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1,000-iteration Monte Carlo (free) - 50,000 with Pro
Backtest against actual US market history (1928 - 2025)
Compare two saved scenarios side-by-side
Improve a plan with live what-if levers: save, retire later, spend less
Fat-tail modeling with skewed Student-t (Pro)

What runs the simulation

The engine

Marsaglia Polar Method
Gaussian sampling without trig calls
Skewed Student-t (Fernandez-Steel)
Fat-tailed returns, not Gaussian averages
Cholesky 3x3 decomposition
Correlated stocks / bonds / alternatives
Damodaran 1928 - 2025 dataset
Real S&P 500 + 10Y Treasury history for backtests