Monte Carlo Simulations - ELEKTRON Analytics

Initializing Monte Carlo Engine

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SIMULATION PARAMETERS

Simulation Setup

Metric

Horizon

Sims

Model

Custom Parameters (Annualized)

Mean

Volatility

Actions

Select a period from the table below to use its statistics, or enter custom values.

MONTE CARLO PROJECTION

Running Monte Carlo Simulation

Initializing...

Simulation Paths & Confidence Bands Distribution: - | Simulations: - | Horizon: -

HISTORICAL STATISTICS BY PERIOD

Period	Observations	Ann. Mean	Ann. Volatility	Total Return	Sharpe	Pos. Days
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ROLLING STATISTICS (ANNUALIZED)

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Calculating rolling metrics...

Rolling Annualized Return Current: —

Rolling Annualized Volatility Current: —

Return Percentile

—

vs historical range

Volatility Percentile

—

vs historical range

Rolling Sharpe

—

risk-adjusted return

Suggested Params

—

MARKET REGIME ANALYSIS —

Current Regime

—

Since — (— days)

Regime Avg Return —

Regime Avg Vol —

Historical Regime Statistics

Regime	% of Time	Avg Return	Avg Volatility	Avg Sharpe
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BITCOIN HALVING CYCLE ANALYSIS —

Current Position

—

Phase: — | — days into cycle

Phase Avg Return —

Phase Avg Vol —

— days

~— days to next

Early Mid Late Next Halving

Statistics by Halving Cycle

Cycle	Period	Days	Ann. Return	Ann. Volatility	Total Change
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SCENARIO PROJECTIONS

Loading Scenarios

Fetching scenario data...

Multi-Scenario Comparison Median projections under different historical conditions

Scenario Comparison at Horizon

Scenario	Ann. Mean	Ann. Vol	Median Final	10th %ile	90th %ile	P(Higher)
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SIMULATION RESULTS

Current Value

—USD

Starting point

Expected Value

—USD

—

Median Outcome

—USD

50th percentile

95% CI Low

—USD

2.5th percentile

95% CI High

—USD

97.5th percentile

Prob. Higher

—%

Above current

Confidence Intervals at Horizon

Final Value Distribution

PROBABILITY ANALYSIS

Outcome Probabilities

Upside Scenarios

Above Current —

2x (Double) —

3x (Triple) —

5x —

10x —

Downside Scenarios

Below Current —

Down 25% —

Down 50% —

Down 75% —

Model Information

Distribution

—

KS Statistic

—

KS p-value

—

AIC

—

Fit Quality

—

Simulations use the best-fit distribution from historical data. Lower AIC and higher p-value indicate better fit. Results are probabilistic estimates, not predictions. Learn more →