Ruin Simulator

Can your account survive your return target? — 20,000 Monte Carlo paths of honest math

● runs 100% in your browser — nothing is sent anywhere

your plan

starting capital (any currency) target return per month (%) your honest annual Sharpe (0.5 = good retail, 1.0 = elite) if Sharpe = 0: assumed monthly volatility (%) horizon (months) · ruin = below % of capital · costs %/mo

what actually happens

Set a monthly return target and your honest skill level, then run 20,000 simulated lives of that plan.

The trap this tool exposes: to hit a high monthly target with ordinary skill, you need so much volatility that the volatility itself eats the account (variance drag: geometric ≈ μ − σ²/2). Most "I'll make 10% a month" plans die here — not because the trader is wrong about direction, but because the math was rigged from the start.

Model: monthly returns ~ N(μ−costs, σ), floor −95%/mo, ruin absorbs at the threshold. Normal tails are kind — real markets crash harder, so real ruin odds are worse.
Research & education only. Not investment advice. · Companion tool: Backtest Reality Check