Step 12 of 12: A Monte Carlo Analysis of Your Future
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Step 12: Monte Carlo Simulation

Show projection assuming
Social Security reduction
Forecast Assuming Social Security Benefits Are Not Reduced in 2033

750 independent simulations of your 25-year retirement horizon. Each run draws a fresh random sequence of annual market returns.

Starting Portfolio: $0
Mean Annual Return: 5.0%
Annual Volatility: 12.0%
Retirement Start: Age 65.0
Plan End: Age 90
Year 1 Net Portfolio Draw: +$0/yr $0/mo gross spending goal (from Step 6, in today's dollars) minus $0/mo fixed income — spending grows 3.0%/yr; fixed income held flat
0.0%
Probability of Success
0.0% of 750 simulations maintained a positive balance through Age 90. Your plan has meaningful shortfall risk — review spending or timeline assumptions.

Distribution of Ending Balances at Age 90

Each bar = a range of final portfolio balances at Age 90. Dark bars = positive outcome  ·  Amber bar ($0) = portfolio depleted before Age 90.

ⓘ How to read this chart

Outcome Percentiles at Age 90

Scenario Interpretation Ending Balance
Conservative
90th Percentile
90% of simulations ended with at least this amount $0
Median
50th Percentile
Half of simulations ended above this; half below $0
Optimistic
10th Percentile
10% of simulations ended with this amount or more $0
Assumptions: 750 simulations  ·  Returns: nominal, normal distribution, mean 5.0%, std dev 12.0%  ·  Fixed income $0/mo (SS + pension + other, held flat — no COLA applied in Monte Carlo)  ·  Gross spending goal $0/mo in Year 1 (your Step 6 monthly income goal, in today's dollars), escalating 3.0%/yr through Age 90  ·  Returns are independent year-to-year  ·  Ending balances are in nominal (future) dollars

The Real World Isn't a Straight Line

Steps 8–10 used a straight-line projection — your expected return arriving in equal installments every year. Step 12 is a stress test: same inputs, but 750 simulations each with a different random return sequence. If your plan survives most of them, you have high-confidence outcomes.

How It Works

  • 750 complete 25-year retirements simulated.
  • Each year's return is drawn randomly — mean 5.0%, std dev 12.0%.
  • Some simulations get strong early gains; others face an early crash. Both outcomes are represented.

Sequence of Returns Risk

The biggest retirement risk is not your average return — it is when bad years strike. A 20% loss in Year 1 is far more damaging than the same loss in Year 20, because early losses permanently shrink the portfolio you draw from. This is called Sequence of Returns Risk — invisible in a straight-line projection, fully captured here.

How to Read the Bar Chart at Left

  • Each bar = a range of ending balances at Age 90.
  • Dark bars — portfolio survived through Age 90.
  • Amber bar ($0) — portfolio depleted before Age 90.
  • Bars clustered right = robust plan. Significant amber on the left = revisit spending or timeline.

Inflation is modeled. Gross spending starts at $0/mo and grows 3.0%/yr through Age 90. Fixed income ($0/mo) is held flat, so the net portfolio draw widens each year. Ending balances are in future (nominal) dollars.

Why This Differs from Step 11

Step 11 shows one deterministic path — 5.0% every year like clockwork. Step 12 uses the same 5.0% average but replaces the straight line with 750 random paths. Because volatile compounding has an inherent drag, the median Monte Carlo outcome typically runs 15–20% below Step 11 — this is mathematically correct, not an error.

The Step 11 figure corresponds roughly to the 65th–70th percentile here (above-average luck). The Median row is the realistic answer; the Conservative row is the stress-test floor.