FUTURE LENS
PROBABILISTIC FORECASTING ENGINE
TIMELINE HORIZON
T + 30 DAYS
◉
MONTE CARLO PROJECTION (SPX)
MODEL: Geometric Brownian Motion (Drift Adjusted)
SIMULATIONS: 10,000
CONFIDENCE: 95%
SCENARIO ANALYSIS
Adjust the volatility assumption to see impact on forward confidence bands.
Bull Case (95%)
6020
Bear Case (95%)
5650
Implied Volatility
14.2%
Trend Signal
LONG
VOLATILITY ADJUSTMENT SCALAR
1.0x (Baseline)