Financial Calculators

Trade Analysis Calculator

Companion post (see for more information regarding this calculator): Variable Withdrawal Rates Enable Increased Retirement Income

Run a backtest simulation on a ticker using Moving Average or Excess Return strategies.

Note: During hours the market is open, the final price used will be the current price. Results may differ from our published results, which only use closing prices.

Email Address (Required: Subscriber email address from your AlgorithmicFIRE.substack.com account)

Ticker (only a single ticker can be entered)

Strategy Method Excess Return Moving Average

Run Analysis

Safe Withdrawal Rate Calculator - Sweep SWR/Years

Companion post (see for more information regarding this calculator): Understanding Safe Withdrawal Rate

Analyze Safe Withdrawal Rates (SWR) across different retirement durations. This calculator fixes market simulations to 200 runs to provide a quick heatmap of success probabilities for varying SWRs and retirement lengths.

Common inputs we have presented in posts:

• Real Return: 5.8%, Stdev: 6.1% - This iapproximates a portfolio of 50% stocks, 50% investment grade corporate bonds.
• Real Return: 7.0%, Stdev: 17.0% - This approximates a portfolio of 100% stocks (S&P500)

Real Return (%)

Standard Deviation (%)

Run Analysis

Sequence of Returns Risk Calculator

Companion post (see for more information regarding this calculator): Understanding Sequence of Returns Risk

Visualize portfolio trajectories using Monte Carlo simulations. This calculator runs 500 simulations to show the cone of uncertainty and how sequence of returns risk impacts your portfolio balance over time.

Average Annual Real Return (percentage, e.g. 5.8 for 5.8%)

Annual Standard Deviation (percentage, e.g. 6.1 for 6.1%)

Safe Withdrawal Rate (percentage, e.g. 5.0 for 5.0%)

Retirement Duration (Years)

Run Simulation

Safe Withdrawal Rate Balance Calculator

Companion post (see for more information regarding this calculator): The 4% Rule Is Dead, Here's What's Replaced It

Simulate portfolio balance trajectories and withdrawal amounts for a withdrawal strategy. Hints are show for appropriate values for each of a Fixed Withdrawal Strategy (FWS), Proportional Withdrawal Strategy (PPS), and Variable Withdrawal Strategy (VWS).

Initial Balance ($)

Safe Withdrawal Rate (percentage, e.g. 5.0 for 5.0%)

SWR Adjustment Factor (percentage, e.g., 50 for 50%): FWS = 0, PPS = close to but not zero makes the model use a Percent of Portfolio Strategy, VWS = 50 for a SWR that varies each year by 50% of the prior years return.

FWS: 0, PPS: 0.001, VWS: 50

Max Annual Increase (percentage, e.g. 5 for 5%). Limits SWR increase in any given year to this percentage.

Only applies to VWS

Max Annual Decrease (percentage, e.g. 2.5 for 2.5%). Limits SWR decrease in any given year to this percentage.

Only applies to VWS

Minimum Withdrawal Floor (percentage of initial withdrawal, e.g. 90 for 90%). This puts a floor on VWS such that your income never falls below this percentage of your initial withdrawal.

Only applies to VWS

Retirement Duration (Years)

Real Return (%)

Standard Deviation (%)

Run Analysis