YTD +100% Return Path & Volatility Simulator

Visualizing portfolio mechanics, underwater drawdowns, and recovery paths over 252 trading days

Initial Investment $100,000

Target Return (%) +100%

Ann. Volatility (%) 35%

Win Day Probability (%) 54%

Max Drawdown Cap (%) 25%

Ending Portfolio Value

$200,000

Net Gain

+$100,000

Max Drawdown

-22.4%

Sharpe Ratio

1.82

Win / Loss Days

136 / 116

Portfolio Equity Growth Trajectory (252 Days) Target: +100% YTD

Underwater Drawdown Curve (%)

Daily Return Distribution

Simulation Path Proof: Initial capital of $100,000 achieved a terminal value of $200,000 (+100% YTD) across 252 trading days. Total winning days: 136, losing days: 116. Maximum realized drawdown hit 22.4% with an estimated Sharpe Ratio of 1.82.

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