Methodology

A transparent engine for sequence risk, inflation pressure, and market path dependency.

Monthly compounding

Equity and debt sleeves compound monthly. SWP withdrawals are deducted monthly after market returns.

Inflation-linked SWP

Withdrawal amounts step up annually by the configured inflation assumption, with optional shock settings in the API.

Monte Carlo engine

The backend uses seeded correlated geometric Brownian motion with vectorized NumPy paths and 1,000 or more simulations.

Historical replay

CSV-driven monthly return series replay 2008, COVID, 2022, and retire-in-2008 stress periods. The data layer is ready for Nifty TRI, debt fund, and gold imports.

Risk narrative

Survival probability, early failure clusters, and withdrawal rate pressure generate plain-language insights for retirement decisions.