ErgodicLabs · Edge Matrix v1.0
Monte Carlo Robustness Report
Generated 2026-06-03 00:39 UTC
Report ID MCR-20260603-447190
Simulations 1,000
Method Bootstrap (with replacement)
Advanced Index Trader ProUSTECH1MT5 Report1,048 trades · 60.7% WR · PF 1.53
Robustness Score
84
/ 100
Grade A
ROBUST
DD Correlation Score (0 – 60 pts)
Position
15.3 / 20
Spread
15.0 / 20
Predictability
19.1 / 20
Pattern Analysis (0 – 40 pts)
MG Indicator
34.9 / 40
Integrity
Penalty multiplier
100.0 / 100
01
Simulation Outcomes
Profitable
100.0%
1,000 / 1,000
MC Median
$45,237
final balance
Luck Factor
-0.17σ
result vs mean
Percentile Rank
49.6%
original vs sims
Coeff. Variation
31.9%
σ / mean
02
Drawdown Confidence Levels
Original DD
13.7%
historical backtest
50% Confidence
12.6%
median simulated path
95% Confidence
18.9%
stress-test reference
99% Confidence
22.9%
tail risk scenario
03
Risk of Ruin
| −5% | 100.0% | High | |
| −10% | 82.3% | High | |
| −20% | 3.2% | Negligible | |
| −30% | 0.0% | Negligible | |
| −50% | 0.0% | Negligible | |
| −75% | 0.0% | Negligible |
04
Integrity Assessment
No integrity flags detected.
05
Results Explained
Advanced Index Trader Pro · 1,048 trades · 1,000 sims
RISK MULTIPLIER
0.72x
LOT SCALING FACTOR
Monte Carlo simulations indicate drawdown could reach 18.93% at the 95th percentile — approximately 1.4x the original 13.65%. A proportional adjustment to 0.72x position size would align these levels. Users should evaluate based on their own risk tolerance.
Formula: Original DD (13.65%) ÷ 95% CI DD (18.93%) = 0.72x
OVERALL ASSESSMENT
Validation Result: 84/100 (A)
Advanced Index Trader Pro presents a generally acceptable statistical profile under the historical conditions analyzed. Across 1,000 reshuffled simulations of 1,048 trades, indicators fell within normal ranges. No evidence of recovery-based risk mechanisms was detected (MG: 1.21×). A drawdown gap of 1.4× was observed between the original backtest (13.7%) and the 95th percentile of simulations (18.9%), suggesting the backtest result may have been influenced by the specific trade ordering. Independent investigation and additional testing are recommended before committing capital based on these results.
DRAWDOWN ANALYSIS
The backtest recorded a 13.7% maximum drawdown. Across reshuffled simulations, 95% showed drawdowns up to 18.9% — approximately 1.4x the original. This is close to the commonly observed range for this type of analysis.
RISK MULTIPLIER
The risk multiplier is 0.72x, derived from the ratio of original drawdown to the 95th percentile simulated drawdown. This metric suggests that simulated drawdowns exceeded the backtest figure. Position sizing adjustments may affect drawdown characteristics — users should evaluate this based on their own risk tolerance.
ErgodicLabs.co · Edge Matrix v1.0
Statistical analysis only — not financial advice
Statistical analysis only — not financial advice
All statistics computed from 1,000 full simulation paths
Bootstrap (with replacement)
Bootstrap (with replacement)