fundedness 0.2.1__tar.gz → 0.2.3__tar.gz

fundedness-0.2.3/.streamlit/config.toml

@@ -0,0 +1,11 @@
+[theme]
+primaryColor = "#3498db"
+backgroundColor = "#ffffff"
+secondaryBackgroundColor = "#f8f9fa"
+textColor = "#2c3e50"
+font = "sans serif"
+
+[server]
+headless = true
+enableCORS = false
+enableXsrfProtection = true

fundedness-0.2.3/CLAUDE.md

@@ -0,0 +1,169 @@
+# CLAUDE.md
+
+This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.
+
+## Project Overview
+
+This is a Python financial planning toolkit that implements:
+- **CEFR (Certainty-Equivalent Funded Ratio)**: A fundedness metric that applies after-tax, liquidity, and risk haircuts to assets
+- **Merton Optimal Policies**: Spending and asset allocation policies that maximize expected lifetime utility
+- **Withdrawal Strategy Lab**: Comparison framework for withdrawal strategies (fixed SWR, guardrails, VPW, RMD-style, Merton optimal)
+
+The project includes both a Python package (`fundedness/`) and a Streamlit web application (`streamlit_app/`).
+
+## Development Status
+
+This project is **actively developed** and published on PyPI as `fundedness`.
+
+Current version: **0.2.x**
+
+## Commands
+
+- **Install**: `pip install fundedness` or `pip install "fundedness[all]"` for all extras
+- **Testing**: `pytest` (runs 99+ tests)
+- **Docs**: `mkdocs serve` (local) or auto-deployed to GitHub Pages
+- **Streamlit**: `streamlit run streamlit_app/app.py`
+- **API**: `uvicorn api.main:app --reload`
+
+## Architecture
+
+### Core Package Structure (`fundedness/`)
+
+```
+fundedness/
+├── __init__.py          # Package exports
+├── cefr.py              # CEFR ratio calculation with haircut breakdowns
+├── liabilities.py       # Liability PV calculations with schedules
+├── liquidity.py         # Liquidity factor adjustments
+├── risk.py              # Reliability/concentration haircuts
+├── simulate.py          # Monte Carlo engine with utility tracking
+├── merton.py            # Merton optimal formulas (allocation, spending, CE return)
+├── optimize.py          # Parametric policy optimization
+├── policies.py          # Spending/allocation policy interface
+├── models/              # Pydantic data models
+│   ├── assets.py
+│   ├── household.py
+│   ├── liabilities.py
+│   ├── market.py
+│   ├── simulation.py
+│   ├── tax.py
+│   └── utility.py
+├── withdrawals/         # Withdrawal strategy implementations
+│   ├── base.py
+│   ├── fixed_swr.py
+│   ├── guardrails.py
+│   ├── vpw.py
+│   ├── rmd_style.py
+│   ├── merton_optimal.py
+│   └── comparison.py
+├── allocation/          # Asset allocation strategies
+│   ├── base.py
+│   ├── constant.py
+│   ├── glidepath.py
+│   └── merton_optimal.py
+└── viz/                 # Plotly visualizations
+    ├── colors.py
+    ├── fan_chart.py
+    ├── waterfall.py
+    ├── survival.py
+    ├── comparison.py
+    ├── optimal.py
+    └── ...
+```
+
+### Data Models (Pydantic)
+
+Key models: `Household`, `BalanceSheet`, `Asset`, `Liability`, `MarketModel`, `TaxModel`, `UtilityModel`, `SimulationConfig`
+
+### Core Formulas
+
+**CEFR Calculation:**
+```
+CEFR = Σ(Asset × (1-tax_rate) × liquidity_factor × reliability_factor) / PV(Liabilities)
+```
+
+**Merton Optimal Allocation:**
+```
+k* = (μ - r) / (γ × σ²)
+```
+
+**Merton Optimal Spending Rate:**
+```
+c* = rce - (rce - ρ) / γ
+```
+
+**CRRA Utility with Floor:**
+```
+u(C) = (C - F)^(1-γ) / (1-γ)  where C > F (subsistence floor)
+```
+
+## Key Concepts
+
+- **Haircuts**: Three adjustments to assets—after-tax (τ), liquidity (λ), reliability (ρ)
+- **Floor/Flex spending**: Essential spending floor vs adjustable discretionary
+- **Time metrics**: Time-to-floor-breach, time-to-ruin, max spending drawdown
+- **Confidence intervals**: Scenario percentiles (P10/P50/P90), not statistical CIs
+- **Utility optimization**: Merton framework for optimal spending and allocation
+
+## Default Haircut Assumptions
+
+Liquidity: cash=1.0, taxable_index=0.95, retirement=0.85, home_equity=0.5, private_business=0.3
+Reliability: diversified_bonds=0.95, diversified_equity=0.85, single_stock=0.60, startup=0.30
+
+## Deployment
+
+- **PyPI**: Published as `fundedness` - releases triggered by GitHub Release
+- **Docs**: MkDocs Material deployed to GitHub Pages via `docs.yml` workflow
+- **Web App**: Streamlit Cloud (free tier)
+- **API**: FastAPI with endpoints in `api/`
+
+## Visualization Standards
+
+Use **Plotly** as the primary visualization library for beautiful, interactive charts:
+- Clean, professional appearance with `template="plotly_white"`
+- Interactive features: hover tooltips, zoom, pan
+- Consistent color palette: blues (#3498db, #2980b9) for wealth, greens (#27ae60, #2ecc71) for spending/survival
+- Fan charts with gradient opacity for percentile bands (P10-P90)
+- Export capability to HTML/PNG for reports
+
+## Documentation Notes
+
+### LaTeX Equations in MkDocs
+
+**Issue**: LaTeX equations using `$$...$$` syntax don't render in MkDocs Material.
+
+**Solution**: Use `pymdownx.arithmatex` extension with MathJax:
+
+1. In `mkdocs.yml`:
+```yaml
+markdown_extensions:
+  - pymdownx.arithmatex:
+      generic: true
+
+extra_javascript:
+  - javascripts/mathjax.js
+  - https://unpkg.com/mathjax@3/es5/tex-mml-chtml.js
+```
+
+2. Create `docs/javascripts/mathjax.js`:
+```javascript
+window.MathJax = {
+  tex: {
+    inlineMath: [["\\(", "\\)"]],
+    displayMath: [["\\[", "\\]"]],
+    processEscapes: true,
+    processEnvironments: true
+  },
+  options: {
+    ignoreHtmlClass: ".*|",
+    processHtmlClass: "arithmatex"
+  }
+};
+```
+
+3. Use `\[...\]` for display math and `\(...\)` for inline math in markdown files.
+
+## References
+
+- Merton, R.C. (1969). Lifetime Portfolio Selection under Uncertainty. *The Review of Economics and Statistics*, 51(3), 247-257.
+- Haghani, V. & White, J. (2023). *The Missing Billionaires: A Guide to Better Financial Decisions*. Wiley.

