Synthetic Monte Carlo

Simulations

Public view is read-only over stored runs. Heavy jobs are not executed during page render. SYNTHETIC ≠ FORECAST.

RESEARCH · SIMULATION · NOT INVESTMENT PERFORMANCE · NOT INVESTABLE · £0 REAL CAPITAL · PAPER

Public UI does not permit arbitrary path counts. Preset stored results only. Assumptions: seeded Mulberry32 PRNG; Student-t shocks; no normal-distribution monopoly; fat tails and jump risk in crash/armageddon families; identical market paths across mechanisms for a given seed/scenario. MODEL OUTPUT ≠ FORECAST.

Scenario	Model	Paths	Median NAV	DPR	Insolvency	CVaR 5%	Label
BINANCE_OUTAGE_1H	A	8,000	98.49	0.987	0.00%	80.78	SYNTHETIC
BINANCE_OUTAGE_1H	B	8,000	98.69	0.988	0.00%	81.92	SYNTHETIC
BINANCE_OUTAGE_1H	C	8,000	98.72	0.987	0.00%	81.78	SYNTHETIC
BINANCE_OUTAGE_1H	D	8,000	98.70	0.989	0.00%	87.21	SYNTHETIC
BINANCE_OUTAGE_24H	A	8,000	88.45	0.891	0.00%	57.46	SYNTHETIC
BINANCE_OUTAGE_24H	B	8,000	93.27	0.935	0.00%	57.91	SYNTHETIC
BINANCE_OUTAGE_24H	C	8,000	95.76	0.955	0.00%	54.25	SYNTHETIC
BINANCE_OUTAGE_24H	D	8,000	95.61	0.969	0.00%	70.59	SYNTHETIC
BINANCE_OUTAGE_7D	A	8,000	77.40	0.817	0.04%	38.54	SYNTHETIC
BINANCE_OUTAGE_7D	B	8,000	82.97	0.852	0.01%	33.16	SYNTHETIC
BINANCE_OUTAGE_7D	C	8,000	88.44	0.896	0.07%	22.70	SYNTHETIC
BINANCE_OUTAGE_7D	D	8,000	85.65	0.905	0.00%	50.57	SYNTHETIC
BINANCE_DEPOSIT_FREEZE	A	8,000	96.48	0.995	0.00%	52.81	SYNTHETIC
BINANCE_DEPOSIT_FREEZE	B	8,000	98.09	0.995	0.00%	54.14	SYNTHETIC
BINANCE_DEPOSIT_FREEZE	C	8,000	98.90	0.990	0.00%	48.24	SYNTHETIC
BINANCE_DEPOSIT_FREEZE	D	8,000	98.42	1.000	0.00%	68.86	SYNTHETIC
BINANCE_WITHDRAW_FREEZE	A	8,000	97.97	0.994	0.00%	57.76	SYNTHETIC
BINANCE_WITHDRAW_FREEZE	B	8,000	99.78	1.009	0.00%	53.92	SYNTHETIC
BINANCE_WITHDRAW_FREEZE	C	8,000	100.44	1.006	0.00%	49.43	SYNTHETIC
BINANCE_WITHDRAW_FREEZE	D	8,000	99.71	1.011	0.00%	68.97	SYNTHETIC
BINANCE_TRADE_SUSPEND	A	8,000	98.13	0.990	0.00%	61.36	SYNTHETIC
BINANCE_TRADE_SUSPEND	B	8,000	99.84	1.006	0.00%	60.51	SYNTHETIC
BINANCE_TRADE_SUSPEND	C	8,000	100.32	1.006	0.00%	56.02	SYNTHETIC
BINANCE_TRADE_SUSPEND	D	8,000	99.77	1.008	0.00%	73.39	SYNTHETIC
BINANCE_DELIST	A	8,000	70.14	0.750	0.04%	32.98	SYNTHETIC
BINANCE_DELIST	B	8,000	77.47	0.803	0.01%	27.62	SYNTHETIC
BINANCE_DELIST	C	8,000	85.66	0.872	0.45%	15.21	SYNTHETIC
BINANCE_DELIST	D	8,000	77.80	0.824	0.01%	44.44	SYNTHETIC
BINANCE_INSOLVENT	A	8,000	93.00	1.113	0.64%	12.89	SYNTHETIC
BINANCE_INSOLVENT	B	8,000	94.58	1.083	0.43%	7.89	SYNTHETIC
BINANCE_INSOLVENT	C	8,000	97.32	1.078	4.05%	0.04	SYNTHETIC
BINANCE_INSOLVENT	D	8,000	99.33	1.207	0.03%	31.90	SYNTHETIC
WHALE_DUMP_25	A	8,000	65.29	0.679	0.04%	34.33	SYNTHETIC
WHALE_DUMP_25	B	8,000	68.39	0.704	0.03%	32.02	SYNTHETIC
WHALE_DUMP_25	C	8,000	67.18	0.686	0.07%	21.88	SYNTHETIC
WHALE_DUMP_25	D	8,000	71.11	0.738	0.01%	45.13	SYNTHETIC
WHALE_REDEEM_25	A	8,000	80.30	0.833	0.01%	45.59	SYNTHETIC
WHALE_REDEEM_25	B	8,000	82.80	0.854	0.01%	39.10	SYNTHETIC
WHALE_REDEEM_25	C	8,000	80.28	0.813	0.01%	27.43	SYNTHETIC
WHALE_REDEEM_25	D	8,000	84.12	0.877	0.00%	53.86	SYNTHETIC
WHALE_COORDINATED_25	A	8,000	64.57	0.687	0.15%	28.33	SYNTHETIC
WHALE_COORDINATED_25	B	8,000	70.62	0.741	0.18%	23.41	SYNTHETIC
WHALE_COORDINATED_25	C	8,000	64.36	0.670	1.00%	8.50	SYNTHETIC
WHALE_COORDINATED_25	D	8,000	71.29	0.759	0.09%	39.90	SYNTHETIC