5,000-path GBM simulation — probability distribution of full recovery time from a current drawdown.
Adjust depth, return assumption and volatility, or pick a scenario preset.
Simulation Inputs
Current Drawdown15.0%
Ann. Return (μ)10.0%
Ann. Volatility (σ)18.0%
—
Median Recovery
trading days
—
P25–P75 Range
interquartile (days)
—
P(recover in 1 yr)
probability
Recovery Time Distribution
📊
Compute to see distribution
Recovery Path Fan Chart
🔎
Compute to see sample paths
Expected additional downside before recovery begins:
—(from current level)
Recovery Probability by Timeframe
Timeframe
Trading Days
P(Recovery)
⏳
Awaiting computation
GBM: S(t+1) = S(t) · exp((μ − σ²/2)·dt + σ·√dt·Z), dt = 1/252, Z ~ N(0,1) via Box-Muller.
5,000 paths per compute. Recovery = first day price returns to 100% of prior peak.
Methodology: drawdown-recovery-simulation-2026-10-04-v2.