Monte Carlo Shuffled Projection

Monte Carlo Shuffled Projection turns recent history into a fan of hypothetical futures. It gathers every bar-to-bar change from a user-set lookback window, shuffles their order, and compounds each reshuffled sequence forward from the latest close — the Monte Carlo method applied to the exact changes your chart just produced. Up to 1,000 simulations are distilled into an Average Line, with standard-deviation lines framing probable territory, support, and resistance.

Because each path reuses the window's real changes, endpoints align with the lookback's slope; the Randomize Direction option flips values at intervals for a broader, less trend-biased range.

How to Trade the Monte Carlo Shuffled Projection?

• Average Line: the mean of all simulated paths — a central estimate of where price could drift if the window's trend and volatility persist.
• Standard-deviation lines: averaged across the full simulation set; treat them as a probabilistic envelope for targets and for judging when a move has outrun recent behavior.
• Visualized paths: enable the individual simulations (the last 99 are drawn) to see how widely outcomes disperse before leaning on the average.

The projection is resampling, not prophecy: it maps the range of outcomes the recent window could plausibly generate — better for stress-testing expectations than for timing entries on its own.

Monte Carlo Shuffled Projection Settings

• Lookback: how many bars feed the simulation.
• Simulation Count: number of shuffled paths, up to 1,000 — more runs steady the Average Line.
• Randomize Direction: inverts shuffled changes at intervals for a more normalized distribution of endpoints.
• Visualize Simulations: draws individual paths in randomly picked colors; only the last 99 show.
• Standard Deviation Multiplier: how far the deviation lines sit from the central line.

Frequently Asked Questions

How is this different from the anchored version?

This build projects from the most recent close over a rolling lookback, refreshing as new bars print. The Anchored Monte Carlo Shuffled Projection anchors its runs to a starting bar you choose instead — better for studying a specific event or swing.

Do the projected lines predict where price will go?

No — every path is a random reordering of changes that already happened, so the tool maps plausible dispersion rather than a forecast — preparing you for a range of outcomes instead of a single guess.

Is the Monte Carlo Shuffled Projection free?

Yes — it is part of the free LuxAlgo Library, and you can run it in Quant, LuxAlgo's AI, directly from this page.