Monte Carlo · Tail Risk · Dynamic Spending

Stress-Test Your Retirement Against Real Market Risk

The only retirement simulator built for extreme market risk, black swan events, and dynamic spending rules - not just Gaussian averages.

Free forever plan
1k iterations free
No credit card required
app.retirement-lab.com
Retirement Lab
Dashboard
Simulator
Simulations
Settings
Dashboard
Success Rate
87.3%
Median Outcome
$4.2M
Iterations
50,000
Projection · 30 Years
Baselinefixed amount87%
With Guardrailsguyton-klinger91%
Stress Testfloor & ceiling94%
50k iterations
Skewed Student's t
50,000
Iterations per Run (Pro)
4
Spending Strategies
3-Asset
Cholesky Correlation
3
Pro Impact Insights
Engine Capabilities

Built on Real Financial Mathematics

Every model is grounded in peer-reviewed stochastic finance - not simplified spreadsheet math.

PRO
Pro Impact Insights

Auto-calculated deltas that show exactly how much heavy tails, guardrails, and black swan events shift your success rate - so you know what each feature is worth.

PRO
Black Swan Events

Model sudden market shocks - 2000, 2008, 2020 - as discrete jump events layered on top of normal volatility. Know your floor.

PRO
4 Spending Strategies

Fixed withdrawals with optional inflation adjustment, Guyton-Klinger guardrails, percentage-of-portfolio, and floor & ceiling - choose the strategy that fits your retirement style.

PRO
Sequence of Return Risk

Interactive SORR heatmap reveals exactly how retirement timing - the order of returns - affects your probability of success.

FREE
Correlated Asset Returns

Cholesky decomposition models stocks, bonds, and alternative assets as a correlated system - not as three independent coin flips.

FREE
Multi-Asset Modeling

Model your exact equity / bond / alternative asset split with per-asset return assumptions, volatility, and drift - aligned to your real allocation.

Why This Matters

Normal Distributions Lie About Retirement Risk

The standard Monte Carlo assumption - that returns follow a bell curve - dramatically underestimates the probability of catastrophic loss. A 30-year plan needs to survive 1987, 2000, 2008, and 2020-style events.

Student's t-distribution with configurable degrees of freedom (3 or 5)
Fernandez-Steel skewness parameter for asymmetric downside
Discrete black swan events at user-specified ages and magnitudes
Cholesky-correlated multi-asset returns, not independent draws
Risk Distribution

50k-iteration Pro run · 30-year horizon

Best case (95th percentile)$8.9M
Median case (50th percentile)$4.2M
Worst case (5th percentile)$510k

* Pro engine models heavier tails than Gaussian, widening the downside spread. Simulations are not financial advice.

What Users Are Saying

From early retirees to certified financial planners

"The fat-tail analysis completely changed my withdrawal strategy. My previous plan looked solid under Gaussian assumptions - it wasn't."

JH
James H.
Early Retiree, 58

"The spending strategy options are a game-changer - I use floor & ceiling for peace of mind, and the SORR heatmap is the most useful retirement viz I've seen."

SM
Sarah M.
Certified Financial Planner

"I stress-tested my portfolio against 2008-style black swans. Adjusting my bond allocation cost me almost nothing in median outcome - and bought enormous downside protection."

DR
David R.
Software Engineer, 45

Plan your retirement with advanced statistical modeling.

Free plan available forever. Pro unlocks the full engine - heavy-tailed distributions, black swan events, and 4 spending strategies.

30-day money-back guarantee on Pro. No questions asked.

Legal Disclaimer: Retirement Lab is a Self-Hosted Data Analytics Software-as-a-Service (SaaS). It provides stochastic projections for informational purposes only. Results do not constitute financial, tax, or investment advice. It does not facilitate the purchase, sale, or custody of any financial instruments or digital assets.