Simulation — 7-Tier MC Benchmark
Read this first
The doctrine
Verbatim from the benchmark standard: live performance should be compared to percentile bands and risk-state behavior, with median as the expected centerline and percentile bands defining the normal range. Do not panic below median. Do not worship a lucky P90 month. Do not chase the target blindly.
How MARS uses this
The Dynamic 7-Tier Benchmark converts the drawdown distribution into modeled tier-usage expectations: given the gate transitions the evidence implies, T1-T3 should host most deployment while T5-T7 stay exceptional. Live tier dwell is audited against this profile every cycle.
How it benefits you
Aggression drift becomes measurable before it becomes expensive. Over-dwelling in high tiers shows as a gap against the model - a pattern on a ladder rather than an oversized loss - and chronic under-deployment surfaces just as clearly as unmonetized, already-earned authority.
The seven-tier ladder with modeled dwell: how often each tier should be in use given the gate history. High tiers exist to be rare.
The two questions
02The primary question is whether live MARS performance behaves inside the simulated benchmark envelope. The secondary question is whether any difference is favorable alpha, normal variance, execution drag, excessive drawdown, or governance failure. Every deviation gets classified — never judged by feel.
Reference
| Assumption | Value | Operating meaning |
|---|---|---|
| Paths | 50,000 | Stable Monte Carlo run count for percentile bands |
| Horizon | 52 weeks | Full-year benchmark window |
| Trade rhythm | 4 cycles × 4 trades = 16/week | Core live cadence the model assumes |
| Gate evaluation | After each completed cycle | No mid-cycle gate switching |
| System lock | DD worse than −40% | Locked paths stop and never count as completions |
| Branch weights | Normal 45 / TP 33.75 / TNP 11.25 / OF 10 | Benchmark mix — know your live drift before comparing |
Inside this module
Connected inside MARS
Go deeper
Deep dive — 01
Static simulations model a trader the system forbids. The dynamic benchmark models the governed one.
Read the full brief →
Deep dive — 02
Inside the envelope or not — and if not, what kind of gap? Everything else is supporting evidence.
Read the full brief →
Deep dive — 03
No mid-cycle switching, caps that bind next cycle, lock as terminal state — the transition mechanics under every band.
Read the full brief →
One price. Eleven workbooks, three TradingView indicators, and the full manual library — $497.