{fundedness-0.2.1 → fundedness-0.2.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: fundedness
-Version: 0.2.1
+Version: 0.2.3
 Summary: A Python financial planning toolkit with CEFR calculations, Monte Carlo simulations, and beautiful visualizations
 Project-URL: Homepage, https://github.com/engineerinvestor/financial-health-calculator
 Project-URL: Documentation, https://engineerinvestor.github.io/financial-health-calculator/
@@ -56,9 +56,8 @@ Description-Content-Type: text/markdown
 
 [![PyPI version](https://img.shields.io/pypi/v/fundedness.svg)](https://pypi.org/project/fundedness/)
 [![Python versions](https://img.shields.io/pypi/pyversions/fundedness.svg)](https://pypi.org/project/fundedness/)
-[![CI](https://github.com/engineerinvestor/financial-health-calculator/actions/workflows/ci.yml/badge.svg)](https://github.com/engineerinvestor/financial-health-calculator/actions/workflows/ci.yml)
-[![codecov](https://codecov.io/gh/engineerinvestor/financial-health-calculator/branch/main/graph/badge.svg)](https://codecov.io/gh/engineerinvestor/financial-health-calculator)
 [![Documentation](https://img.shields.io/badge/docs-mkdocs-blue.svg)](https://engineerinvestor.github.io/financial-health-calculator/)
+[![Streamlit App](https://static.streamlit.io/badges/streamlit_badge_black_white.svg)](https://financial-health-calculator.streamlit.app/)
 [![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
 [![Open In Colab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/engineerinvestor/financial-health-calculator/blob/main/examples/01_cefr_basics.ipynb)
 
@@ -260,6 +259,42 @@ MIT License
 
 2. Merton, R. C. (1969). Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case. *The Review of Economics and Statistics*, 51(3), 247-257.
 
