Methodology

This platform evaluates Dollar-Cost Averaging policies through path-dependent simulation rather than single-point return assumptions. We focus on sequence risk, contribution timing risk, drawdown behavior, and outcome dispersion across market regimes.

The objective is not to predict short-term market direction. The objective is to evaluate whether a contribution policy remains acceptable across a wide range of realistic return sequences and start dates. This distinction is critical for long-term investors who need a process they can maintain through uncertainty.

Core assumptions

Inputs include portfolio composition, contribution cadence, test windows, and rebalancing logic. Outputs are interpreted as scenario-based decision support, not forward guarantees.

Assumptions are intentionally explicit so users can challenge them. Assumption transparency improves decision quality because it prevents hidden model behavior and allows apples-to-apples scenario comparison.

Limitations

Historical structure can inform policy resilience but cannot eliminate uncertainty. Regime definitions and data choices affect interpretation.

No simulation can remove market risk. Results should be interpreted as decision support for policy design, risk framing, and behavioral preparation rather than as individualized investment advice.