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Mathadvancedsimulation
Monte Carlo Sandbox
Learn
- Monte Carlo = run thousands of random scenarios to see outcomes.
- You get a distribution: best case, worst case, median.
- Use it to stress-test a strategy before going live.
Do
Run 100 simulated days with your bot's edge. How many days are profitable? What's the worst drawdown?
Reflect
- What would you change if the worst drawdown is too large?
- How does this relate to "risk of ruin"?
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