@calculator53295/backtest-engine 0.1.0

package/dist/montecarlo/simulate.d.ts

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+/**
+ * Monte Carlo retirement / withdrawal simulator. Pure TS, no deps.
+ *
+ * Everything runs in REAL (inflation-adjusted) terms — the only honest way to
+ * ask "will my purchasing power last." Nominal returns from the asset-class
+ * data are deflated by CPI, and a fixed-real withdrawal is therefore constant
+ * in the series' units. Balances are reported in today's dollars.
+ *
+ * Convention (matches the Trinity study / FiCalc): withdraw once at the START
+ * of each year, then compound 12 months of returns. A trial "fails" if the
+ * balance is exhausted before the horizon ends — except VPW's final-year
+ * spend-to-zero, which is the plan working, not a failure.
+ */
+export type WithdrawalStrategy = 'fixedReal' | 'fixedPercent' | 'vpw' | 'guardrails';
+export interface SimParams {
+    initialBalance: number;
+    /**
+     * Annual withdrawal rate (fraction). fixedReal/guardrails: × the balance at
+     * RETIREMENT (start of the withdrawal phase); fixedPercent: × current
+     * balance each year.
+     */
+    withdrawalRate: number;
+    strategy: WithdrawalStrategy;
+    /** Years of withdrawals (the retirement horizon). */
+    horizonYears: number;
+    /** Annual expense ratio / advisory fee (fraction), applied monthly. */
+    feeRate: number;
+    /** VPW assumed real return (fraction); ignored by other strategies. */
+    vpwReturn?: number;
+    /** Years of saving BEFORE withdrawals begin (0 = retire immediately). */
+    accumulationYears?: number;
+    /** Real dollars contributed per year during accumulation (monthly 1/12). */
+    annualContribution?: number;
+}
+export interface RealReturnSeries {
+    /** yyyy-mm labels aligned to `returns` (the month each return occurs in). */
+    dates: string[];
+    /** Real monthly total returns (fractions). */
+    returns: number[];
+}
+export interface SimResult {
+    mode: 'historical' | 'bootstrap';
+    trials: number;
+    successRate: number;
+    horizonYears: number;
+    accumulationYears: number;
+    /** Per-year (0..acc+horizon) balance percentiles across trials, today's dollars. */
+    percentiles: {
+        p5: number[];
+        p25: number[];
+        p50: number[];
+        p75: number[];
+        p95: number[];
+    };
+    /** Sorted ending balances for the distribution view. */
+    endingBalances: number[];
+    medianEnding: number;
+    /** Historical mode only: the worst starting years by outcome. */
+    worstStarts: Array<{
+        label: string;
+        endingBalance: number;
+        depletedYear: number | null;
+    }>;
+    /**
+     * Income variability across trials (real dollars): each trial's worst
+     * withdrawal year, summarized. For fixedReal this equals the fixed amount
+     * in successful trials; for variable strategies it shows the pay cut risk.
+     */
+    income: {
+        firstYearMedian: number;
+        worstYearMedian: number;
+        worstYearP5: number;
+        /** Fraction of trials where income ever fell below the first year's. */
+        cutProbability: number;
+        /** Median count of retirement years spent below the starting income. */
+        yearsBelowStartMedian: number;
+    };
+    /**
+     * Per-retirement-year income percentiles across trials (real dollars,
+     * actual amounts withdrawn — a depleted trial contributes $0). Arrays are
+     * indexed by retirement year 1..horizonYears.
+     */
+    incomeByYear: {
+        p5: number[];
+        p25: number[];
+        p50: number[];
+        p75: number[];
+        p95: number[];
+    };
+}
+export declare function mulberry32(seed: number): () => number;
+/** Total months a trial spans (accumulation + withdrawal phases). */
+export declare function trialMonths(params: SimParams): number;
+export declare function runHistoricalSequence(series: RealReturnSeries, params: SimParams): SimResult;
+/**
+ * Resample the return series in contiguous blocks (default 24 months) to
+ * preserve short-run autocorrelation, building `trials` synthetic sequences.
+ */
+export declare function runBootstrap(series: RealReturnSeries, params: SimParams, opts?: {
+    trials: number;
+    blockMonths?: number;
+    rng?: () => number;
+}): SimResult;
+/** Solve the max withdrawal rate meeting a target success rate (historical). */
+export declare function maxSafeWithdrawal(series: RealReturnSeries, params: Omit<SimParams, 'withdrawalRate'>, targetSuccess?: number): number;
+//# sourceMappingURL=simulate.d.ts.map

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package/dist/montecarlo/simulate.js

