Anchored Monte Carlo Shuffled Projection

Anchored Monte Carlo Shuffled Projection builds simulated futures from a point you choose: it records every bar-to-bar change since the anchor, shuffles their order, and projects the cumulative paths forward from the current close, up to 1,000 runs. The resulting fan of Monte Carlo price paths frames where price could plausibly travel if the window's volatility persists.

How to Trade the Anchored Monte Carlo Shuffled Projection?

• Average Line: the mean of all simulations; because shuffling preserves the window's net change, it extends at the slope of the current lookback, a continuation baseline.
• Standard deviation values: derived from the average deviation across vertical groups of simulation data and shown along the center line, they bound the projected range and can serve as forward support or resistance estimates.
• Randomize Direction: inverts every alternate change to strip the drift bias, producing a more balanced, range-style projection.

The anchor is set purely by time: click the chart to place it, then drag the vertical line whenever you want it moved. Since the projection resamples the market's own recorded changes rather than an assumed distribution, the ranges inherit real volatility.

Anchored Monte Carlo Shuffled Projection Settings

• Lookback: how many bars feed the calculation window.
• Simulation Count: number of randomized runs, up to 1000.
• Randomize Direction: alternates the sign of changes for a more normalized outcome.
• Visualize Simulations: draws up to 99 of the computed paths in randomized colors.
• Standard Deviation Multiplier: distance of the deviation values from the center line.
• Extend Lines: projects the simulated value lines forward for reference.

Frequently Asked Questions

What exactly does the anchor control?

How does it relate to the Monte Carlo Shuffled Projection?

Is the Anchored Monte Carlo Shuffled Projection free?