Monte Carlo & Robustness
Why a single backtest isn't the full picture, and the current status of Monte Carlo in SIPS (not available yet).
A single backtest is one path through history. Monte Carlo analysis reshuffles and varies a portfolio’s own trades many times to show a range of possible outcomes and drawdowns, rather than relying on that one path. SIPS has a Monte Carlo area for this, but the simulation itself is not available yet.
What the page shows
If your plan includes Monte Carlo, it appears under Advanced Analysis in the sidebar and as View Monte Carlo on Portfolio Analysis. The page shows a Not Run status and the message “Monte Carlo results are not available yet” — it doesn’t display any simulated values.
What it is not yet
Not available yet
There is no Monte Carlo simulation engine connected yet. Run Monte Carlo shows a notice rather than running a simulation, no robustness result is produced for any of your portfolios, and the Monte Carlo tab in Portfolio Settings doesn’t affect anything yet. Use Portfolio Analysis — including its in-sample / out-of-sample comparison — to review a portfolio’s robustness today.