+## Citation
+
+If you use this package in academic work, please cite:
+
+```bibtex
+@software{fundedness,
+  title = {Fundedness: A Python Financial Planning Toolkit},
+  author = {Engineer Investor},
+  year = {2024},
+  url = {https://github.com/engineerinvestor/financial-health-calculator},
+  version = {0.2.1}
+}
+```
+
+For the underlying methodology, please also cite:
+
+```bibtex
+@article{merton1969lifetime,
+  title = {Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case},
+  author = {Merton, Robert C.},
+  journal = {The Review of Economics and Statistics},
+  volume = {51},
+  number = {3},
+  pages = {247--257},
+  year = {1969},
+  publisher = {MIT Press}
+}
+
+@book{haghani2023missing,
+  title = {The Missing Billionaires: A Guide to Better Financial Decisions},
+  author = {Haghani, Victor and White, James},
+  year = {2023},
+  publisher = {Wiley}
+}
+```
+
 ## Disclaimer
 
 This tool is for educational purposes only and does not constitute financial advice. Consult a qualified financial advisor for personalized recommendations.

{fundedness-0.2.1 → fundedness-0.2.3}/README.md

@@ -2,9 +2,8 @@
 
 [![PyPI version](https://img.shields.io/pypi/v/fundedness.svg)](https://pypi.org/project/fundedness/)
 [![Python versions](https://img.shields.io/pypi/pyversions/fundedness.svg)](https://pypi.org/project/fundedness/)
-[![CI](https://github.com/engineerinvestor/financial-health-calculator/actions/workflows/ci.yml/badge.svg)](https://github.com/engineerinvestor/financial-health-calculator/actions/workflows/ci.yml)
-[![codecov](https://codecov.io/gh/engineerinvestor/financial-health-calculator/branch/main/graph/badge.svg)](https://codecov.io/gh/engineerinvestor/financial-health-calculator)
 [![Documentation](https://img.shields.io/badge/docs-mkdocs-blue.svg)](https://engineerinvestor.github.io/financial-health-calculator/)
+[![Streamlit App](https://static.streamlit.io/badges/streamlit_badge_black_white.svg)](https://financial-health-calculator.streamlit.app/)
 [![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
 [![Open In Colab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/engineerinvestor/financial-health-calculator/blob/main/examples/01_cefr_basics.ipynb)
 
@@ -206,6 +205,42 @@ MIT License
 
 2. Merton, R. C. (1969). Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case. *The Review of Economics and Statistics*, 51(3), 247-257.
 
+## Citation
+
+If you use this package in academic work, please cite:
+
+```bibtex
+@software{fundedness,
+  title = {Fundedness: A Python Financial Planning Toolkit},
+  author = {Engineer Investor},
+  year = {2024},
+  url = {https://github.com/engineerinvestor/financial-health-calculator},
+  version = {0.2.1}
+}
+```
+
+For the underlying methodology, please also cite:
+
+```bibtex
+@article{merton1969lifetime,
+  title = {Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case},
+  author = {Merton, Robert C.},
+  journal = {The Review of Economics and Statistics},
+  volume = {51},
+  number = {3},
+  pages = {247--257},
+  year = {1969},
+  publisher = {MIT Press}
+}
+
+@book{haghani2023missing,
+  title = {The Missing Billionaires: A Guide to Better Financial Decisions},
+  author = {Haghani, Victor and White, James},
+  year = {2023},
+  publisher = {Wiley}
+}
+```
+
 ## Disclaimer
 
 This tool is for educational purposes only and does not constitute financial advice. Consult a qualified financial advisor for personalized recommendations.

{fundedness-0.2.1 → fundedness-0.2.3}/docs/guide/utility-optimization.md

@@ -18,7 +18,9 @@ Utility optimization provides a rigorous framework for finding the **optimal** s
 
 The Merton formula gives the optimal fraction to invest in risky assets:
 
-$$k^* = \frac{\mu - r}{\gamma \times \sigma^2}$$
+$$
+k^* = \frac{\mu - r}{\gamma \cdot \sigma^2}
+$$
 
 Where:
 
@@ -31,13 +33,17 @@ Where:
 
 The guaranteed return that provides the same utility as the risky portfolio:
 
-$$r_{CE} = r + k^*(\mu - r) - \frac{\gamma \times k^{*2} \times \sigma^2}{2}$$
+$$
+r_{CE} = r + k^*(\mu - r) - \frac{\gamma \cdot (k^*)^2 \cdot \sigma^2}{2}
+$$
 
 ### Optimal Spending Rate
 
 For an infinite horizon:
 
-$$c^* = r_{CE} - \frac{r_{CE} - \rho}{\gamma}$$
+$$
+c^* = r_{CE} - \frac{r_{CE} - \rho}{\gamma}
+$$
 
 Where $\rho$ is your time preference (discount rate).
 
