Scott & Courtney - Retirement Monte Carlo

-- Success Rate

-- Port @ Retire

-- P25 Est. Draw

-- Median Fail Yr

Your Success Rate

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Boldin Baseline

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Portfolio at Retirement

Median across simulations

Worst-10% End Value

10th percentile at age 93

P25 Portfolio at Retirement

25th percentile — conservative baseline

3.5% Draw Capacity (P25 port)

Run simulation — this is MC capacity, not your Boldin draw

Year 1 WR (pre-SS)

vs. median retirement portfolio

Median Failure Year

Among failed simulations only

Per-Account Return Calibration Reverse-engineered from Boldin export · Average scenario

7.1%

Equity μ (arith.)
75% of portfolio

3.5%

Bond / Bridge Return
25% of portfolio

15%

Equity Volatility (σ)
Bonds ~40% as volatile

5.7%

Blended Portfolio
All accounts

Dividends tracked separately in Boldin cash flows. Bucket strategy: 3yr bond buffer shields from selling equities in down years.

Annual Spending Breakdown Boldin plan · What you spend, what offsets it, and what must come from the portfolio

Net Living Draw

Income Taxes

Social Security

Dividends

Peak Expense Yr

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Peak Net Draw

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SS Starts

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Year 1 Net Draw

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Bar height = total planned expense (from Boldin, incl. taxes). Blue = net portfolio draw. Green = Social Security. Yellow = taxable brokerage dividends. Red = draw > $180K/yr. Hover a bar to see the breakdown.

Portfolio Projection — Monte Carlo Fan ChartShaded = percentile bands · Dashed = Boldin Average deterministic baseline

90th

Median

10th

Boldin Avg

Milestone Checkpoints Success rate = % of simulations still solvent at that year

Year · Age · Event	P10	Median	P90	Solvent%	Median vs Start	Seq. Risk
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Retirement Cash Flows

Year	Living Exp	Taxes	Total Spend	SS Income	Dividends	Net Draw

Dividends reduce portfolio withdrawals in simulation. Bootstrap returns use total-return data (Damodaran) — dividends are already embedded in portfolio growth, so dividend income shown here is mildly conservative (~1–2%).

Historical Stress Tests Deterministic replays of worst historical sequences · Based on actual S&P 500 + Treasury returns

Click "Run Simulation" to populate · Shows how your plan would survive the worst sequences in market history

Sequence Start	Scenario Name	Yr 1–3 EQ	Portfolio @ 5yr	Portfolio @ 10yr	Portfolio @ 20yr	Survived 50yr?
Run simulation to see stress test results

Each row runs a deterministic replay of real historical returns starting from that decade. Your Boldin cash flows are used for withdrawals. Bucket Strategy and Spending Flex settings apply.

Spending Sensitivity Success rate at ±$30k/yr spending scenarios · Based on same parameters as main simulation

Shows your margin of safety — how much spending flexibility you have

Annual Spending Adjustment	Net Withdrawal Change	Success Rate	Margin	Interpretation
Run simulation to see withdrawal rate analysis

How this works: Each simulation draws annual returns either from a Student-t distribution (df=5 equity / df=8 bonds — fatter tails than normal, matching real crash frequency) or by bootstrapping from 97 years of real S&P 500 + Treasury history (1928–2024) — capturing actual crashes, secular bear markets, and fat-tail events that pure normal draws miss. Cash flows come directly from your Boldin export. The Bucket Strategy avoids selling equities in negative-return years by drawing from the bond buffer first. Spending Flex cuts discretionary spending when the portfolio drops past the trigger threshold. The inflation slider shows real vs nominal return context.