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Monte Carlo Simulations Explained: Why Average Returns Are a Trap

If I told you that the average temperature in Death Valley is a pleasant 77 degrees, you might pack a light sweater. But if you showed up in July when it’s 120 degrees, you’d be in trouble. And if you showed up in January at night when it’s freezing, you’d be shivering.

Averages are comfortable. They are easy to understand. But in the real world, and especially in retirement planning, averages can get you into trouble.

Most calculators you find online are "linear." They ask you for an average return (say, 7%), and then they draw a nice, smooth line going up and to the right. It looks great. It makes you feel safe.

But the stock market doesn't move in a straight line. It zigs, it zags, it crashes, and it soars. If you plan your life based on a straight line, you are setting yourself up for a nasty surprise.

This is where Monte Carlo Simulations come in. It sounds like a high-stakes poker game, and honestly, that’s not a bad analogy.

What is a Monte Carlo Simulation?

Imagine you want to know if you have enough money to retire.

A standard calculator says: "The market goes up 7% every year. You are fine."

A Monte Carlo simulation says: "Hold on. The market is crazy. Let’s play out 10,000 different versions of the future and see what happens in each one."

It rolls the dice thousands of times, using real historical data to see how your portfolio holds up against the chaos of real life.

Why Averages Lie: The Sequence of Returns Risk

Here is a concept that keeps financial planners up at night: Sequence of Returns Risk.

It sounds technical, but it’s actually really simple. It just means that when you get your returns matters just as much as what those returns are.

Let’s look at two retirees, Alice and Bob. Both start with $1 million and withdraw $50,000 a year. Both average a 7% return over 30 years.

Even though their average return is the same at the end, Alice might run out of money at age 75 because her portfolio took a hit right when she started withdrawing cash. She was selling stocks while they were down, digging a hole she couldn't climb out of.

Bob, on the other hand, ends up with $3 million because his portfolio grew so much in the early years that he could weather any storm later on.

A simple calculator treats Alice and Bob exactly the same. But they lived very different lives.

How the Simulator Works

I built the Retirement Savings Simulator because I wanted something better than a crystal ball.

  1. It uses history: We look at what the S&P 500 has actually done over the last century. We know that markets crash. We know they recover.
  2. It runs the numbers: When you click "Run Simulation," the tool plays out thousands of different lifetimes for you in a split second.
  3. It gives you a probability: I don't tell you "You will have $1 million." I tell you "You have a 90% chance of not running out of money."

Interpreting the "Success Rate"

When you see that percentage on the dashboard, here is how I read it:

Takeaway: Stress-Test Your Life

You wouldn't buy a car that hadn't been crash-tested. Why would you build a retirement plan that hasn't been crash-tested?

Don't settle for a calculator that assumes a perfect world. Use the simulator to see how your plan holds up in the real world. If you can survive the "bad" futures, you can enjoy the "good" ones with total peace of mind.