@@ -82,7 +88,9 @@ print(f"Year 1 spending: ${1_000_000 * result.optimal_spending_rate:,.0f}")
 
 Near the subsistence floor, you can't afford to take risk. The wealth-adjusted allocation accounts for this:
 
-$$k_{adj} = k^* \times \frac{W - F}{W}$$
+$$
+k_{adj} = k^* \cdot \frac{W - F}{W}
+$$
 
 Where $W$ is wealth and $F$ is the subsistence floor.
 

fundedness-0.2.3/docs/javascripts/mathjax.js

@@ -0,0 +1,12 @@
+window.MathJax = {
+  tex: {
+    inlineMath: [["\\(", "\\)"]],
+    displayMath: [["\\[", "\\]"]],
+    processEscapes: true,
+    processEnvironments: true
+  },
+  options: {
+    ignoreHtmlClass: ".*|",
+    processHtmlClass: "arithmatex"
+  }
+};

{fundedness-0.2.1 → fundedness-0.2.3}/fundedness/__init__.py

@@ -8,7 +8,7 @@ This package provides tools for:
 - Beautiful Plotly visualizations
 """
 
-__version__ = "0.2.1"
+__version__ = "0.2.2"
 
 from fundedness.cefr import CEFRResult, compute_cefr
 from fundedness.merton import (

{fundedness-0.2.1 → fundedness-0.2.3}/fundedness/models/market.py

@@ -139,22 +139,22 @@ class MarketModel(BaseModel):
 
     def expected_portfolio_return(
         self,
-        stock_weight: float,
-        bond_weight: Optional[float] = None,
-    ) -> float:
+        stock_weight: float | np.ndarray,
+        bond_weight: float | np.ndarray | None = None,
+    ) -> float | np.ndarray:
         """Calculate expected return for a portfolio.
 
         Args:
-            stock_weight: Weight in stocks (0-1)
+            stock_weight: Weight in stocks (0-1), scalar or array
             bond_weight: Weight in bonds (remainder is cash if not specified)
 
         Returns:
-            Expected annual real return
+            Expected annual real return (scalar or array matching input)
         """
         if bond_weight is None:
             bond_weight = 1 - stock_weight
 
-        cash_weight = max(0, 1 - stock_weight - bond_weight)
+        cash_weight = np.maximum(0, 1 - stock_weight - bond_weight)
 
         return (
             stock_weight * self.stock_return
@@ -164,25 +164,36 @@ class MarketModel(BaseModel):
 
     def portfolio_volatility(
         self,
-        stock_weight: float,
-        bond_weight: Optional[float] = None,
-    ) -> float:
+        stock_weight: float | np.ndarray,
+        bond_weight: float | np.ndarray | None = None,
+    ) -> float | np.ndarray:
         """Calculate portfolio volatility.
 
         Args:
-            stock_weight: Weight in stocks (0-1)
+            stock_weight: Weight in stocks (0-1), scalar or array
             bond_weight: Weight in bonds (remainder is cash if not specified)
 
         Returns:
-            Annual portfolio volatility
+            Annual portfolio volatility (scalar or array matching input)
         """
         if bond_weight is None:
             bond_weight = 1 - stock_weight
 
-        cash_weight = max(0, 1 - stock_weight - bond_weight)
-        weights = np.array([stock_weight, bond_weight, cash_weight, 0])
+        cash_weight = np.maximum(0, 1 - stock_weight - bond_weight)
 
         cov = self.get_covariance_matrix()
-        portfolio_variance = weights @ cov @ weights
 
-        return np.sqrt(portfolio_variance)
+        # Handle both scalar and array inputs
+        if isinstance(stock_weight, np.ndarray):
+            # Vectorized computation for array inputs
+            # weights shape: (n_samples, 4)
+            weights = np.column_stack([stock_weight, bond_weight, cash_weight, np.zeros_like(stock_weight)])
+            # cov @ weights.T has shape (4, n_samples)
+            # We want sum of weights[i] * (cov @ weights[i]) for each i
+            # This is equivalent to diag(weights @ cov @ weights.T)
+            portfolio_variance = np.einsum('ij,jk,ik->i', weights, cov, weights)
+            return np.sqrt(portfolio_variance)
+        else:
+            weights = np.array([stock_weight, bond_weight, cash_weight, 0])
+            portfolio_variance = weights @ cov @ weights
+            return np.sqrt(portfolio_variance)

