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@prodigalson8523 That works as a decent approximation. The application of geometric brownian motion is actually pretty simple (or at least when i've applied it) - you're just adding some constant (which is determined by your return series) to your model outcomes (which are determined by the...

@prodigalson8523 Have you considered incorporating drift? Markets over the long term 'drift' upwards, your model doesn't account for this - as such, your model will tend to understate realised outcomes. Consider looking into geometric brownian motion as a way to model markets, it's not right...