Shared engine settings
Applied to both books
Monte Carlo scenarioCalibrated drift and vol
SeedBoth books simulate on the same seed, scenario and stochastic inputs, so the A vs B gap is signal, not RNG noise.
Backtests run on real daily closes; the Monte Carlo fan recalibrates from each book's realized returns the moment a run finishes, so changing the method or horizon updates both sides instantly without a re-run.
Book A
10 positions · 100.0% · recalculating…
| Ticker | Name | Weight % | |
|---|---|---|---|
CAGR
—
Max DD
—
Sharpe
—
P50 12m
—
Book B
9 positions · 100.0% · recalculating…
| Ticker | Name | Weight % | |
|---|---|---|---|
CAGR
—
Max DD
—
Sharpe
—
P50 12m
—
AI verdict — rating, bull case, bear case, scenarios
Generated from each book's real backtest and the active Monte Carlo scenario
MCM Compute Supercycle (High Risk)
Backtest this book to unlock its AI rating, bull/bear case and scenario set.
MCM Convex Momentum (High Risk)
Backtest this book to unlock its AI rating, bull/bear case and scenario set.
Live Monte Carlo fan — A vs B
Run a backtest on either book to simulate
Backtest a book to calibrate its return process — the fan then updates instantly as you change scenario, drift, vol, paths or seed.
Head-to-head
Run both books to compare
| Metric | A | B | A − B |
|---|---|---|---|
| CAGR | — | — | — |
| Total return | — | — | — |
| Excess vs bench | — | — | — |
| Volatility | — | — | — |
| Max drawdown | — | — | — |
| Sharpe | — | — | — |
| Sortino | — | — | — |
| Beta | — | — | — |
| Monthly win rate | — | — | — |
| Median 12m forecast | — | — | — |
| Forecast P5 (downside) | — | — | — |
| Prob. of loss | — | — | — |
| Sim. tail drawdown | — | — | — |
Green means book A is the better side of that metric (lower is better for volatility, beta and probability of loss).