Advanced FIRE Analysis
Professional-grade Monte Carlo simulations, risk assessment, and portfolio optimization tools for sophisticated FIRE planning
Advanced Monte Carlo Analysis
Professional-grade FIRE analysis with risk assessment
Scenario Parameters
Ready for Analysis
Configure your parameters and run the Monte Carlo simulation
Monte Carlo Simulation
10,000+ scenario modeling
Advanced Modeling
- • Historical return distributions (1926-present)
- • Variable sequence of returns modeling
- • Multiple withdrawal strategies tested
- • Inflation uncertainty modeling
Success Metrics
- • Portfolio survival probability
- • Expected final portfolio value
- • Worst-case scenario analysis
- • Time-series success tracking
Key Insight
Monte Carlo reveals that sequence of returns matters more than average returns for early retirees.
Risk Assessment
Comprehensive risk modeling
Risk Factors
- • Sequence of returns risk
- • Longevity risk (life expectancy)
- • Inflation risk modeling
- • Healthcare cost inflation
Stress Testing
- • 2008 financial crisis scenario
- • 1970s stagflation modeling
- • Japan's lost decades analysis
- • Extended bear market testing
Critical Risk
The first 10 years of retirement are most critical - poor returns early can derail entire plans.
Portfolio Optimization
Modern Portfolio Theory
Optimization Targets
- • Maximum Sharpe ratio allocation
- • Minimum variance portfolios
- • Target return optimization
- • Withdrawal-optimized allocations
Asset Classes
- • US Total Stock Market
- • International Developed Markets
- • Emerging Markets
- • Bonds (Government & Corporate)
- • REITs and Commodities
Optimization Benefit
Proper diversification can improve success rates by 5-15% while reducing portfolio volatility.
Professional-Grade Features
Dynamic Rebalancing
Models various rebalancing frequencies and their impact on long-term returns and portfolio survival.
Glide Path Analysis
Analyzes optimal asset allocation changes over time as you approach and progress through retirement.
Tax Optimization
Models tax-efficient withdrawal strategies across traditional, Roth, and taxable accounts.
Flexible Spending
Tests various spending adjustment strategies during market downturns to improve success rates.
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Compare FIRE Types →Age-Specific FIRE Planning
Customized FIRE strategies and timelines based on your current age and life stage.
Plan by Age →