{fundedness-0.2.1 → fundedness-0.2.3}/mkdocs.yml

@@ -46,6 +46,12 @@ nav:
 markdown_extensions:
   - pymdownx.highlight
   - pymdownx.superfences
+  - pymdownx.arithmatex:
+      generic: true
   - admonition
   - toc:
       permalink: true
+
+extra_javascript:
+  - javascripts/mathjax.js
+  - https://unpkg.com/mathjax@3/es5/tex-mml-chtml.js

{fundedness-0.2.1 → fundedness-0.2.3}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "hatchling.build"
 
 [project]
 name = "fundedness"
-version = "0.2.1"
+version = "0.2.3"
 description = "A Python financial planning toolkit with CEFR calculations, Monte Carlo simulations, and beautiful visualizations"
 readme = "README.md"
 license = "MIT"

{fundedness-0.2.1 → fundedness-0.2.3}/streamlit_app/app.py

@@ -10,6 +10,12 @@ st.set_page_config(
     initial_sidebar_state="expanded",
 )
 
+import sys
+from pathlib import Path
+
+# Add parent directory to path for imports when running on Streamlit Cloud
+sys.path.insert(0, str(Path(__file__).parent.parent))
+
 from streamlit_app.utils.session_state import initialize_session_state
 
 # Initialize session state

{fundedness-0.2.1 → fundedness-0.2.3}/streamlit_app/pages/0_Inputs.py

@@ -1,5 +1,9 @@
 """Inputs page for asset, liability, and assumption entry."""
 
+import sys
+from pathlib import Path
+sys.path.insert(0, str(Path(__file__).parent.parent.parent))
+
 import streamlit as st
 
 from fundedness.models.household import Household, Person

{fundedness-0.2.1 → fundedness-0.2.3}/streamlit_app/pages/1_CEFR_Dashboard.py

@@ -1,5 +1,9 @@
 """CEFR Dashboard page."""
 
+import sys
+from pathlib import Path
+sys.path.insert(0, str(Path(__file__).parent.parent.parent))
+
 import streamlit as st
 
 from fundedness.cefr import compute_cefr

{fundedness-0.2.1 → fundedness-0.2.3}/streamlit_app/pages/2_Time_Runway.py

@@ -1,5 +1,9 @@
 """Time Runway page with Monte Carlo projections."""
 
+import sys
+from pathlib import Path
+sys.path.insert(0, str(Path(__file__).parent.parent.parent))
+
 import numpy as np
 import streamlit as st
 

{fundedness-0.2.1 → fundedness-0.2.3}/streamlit_app/pages/3_Withdrawal_Lab.py

@@ -1,5 +1,9 @@
 """Withdrawal Strategy Lab page."""
 
+import sys
+from pathlib import Path
+sys.path.insert(0, str(Path(__file__).parent.parent.parent))
+
 import numpy as np
 import streamlit as st
 

{fundedness-0.2.1 → fundedness-0.2.3}/streamlit_app/pages/4_Sensitivity.py

@@ -1,5 +1,9 @@
 """Sensitivity Analysis page."""
 
+import sys
+from pathlib import Path
+sys.path.insert(0, str(Path(__file__).parent.parent.parent))
+
 import streamlit as st
 
 from fundedness.cefr import compute_cefr

{fundedness-0.2.1 → fundedness-0.2.3}/streamlit_app/pages/5_Utility_Optimization.py

@@ -1,5 +1,9 @@
 """Utility Optimization page - Merton optimal spending and allocation."""
 
