.5R, 3R, and 5R. A recovery profile that only works when the outliers arrive on schedule is not a recovery profile; it is a hope with percentiles attached. Reading duration beside tail dependency answers whether the modelled climb back is a broad property of the system or a thin one resting on a handful of paths.
Reference
| Table | Subject | The question it settles |
|---|---|---|
| Table V, Recovery Time | Time underwater and recovery duration | How long a path realistically spends below its equity peak |
| Table W, Streak Damage | Losing streaks and worst cycle, week, and month clusters | Whether this stretch is an ordinary cluster or an outlier |
| Table G, Gate Dwell | Expected time in each gate and depth reached | Whether the account is stuck in a defensive band or passing through |
| Table Z, Fat-Tail Dependency | Reliance on 2.5R+, 3R+, and 5R+ winners | How fragile recovery becomes without the best trades |
| Table AA, Fee Stress | Net expectancy from zero cost through triple fees | Whether friction is what is slowing the recovery |
| Table AC, Gate Transitions | The movement matrix between capital states | Whether the system climbs back or oscillates at the boundary |
Connected inside MARS
Go deeper
Deep dive — 01
Depth threatens the account; duration threatens the operator. The simulation charts them separately because they are separate ordeals.
Read the full brief →
Deep dive — 02
No gate fires for time. The slow bleed evades every depth alarm by design.
Read the full brief →
Deep dive — 03
Recovery velocity is where the survival machinery and the compounding metric meet.
Read the full brief →
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