Methodology

This platform evaluates Dollar-Cost Averaging policies through path-dependent simulation rather than single-point return assumptions. We focus on sequence risk, contribution timing risk, drawdown behavior, and outcome dispersion across market regimes.

Core assumptions

Inputs include portfolio composition, contribution cadence, test windows, and rebalancing logic. Outputs are interpreted as scenario-based decision support, not forward guarantees.

Limitations

Historical structure can inform policy resilience but cannot eliminate uncertainty. Regime definitions and data choices affect interpretation.