Monte Carlo Robustness Study

What it is

A Monte Carlo stress-test of a real 72-trade NQ futures record. One equity curve is a single draw from a distribution – this study asks what the rest of that distribution looks like.

Method

• —Bootstrap resampling and order-reshuffle simulations over the real trade sequence.
• —Drawdown-risk distributions instead of a single max-drawdown number.
• —An honest writeup of what the simulations do and do not establish.