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Monte Carlo Lab · What It Simulates

109 tabs, twelve zones, one question.

Workbook tabs

109

Functional zones

12

Output tables

A–AF

Detail levels

3

Layer 01 — The two-file split

The workbook configures. The engine computes. Neither writes over the other.

The Lab is deliberately two cooperating pieces. The workbook is the configuration surface and the report: every assumption is set there, and every result is written back there as report-grade tables. The engine is a separate Python process that reads the configuration, runs the simulation in numpy, and writes results into a copy of the workbook rather than into the workbook itself. The original is never modified by a run, which is what makes a run repeatable rather than a one-way transformation of your own settings.

Layer 02 — The golden sequence

Recalculate, run, recalculate.

The engine reads cached formula values, not formulas. Saving a workbook can drop those caches, and an engine reading stale caches produces a flat account or a zero-trade run that looks like a modelling failure and is actually a housekeeping failure. So the operating habit is fixed: recalculate the input workbook before the run so configuration formulas are evaluated, then recalculate the output workbook after the run so dashboards pick up the values the engine wrote. Blank dashboards after a run are almost always this, and almost never anything else.

  • Blank Zone 10 table with a Set Full note: the detail level was not Full. Not a defect.
  • Zero trades or a flat account: the input workbook was saved without a recalculation.
  • Blank comparison tabs: the output workbook was never recalculated once.

How MARS uses this

This page's subject is the simulation input contract itself — the modeled probabilities, payoff structure, tier allocation, and throughput that get run to exhaustion. The grid shows what that contract makes possible: the same evidence base resampled under alternative rule-sets, side by side, before any of them touches the live account.

How it benefits you

System changes stop being vibes-based. The tempting tweak that costs 0.07R of expectancy for a modest drawdown saving gets rejected by arithmetic before it silently taxes six months of trading - and promising candidates carry their evidence with them into review.

BASELINE

LIVE
EV +0.31RP10 DD −14.8%

current governing profile

TIGHTER STOPS

REJECTED
EV +0.24RP10 DD −11.2%

EV cost exceeds drawdown saving

TNP WEIGHT +10

SANDBOX
EV +0.36RP10 DD −19.6%

edge up, adverse tail deepens

FEE MODEL B

CANDIDATE
EV +0.33RP10 DD −14.9%

friction saving survives resampling

The rule-set is the experiment: identical evidence resampled under alternative contracts, judged in one grid.

Layer 03 — Detail as a speed control

Summary, Standard, Full: three sizes of the same run.

Output Detail Level decides how much of the output suite the engine computes. Summary populates Tables A through F only. Standard adds G through S, the core benchmark suite. Full adds T through AF, the advanced attribution and stress tables including branch attribution, variant attribution, fat-tail dependency, fee stress, the risk spectrum, gate transitions, throttle value-add, override impact, and run confidence. The tables that answer why a result happened live almost entirely in Full, which is why a marginal result should always be re-run at Full before it is acted on.

Layer 04 — The truth anchor

The calibration bridge stops the exit mechanics from inventing an edge.

Zone 7 pulls measured expectancy from Compliance Panel 3, weekly branch hit rates from the Scorecard, execution efficiency from the MAE/MFE Lab, and week-by-week actuals from the live account. When CP3 calibration is active, the engine will not let the exit structures manufacture a blended expectancy higher than the measured edge. That single constraint is what separates a credibility tool from a wishful one, and it is why the Lab is willing to report that a risk doctrine the operator likes is unsustainable at the edge the operator actually has.

  • Enter only the exit levels you genuinely trade in Exit_Calibration; the engine interpolates the rest of the ladder.
  • Variant usage is entered as monthly trade counts, not abstract weights, and read as a mix ratio rather than a quota.
  • Data_Quality_Check flags missing data, invalid labels, and insufficient evidence before a run is permitted.

Layer 05 — What it will not tell you

The Lab models the assumptions you give it.

It stress-tests a plan; it does not validate one. Feed it an optimistic edge and it will faithfully simulate an optimistic account, in convincing detail, across fifty thousand paths. Its value is not that it predicts. Its value is that it exposes fragility: where a thin edge, an aggressive risk band, or a fee-heavy cost model quietly converts a system the operator believes is good into a lockout machine.

Reference

The twelve zones, and what each one owns

ZoneLayerWhat it owns
1Front doorOrientation, control dashboard, workbook map, glossary
2Master configParameter Console, engine settings, account, target, scenario slots
3ProbabilityBranch weights, slot composition, variant matrix, hit-rate ladder
4Exit / payoffExit builder, variant preset grid, partial ladder, trail library, payoff distribution
5Risk governanceGate ladder, seven-tier model, pool generator, throttle modes, override bounds
6Market frictionFees, slippage, margin, volatility regimes, correlation, streak and shock models
7CalibrationBridges from CP3, the Scorecard, MAE/MFE, and live results
8Engine I/OThe Excel to Python data contract and the raw result receivers
9Tables A–SCore benchmark output suite
10Tables T–AFAdvanced attribution and stress tables, Full detail only
11DashboardsFan charts, comparisons, executive interpretation, question engine
12GovernanceValidation gate, list registry, threshold registry, archive notes

Use cases

Where it earns its place

  • ▸Establishing what the current plan actually produces before committing capital to it
  • ▸Finding which of edge, risk band, or friction is the binding constraint on survival
  • ▸Re-running a marginal result at Full detail to see the attribution behind it

Edge cases & failure modes

Where it can mislead

  • !A run at Summary or Standard detail cannot answer why: the attribution tables are Full only.
  • !Skipping either recalculation produces stale or blank output that looks like a modelling failure.
  • !Variant counts are proportions, so exact monthly totals need not match simulated throughput.

The governing idea

Connected inside MARS

This module doesn't work alone.

Go deeper

Operator briefs on this territory.

Every module ships in the complete MARS package.

One price. Eleven workbooks, three TradingView indicators, and the full manual library — $497.