ErgodicLabs · Edge Matrix v1.0
Monte Carlo Robustness Report
Generated 2026-06-02 19:20 UTC
Report ID MCR-20260602-428010
Simulations 50,000
Method Bootstrap (with replacement)
Portfolio (5 strategies)AUDUSD, GBPUSD, NZDUSD, USDCAD, USDCHFH1Portfolio2,328 trades · 62.6% WR · PF 1.97 · Net $111,198
PORTFOLIO COMPOSITION — 5 STRATEGIES
| # | STRATEGY | SYMBOL | TF | TRADES |
| 1 | The Nomad Trader EA 71.0 | AUDUSD | H1 | 394 |
| 2 | The Nomad Trader EA 71.0 | GBPUSD | H1 | 521 |
| 3 | The Nomad Trader EA 71.0 | NZDUSD | H1 | 637 |
| 4 | The Nomad Trader EA 71.0 | USDCAD | H1 | 406 |
| 5 | The Nomad Trader EA 71.0 | USDCHF | H1 | 370 |
Robustness Score
77
/ 100
Grade B+
ROBUST
DD Correlation Score (0 – 60 pts)
Position
2.4 / 20
Spread
15.5 / 20
Predictability
19.5 / 20
Pattern Analysis (0 – 40 pts)
MG Indicator
40.0 / 40
Integrity
Penalty multiplier
100.0 / 100
01
Simulation Outcomes
Profitable
100.0%
50,000 / 50,000
MC Median
$126,321
final balance
Luck Factor
-0.10σ
result vs mean
Percentile Rank
49.8%
original vs sims
Coeff. Variation
19.6%
σ / mean
02
Drawdown Confidence Levels
Original DD
7.2%
historical backtest
50% Confidence
4.9%
median simulated path
95% Confidence
7.4%
stress-test reference
99% Confidence
8.9%
tail risk scenario
03
Risk of Ruin
| −5% | 45.8% | High | |
| −10% | 0.3% | Negligible | |
| −20% | 0.0% | Negligible | |
| −30% | 0.0% | Negligible | |
| −50% | 0.0% | Negligible | |
| −75% | 0.0% | Negligible |
04
Integrity Assessment
No integrity flags detected.
05
Results Explained
Portfolio (5 strategies) · 2,328 trades · 50,000 sims
RISK MULTIPLIER
0.98x
LOT SCALING FACTOR
Monte Carlo simulations indicate drawdown could reach 7.37% at the 95th percentile — approximately 1.0x the original 7.19%. A proportional adjustment to 0.98x position size would align these levels. Users should evaluate based on their own risk tolerance.
Formula: Original DD (7.19%) ÷ 95% CI DD (7.37%) = 0.98x
OVERALL ASSESSMENT
Validation Result: 77/100 (B+)
Portfolio (5 strategies) presents a generally acceptable statistical profile under the historical conditions analyzed. Across 50,000 reshuffled simulations of 2,328 trades, indicators fell within normal ranges. No evidence of recovery-based risk mechanisms was detected (MG: 0.86×). A drawdown gap of 1.0× was observed between the original backtest (7.2%) and the 95th percentile of simulations (7.4%), suggesting the backtest result may have been influenced by the specific trade ordering. Independent investigation and additional testing are recommended before committing capital based on these results.
DRAWDOWN ANALYSIS
The backtest recorded a 7.2% maximum drawdown. Across reshuffled simulations, 95% showed drawdowns up to 7.4% — approximately 1.0x the original. This is close to the commonly observed range for this type of analysis.
RISK MULTIPLIER
The risk multiplier is 0.98x, derived from the ratio of original drawdown to the 95th percentile simulated drawdown. This metric suggests that simulated drawdowns exceeded the backtest figure. Position sizing adjustments may affect drawdown characteristics — users should evaluate this based on their own risk tolerance.
ErgodicLabs.co · Edge Matrix v1.0
Statistical analysis only — not financial advice
Statistical analysis only — not financial advice
All statistics computed from 50,000 full simulation paths
Bootstrap (with replacement)
Bootstrap (with replacement)