Retirement planning article

Monte Carlo vs Reality: Why Monte Carlo Simulations Are Too Pessimistic

Monte Carlo simulations create imaginary disasters that have never happened. Historical data shows what actually survived. Here

The Fatal Flaw: Markets Aren't Random

Monte Carlo assumes each year's return is completely independent of the previous year. There are no patterns, no cycles, no mean reversion. A crash can be followed by another crash, or a boom can be followed by another boom, it's all random.

But reality tells a different story. After every major crash in history, 1929, 1973, 1987, 2000, 2008, 2020, markets recovered. Not immediately, but they recovered. Extended bear markets are followed by bull markets. This isn't random; it's the fundamental nature of how markets work.

Monte Carlo can generate scenarios with 15 or 20 consecutive years of negative returns. This has never happened in 98 years of market data. These imaginary disaster scenarios drag down your "success rate" even though they've never occurred and likely never will.

Hypothetical Example: Comparing Methods

Let's look at a hypothetical example to illustrate the difference. Consider a couple both aged 67. One partner has $1 million in super, the other has none. They're considering spending $70,128 per year for a 30-year retirement.

Many retirement planning tools now offer both methods. Comparing them can provide a more complete picture of potential outcomes.

Run your own numbers

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