@@ -0,0 +1,264 @@
+/**
+ * Monte Carlo retirement / withdrawal simulator. Pure TS, no deps.
+ *
+ * Everything runs in REAL (inflation-adjusted) terms — the only honest way to
+ * ask "will my purchasing power last." Nominal returns from the asset-class
+ * data are deflated by CPI, and a fixed-real withdrawal is therefore constant
+ * in the series' units. Balances are reported in today's dollars.
+ *
+ * Convention (matches the Trinity study / FiCalc): withdraw once at the START
+ * of each year, then compound 12 months of returns. A trial "fails" if the
+ * balance is exhausted before the horizon ends — except VPW's final-year
+ * spend-to-zero, which is the plan working, not a failure.
+ */
+// ---- seedable RNG (deterministic tests; Math.random in the worker) ----------
+export function mulberry32(seed) {
+    let a = seed >>> 0;
+    return () => {
+        a |= 0;
+        a = (a + 0x6d2b79f5) | 0;
+        let t = Math.imul(a ^ (a >>> 15), 1 | a);
+        t = (t + Math.imul(t ^ (t >>> 7), 61 | t)) ^ t;
+        return ((t ^ (t >>> 14)) >>> 0) / 4294967296;
+    };
+}
+/** Total months a trial spans (accumulation + withdrawal phases). */
+export function trialMonths(params) {
+    return ((params.accumulationYears ?? 0) + params.horizonYears) * 12;
+}
+/**
+ * Run one trial. Phases:
+ *  1) Accumulation (optional): contribute annualContribution/12 at each
+ *     month start, compound.
+ *  2) Withdrawals: withdraw 1/12 of the year's amount at each month start
+ *     (FiCalc convention — kinder than a full year up front), compound.
+ * Strategy semantics: fixedReal/guardrails anchor to the balance at
+ * retirement; guardrails then cuts the real withdrawal 10% when its current
+ * rate drifts 20% above the initial rate, and raises it 10% when 20% below
+ * (simplified Guyton-Klinger, decision applied at each year start).
+ * Everything is in real terms; a fee drags returns monthly.
+ */
+function runTrial(params, monthly, offset) {
+    const { initialBalance, horizonYears, feeRate } = params;
+    const accYears = params.accumulationYears ?? 0;
+    const contribMonthly = (params.annualContribution ?? 0) / 12;
+    const monthlyFeeFactor = (1 - feeRate) ** (1 / 12);
+    const totalYears = accYears + horizonYears;
+    let balance = initialBalance;
+    const path = new Array(totalYears + 1);
+    path[0] = balance;
+    const withdrawals = new Array(horizonYears).fill(0);
+    let depletedYear = null;
+    let m = offset;
+    // Guardrails / fixed-real state, set at retirement.
+    let anchorW = 0;
+    let initialRate = 0;
+    let firstYearW = 0;
+    let worstYearW = Infinity;
+    for (let y = 0; y < totalYears; y++) {
+        if (depletedYear !== null) {
+            path[y + 1] = 0;
+            m += 12;
+            continue;
+        }
+        const inAccumulation = y < accYears;
+        let wMonthly = 0;
+        if (!inAccumulation) {
+            const yearsRetired = y - accYears;
+            if (yearsRetired === 0) {
+                anchorW = balance * params.withdrawalRate;
+                initialRate = params.withdrawalRate;
+            }
+            let w;
+            switch (params.strategy) {
+                case 'fixedReal':
+                    w = anchorW;
+                    break;
+                case 'fixedPercent':
+                    w = balance * params.withdrawalRate;
+                    break;
+                case 'guardrails': {
+                    if (yearsRetired > 0 && balance > 0) {
+                        const currentRate = anchorW / balance;
+                        if (currentRate > initialRate * 1.2)
+                            anchorW *= 0.9;
+                        else if (currentRate < initialRate * 0.8)
+                            anchorW *= 1.1;
+                    }
+                    w = anchorW;
+                    break;
+                }
+                default: {
+                    // VPW: amortize over remaining years at an assumed real return.
+                    const n = horizonYears - yearsRetired;
+                    const r = params.vpwReturn ?? 0.025;
+                    const rate = r === 0 ? 1 / n : r / (1 - (1 + r) ** -n);
+                    w = balance * rate;
+                }
+            }
+            if (yearsRetired === 0)
+                firstYearW = w;
+            if (w < worstYearW)
+                worstYearW = w;
+            wMonthly = w / 12;
+        }
+        let drawn = 0;
+        for (let k = 0; k < 12; k++) {
+            if (inAccumulation) {
+                balance += contribMonthly;
+            }
+            else {
+                drawn += Math.min(wMonthly, balance);
+                balance -= wMonthly;
+                if (balance <= 0) {
+                    balance = 0;
+                    depletedYear = y + 1;
+                    break;
+                }
+            }
+            balance *= (1 + monthly[m + k]) * monthlyFeeFactor;
+        }
+        if (!inAccumulation)
+            withdrawals[y - accYears] = drawn;
+        m += 12;
+        path[y + 1] = balance;
+    }
+    if (!Number.isFinite(worstYearW))
+        worstYearW = 0;
+    const failed = depletedYear !== null && !(params.strategy === 'vpw' && depletedYear === totalYears);
+    return { path, ending: balance, depletedYear, failed, firstYearW, worstYearW, withdrawals };
+}
+// ---- percentile helper ------------------------------------------------------
