Geometric Brownian Motion (GBM) with optional shocks • Single‑file, offline‑ready
Median terminal level
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Avg. annualized return
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Sharpe (gross)
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This is a model of index behavior, not a price feed. It uses GBM: dS = μSdt + σS dW. You can add a one‑off “shock” by specifying a day index and a single‑day return (in %).