Monte Carlo Survival Engine

Probabilistic survival simulation for capital, cash-flow, runway and downside risk.

▼ Simulation & Revenue

Simulations

Horizon (months)

Start cash ($)

Initial revenue ($)

Fixed costs ($)

Variable costs (% revenue)30%

Debt payment ($)

Tax rate (%)

Currency

Annual growth (%)8%

Revenue volatility (%)15%

Customer concentration (%)35%

Recurring revenue (%)70%

Shock probability (%)10%

Shock severity (%)25%

▼ Costs & Debt

Annual cost inflation (%)3%

Cost volatility (%)5%

Emergency shock prob (%)5%

Emergency shock size ($)

Interest rate (%)6%

Variable-rate exposure (%)40%

Refinancing penalty (% revenue)15%

Monte Carlo cash paths (sample)

Survival probability over time

Heatmap: Revenue Shock vs Cost Inflation