QUANTITATIVE PORTFOLIO PLANNING
Stress-test your portfolio against half a century of real markets.
PortfolioSim runs your exact allocation through the booms, crashes and inflation
regimes that actually happened — then bootstraps thousands of alternate futures from that history,
so you can see whether the plan survives before you have to live it.
Every module lives inside the app — this is the map.
📊
Portfolio Returns
Multi-asset backtesting across equities, gold, bonds, T-bills and Canadian
farmland — with fee drag, a tactical moving-average overlay, and block-bootstrap forward simulation.
📈
Retirement Simulator
Withdrawal sequencing against every historical start year, pension timing,
Guyton-Klinger guardrails, safe-withdrawal-rate search, and a contribution planner in today's dollars.
🌐
Economics — USA
FRED dashboards for the inputs that move plans: GDP-deflator inflation,
housing, money supply, the yield curve and recession context.
🍁
Economics — Canada
Canadian macro via FRED and the Bank of Canada Valet API — inflation,
policy rate, yields and housing, aligned to the same real-return framework.
⚠️
Risk
Per-asset drawdown anatomy, volatility thresholds and year-by-year return
tables — see how each holding behaves before you weight it.
🔬
Optimizer
Monte Carlo search refined by SLSQP to find allocations that maximise
return under your drawdown ceiling — with rolling-window stability checks.
01
Build the allocation
Set weights across the asset table in 📊 Portfolio Returns —
tickers, dates and fee drag are all editable.
02
Backtest against history
Run the historical simulation, layer on tactical signals if you want them,
and read the real (after-inflation) results.
03
Simulate the retirement
The portfolio feeds 📈 Retirement Simulator automatically —
test withdrawals, pensions and guardrails across thousands of futures.
Guyton-Klinger guardrails
Stationary block bootstrap
SLSQP optimization
GDP-deflator real returns
Moving-average regime signals