Portfolio Simulator

All three modeled products use annual maturity observations and reset each year. There is one S&P 500 total-return series, with dividends reinvested, used consistently as the S&P member of the fixed-income basket, the FP Equity Protection underlier, and the S&P 500 benchmark. FP Fixed Income and FP Enhanced Fixed Income use the worst return of that S&P 500 series, Russell 2000, and Nasdaq-100 where all three are available.

Historical Backtest scenarios include the 1929 crash and Depression, 1970s stagflation, dot-com boom, dot-com bust, lost decade, financial crisis and recovery, and COVID and the 2022 selloff. Short events are shown inside expanded ten-year context windows, with event years highlighted. Before complete Russell 2000 and Nasdaq-100 observations exist, the S&P 500 return is used as the disclosed pre-inception basket proxy, matching the original simulator behavior.

Future Forecast independently samples one complete historical observation for each forecast year, with replacement. A selected year's S&P 500, Russell 2000, Nasdaq-100, Treasury, and inflation observations remain aligned. The forecast chart does not group or shade sampled years into source periods.

Monthly S&P 500 total-return, CPI, and long-rate history comes from Robert Shiller's public dataset. Russell 2000 and Nasdaq-100 price closes are a fixed Yahoo Finance snapshot. Treasury returns are modeled constant-maturity total returns from the long-rate series. The 60/40 comparison rebalances annually.

Tail events replace the selected year's single S&P 500 return. Both fixed-income products then use the worst of the shocked S&P 500 and the paired Russell 2000 and Nasdaq-100 returns; the Treasury observation is unchanged. Tail events are stress tests, not predictions.

The most-frequent-leader highlight compares terminal values for Your mix, the S&P 500, and 60/40 across all 10,000 paths; tied finishes split credit evenly. The final illustrative chart is selected from those paths by finding the path where the portfolio finishes furthest above the stronger of the S&P 500 and 60/40 benchmarks. This favorable chart-selection rule does not affect the leader frequency, which uses every path. Individual product results remain available in the expandable year-by-year table. Historical resampling cannot estimate every possible market outcome, and every result is hypothetical. Past performance is not indicative of future results. This is an educational illustration, not a forecast, promise, or investment recommendation.