+function percentile(sorted, p) {
+    if (sorted.length === 0)
+        return 0;
+    const idx = (p / 100) * (sorted.length - 1);
+    const lo = Math.floor(idx);
+    const hi = Math.ceil(idx);
+    if (lo === hi)
+        return sorted[lo];
+    return sorted[lo] + (sorted[hi] - sorted[lo]) * (idx - lo);
+}
+function summarize(mode, trialsOut, labels, params) {
+    const accumulationYears = params.accumulationYears ?? 0;
+    const totalYears = accumulationYears + params.horizonYears;
+    const trials = trialsOut.length;
+    const endings = trialsOut.map((t) => t.path[totalYears]);
+    const successes = trialsOut.filter((t) => !t.failed).length;
+    // Per-year percentiles.
+    const pByYear = { p5: [], p25: [], p50: [], p75: [], p95: [] };
+    for (let y = 0; y <= totalYears; y++) {
+        const col = trialsOut.map((t) => t.path[y]).sort((a, b) => a - b);
+        pByYear.p5.push(percentile(col, 5));
+        pByYear.p25.push(percentile(col, 25));
+        pByYear.p50.push(percentile(col, 50));
+        pByYear.p75.push(percentile(col, 75));
+        pByYear.p95.push(percentile(col, 95));
+    }
+    const sortedEndings = [...endings].sort((a, b) => a - b);
+    const firstW = trialsOut.map((t) => t.firstYearW).sort((a, b) => a - b);
+    const worstW = trialsOut.map((t) => t.worstYearW).sort((a, b) => a - b);
+    // Per-retirement-year income distribution + pay-cut stats. "Below start"
+    // uses a 0.5% tolerance so float noise doesn't register as a cut; a
+    // depleted trial's $0 years count, which is the honest reading.
+    const incomeByYear = { p5: [], p25: [], p50: [], p75: [], p95: [] };
+    for (let y = 0; y < params.horizonYears; y++) {
+        const col = trialsOut.map((t) => t.withdrawals[y]).sort((a, b) => a - b);
+        incomeByYear.p5.push(percentile(col, 5));
+        incomeByYear.p25.push(percentile(col, 25));
+        incomeByYear.p50.push(percentile(col, 50));
+        incomeByYear.p75.push(percentile(col, 75));
+        incomeByYear.p95.push(percentile(col, 95));
+    }
+    let cutTrials = 0;
+    const yearsBelow = [];
+    for (const t of trialsOut) {
+        const floor = t.firstYearW * 0.995;
+        const below = t.withdrawals.filter((w) => w < floor).length;
+        if (below > 0)
+            cutTrials++;
+        yearsBelow.push(below);
+    }
+    yearsBelow.sort((a, b) => a - b);
+    const worstStarts = labels.length
+        ? trialsOut
+            .map((t, i) => ({
+            label: labels[i],
+            endingBalance: t.path[totalYears],
+            depletedYear: t.failed ? t.path.findIndex((b, y) => y > 0 && b === 0) : null,
+        }))
+            .sort((a, b) => a.endingBalance - b.endingBalance)
+            .slice(0, 10)
+        : [];
+    return {
+        mode,
+        trials,
+        successRate: trials ? successes / trials : 0,
+        horizonYears: params.horizonYears,
+        accumulationYears,
+        percentiles: pByYear,
+        endingBalances: sortedEndings,
+        medianEnding: percentile(sortedEndings, 50),
+        worstStarts,
+        income: {
+            firstYearMedian: percentile(firstW, 50),
+            worstYearMedian: percentile(worstW, 50),
+            worstYearP5: percentile(worstW, 5),
+            cutProbability: trials ? cutTrials / trials : 0,
+            yearsBelowStartMedian: percentile(yearsBelow, 50),
+        },
+        incomeByYear,
+    };
+}
+// ---- historical sequence ----------------------------------------------------
+export function runHistoricalSequence(series, params) {
+    const months = trialMonths(params);
+    const out = [];
+    const labels = [];
+    for (let start = 0; start + months <= series.returns.length; start++) {
+        out.push(runTrial(params, series.returns, start));
+        labels.push(series.dates[start]);
+    }
+    return summarize('historical', out, labels, params);
+}
+// ---- block bootstrap --------------------------------------------------------
+/**
+ * Resample the return series in contiguous blocks (default 24 months) to
+ * preserve short-run autocorrelation, building `trials` synthetic sequences.
+ */
+export function runBootstrap(series, params, opts = { trials: 10000 }) {
+    const months = trialMonths(params);
+    const block = opts.blockMonths ?? 24;
+    const rng = opts.rng ?? Math.random;
+    const src = series.returns;
+    const maxStart = src.length - block;
+    const out = [];
+    for (let t = 0; t < opts.trials; t++) {
+        const seq = new Array(months);
+        let filled = 0;
+        while (filled < months) {
+            const start = Math.floor(rng() * (maxStart + 1));
+            const len = Math.min(block, months - filled);
+            for (let i = 0; i < len; i++)
+                seq[filled + i] = src[start + i];
+            filled += len;
+        }
+        out.push(runTrial(params, seq, 0));
+    }
+    return summarize('bootstrap', out, [], params);
+}
+/** Solve the max withdrawal rate meeting a target success rate (historical). */
+export function maxSafeWithdrawal(series, params, targetSuccess = 0.95) {
+    let lo = 0;
+    let hi = 0.2;
+    for (let i = 0; i < 24; i++) {
+        const mid = (lo + hi) / 2;
+        const r = runHistoricalSequence(series, { ...params, withdrawalRate: mid });
+        if (r.successRate >= targetSuccess)
+            lo = mid;
+        else
+            hi = mid;
+    }
+    return lo;
+}
+//# sourceMappingURL=simulate.js.map