+import sys
+from pathlib import Path
+sys.path.insert(0, str(Path(__file__).parent.parent.parent))
+
 import numpy as np
 import streamlit as st
 

fundedness-0.2.1/CLAUDE.md

@@ -1,98 +0,0 @@
-# CLAUDE.md
-
-This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.
-
-## Project Overview
-
-This is a Python financial planning toolkit that implements:
-- **CEFR (Certainty-Equivalent Funded Ratio)**: A fundedness metric that applies after-tax, liquidity, and risk haircuts to assets
-- **Victor-style lifetime utility optimization**: Spending and asset allocation policies that maximize expected lifetime utility
-- **Withdrawal Strategy Lab**: Comparison framework for withdrawal strategies (fixed SWR, guardrails, VPW, RMD-style)
-
-The project includes both a Python package (`fundedness/`) and a Streamlit web application (`streamlit_app/`).
-
-## Development Status
-
-This project is in the **specification/planning phase**. The `background_information.md` file contains the complete design spec. No implementation code exists yet.
-
-## Planned Commands
-
-Once implemented, the project will use:
-- **Package manager**: pip
-- **Testing**: pytest (with property tests for monotonicity)
-- **Docs**: MkDocs
-- **CLI**: `fundedness cefr config.yaml`, `fundedness simulate config.yaml`, `fundedness policy-search config.yaml`
-- **Streamlit**: `streamlit run streamlit_app/app.py`
-
-## Architecture
-
-### Core Package Structure (`fundedness/`)
-
-```
-fundedness/
-├── cefr.py              # CEFR ratio calculation with haircut breakdowns
-├── liabilities.py       # Liability PV calculations with schedules
-├── taxes.py             # Tax modeling by account type
-├── liquidity.py         # Liquidity factor adjustments
-├── risk.py              # Reliability/concentration haircuts
-├── markets.py           # Return/covariance/inflation assumptions
-├── simulate.py          # Monte Carlo engine (time-to-floor, time-to-ruin)
-├── utility.py           # CRRA utility with subsistence floor
-├── policies.py          # Spending/allocation policy interface
-├── optimize.py          # Parametric policy search (v0.4+)
-├── withdrawals/         # Withdrawal strategy implementations
-├── allocation/          # Glidepath strategies (constant, rising equity, bucket)
-└── tax/strategy.py      # Tax-aware withdrawal sequencing
-```
-
-### Data Models (Pydantic)
-
-Key models: `Household`, `BalanceSheet`, `Asset`, `Liability`, `MarketModel`, `TaxModel`, `UtilityModel`, `SimulationConfig`
-
-### Core Formulas
-
-**CEFR Calculation:**
-```
-CEFR = Σ(Asset × (1-tax_rate) × liquidity_factor × reliability_factor) / PV(Liabilities)
-```
-
-**CRRA Utility with Floor:**
-```
-u(C) = (C - F)^(1-γ) / (1-γ)  where C > F (subsistence floor)
-```
-
-## Development Tiers
-
-1. **MVP (v0.1-0.3)**: CEFR + Monte Carlo runway with P10/P50/P90 bands
-2. **v0.4-0.7**: Victor-style parametric policy search
-3. **v1.0+**: Tax-aware account flows, Roth conversions
-
-## Key Concepts
-
-- **Haircuts**: Three adjustments to assets—after-tax (τ), liquidity (λ), reliability (ρ)
-- **Floor/Flex spending**: Essential spending floor vs adjustable discretionary
-- **Time metrics**: Time-to-floor-breach, time-to-ruin, max spending drawdown
-- **Confidence intervals**: Scenario percentiles (P10/P50/P90), not statistical CIs
-
-## Default Haircut Assumptions
-
-Liquidity: cash=1.0, taxable_index=0.95, retirement=0.85, home_equity=0.5, private_business=0.3
-Reliability: diversified_bonds=0.95, diversified_equity=0.85, single_stock=0.60, startup=0.30
-
-## Deployment Preferences
-
-- **Web App**: Deploy on Streamlit Cloud (free tier)
-- **API**: Expose core functionality via a REST API (FastAPI recommended) for programmatic access
-- **Tutorials**: Create Jupyter notebooks in `examples/` that run in Google Colab. Include working "Open in Colab" badge links in the README using the format:
-  ```
-  [![Open In Colab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/engineerinvestor/financial-health-calculator/blob/main/examples/NOTEBOOK.ipynb)
-  ```
-
-## Visualization Standards
-
-Use **Plotly** as the primary visualization library for beautiful, interactive charts:
-- Clean, professional appearance with `template="plotly_white"`
-- Interactive features: hover tooltips, zoom, pan
-- Consistent color palette: blues (#3498db, #2980b9) for wealth, greens (#27ae60, #2ecc71) for spending/survival
-- Fan charts with gradient opacity for percentile bands (P10-P90)
-- Export capability to HTML/PNG for reports