Configuration
Tune stochastic parameters and model properties
Historical Days
252
Forecast Horizon (Days)
40
Monte Carlo Simulations
100
Stochastic Differential Equation
dSₜ = μ Sₜ dt + σ Sₜ dWₜ
Calculated via Euler-Maruyama discretization.
Annualized Return
+10.2%
Annualized Vol
21.8%
Sharpe Ratio
0.28
Max Drawdown
-14.2%
Stochastic Path Projections & Fan Chart
Historical series coupled with Monte Carlo probabilistic density envelopes
95% Conf Band
Median Path
Time Series Signal Decomposition
Orthogonal decomposition isolating underlying secular trend, seasonal oscillation, and noise residuals