package/dist/montecarlo/simulate.js.map

@@ -0,0 +1 @@
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package/dist/retirement/bucketRules.d.ts

@@ -0,0 +1,3 @@
+import type { Buckets, Returns, BucketSourcing } from './types.js';
+export declare function withdrawFromBuckets(amount: number, balances: Buckets, returns: Returns, rule: BucketSourcing): Buckets;
+//# sourceMappingURL=bucketRules.d.ts.map

package/dist/retirement/bucketRules.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"bucketRules.d.ts","sourceRoot":"","sources":["../../src/retirement/bucketRules.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,OAAO,EAAE,OAAO,EAAE,cAAc,EAAE,MAAM,YAAY,CAAC;AAQnE,wBAAgB,mBAAmB,CACjC,MAAM,EAAE,MAAM,EACd,QAAQ,EAAE,OAAO,EACjB,OAAO,EAAE,OAAO,EAChB,IAAI,EAAE,cAAc,GACnB,OAAO,CA8BT"}

package/dist/retirement/bucketRules.js

@@ -0,0 +1,37 @@
+const ORDER = {
+    'cash-first': ['cash', 'bonds', 'stocks'],
+    'stocks-first': ['stocks', 'bonds', 'cash'],
+    'bonds-first': ['bonds', 'cash', 'stocks'],
+};
+export function withdrawFromBuckets(amount, balances, returns, rule) {
+    const w = { stocks: 0, bonds: 0, cash: 0 };
+    const total = balances.stocks + balances.bonds + balances.cash;
+    if (total <= 0 || amount <= 0)
+        return w;
+    if (rule === 'proportional') {
+        const a = Math.min(amount, total);
+        w.stocks = a * (balances.stocks / total);
+        w.bonds = a * (balances.bonds / total);
+        w.cash = a * (balances.cash / total);
+        return w;
+    }
+    let order;
+    if (rule === 'best-performer') {
+        order = ['stocks', 'bonds', 'cash']
+            .slice()
+            .sort((a, b) => returns[b] - returns[a]);
+    }
+    else {
+        order = ORDER[rule];
+    }
+    let remaining = amount;
+    for (const b of order) {
+        const take = Math.min(remaining, balances[b]);
+        w[b] = take;
+        remaining -= take;
+        if (remaining <= 0)
+            break;
+    }
+    return w;
+}
+//# sourceMappingURL=bucketRules.js.map

package/dist/retirement/bucketRules.js.map

@@ -0,0 +1 @@
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package/dist/retirement/engine.d.ts

@@ -0,0 +1,7 @@
+import type { HistoricalRow, SimConfig, TrialResult } from './types.js';
+export declare function aggregateToAnnual(data: HistoricalRow[]): HistoricalRow[];
+export declare function simulate(config: SimConfig, monthly: HistoricalRow[]): TrialResult;
+/** Caller-supplied random source returning a value in [0, 1). */
+export type RandomSource = () => number;
+export declare function pickRandomStart(data: HistoricalRow[], horizonYears: number, freq: 'monthly' | 'annual', random: RandomSource): string;
+//# sourceMappingURL=engine.d.ts.map

package/dist/retirement/engine.d.ts.map

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