Predictive Monte Carlo Engine

Predictive Monte Carlo Engine replaces the single forecast line with a distribution: up to 200 Monte Carlo price paths generated from historical drift and volatility, with support, resistance, and expectation read from where those paths travel. Three models drive the sampling: Geometric Brownian Motion, Simple Random Walk, and Historical Shuffle, a bootstrap of the market's actual past returns.

How to Trade the Predictive Monte Carlo Engine?

• Max / Min and R1 / S1: the projected range extremes plus the 90th and 10th percentile zones (profit-taking references, risk boundaries, and mean-reversion targets).
• Fading zones: levels dim farther out because uncertainty grows with time, probability cone style. Weight near projections over far ones.
• Regime Filter: builds the forecast only from bars whose trend (SMA-based) or momentum (RSI-based) state matches the present.
• Anchor Mode: freeze a projection and let price trade into it, then review whether levels acted as magnets, pivots, or failure zones.
• Next Candle Prediction: the dashboard's one-bar-ahead read on expected direction and range.

The point throughout is thinking in distributions, not single predictions: scenario planning for entries, targets, and stops.

Predictive Monte Carlo Engine Settings

• Simulation Method: GBM, Simple Random Walk, or Historical Shuffle.
• Regime Filter: Trend or Momentum input filtering.
• Historical Lookback: bars used to estimate drift and volatility.
• Projection Length / Simulation Count: forecast horizon and number of generated paths (up to 200).
• Volatility Multiplier: scales the volatility input for stress-test or calm scenarios.
• Anchor Mode: refreshes the projection only after a set bar count.
• Path Percentiles, Show S/R Levels, Show Dashboard, Next Candle Prediction: classification thresholds plus display toggles.

Frequently Asked Questions

Which simulation method should I pick?

What does Anchor Mode actually change?

How do I start using the Predictive Monte Carlo Engine?