Run 10,000 Monte Carlo simulations using forward-looking return forecasts — not just historical averages.
Free. No account required.
See the full range of what could happen — not just one number
Not one projection — 10,000. See the full range, from best case to broke.
Compare your plan across multiple publicly available forecast assumptions — not just historical averages.
A Monte Carlo optimizer searches thousands of allocations to maximize your survival rate.
Aggressive at 35, conservative at 65. Multi-period optimization across life phases.
In 2008, diversification failed. We model realistic co-movements in crises.
No account. No ad tracking. No data sold. Your inputs run the simulation over HTTPS and are never stored.
The features that separate real planning from guesswork
See the full distribution of outcomes — not a single optimistic projection. Know your actual probability of success.
Forward-looking assumptions derived from publicly available research by major asset managers — not just historical averages.
Federal + state tax modeling with Roth conversion strategy, IRMAA surcharges, and capital gains optimization.
AR(1), multi-category, regime-switching, and per-asset coupling. Not a fixed 3% assumption.
Test your plan against 2008, COVID, stagflation, and custom shocks. Find your exact breaking point before it finds you.
No subscriptions. No annual renewals. No account required. Your inputs are never stored or sold.
QuantCalc is a quantitative retirement dashboard: a Monte Carlo engine (10,000 simulations per run) behind a single-screen interface with portfolio projection, allocation, cash-flow, ruin-probability, and tax-burden charts. It models federal and state taxes across 51 jurisdictions, Roth conversion strategies, IRMAA surcharges, stochastic inflation, and crisis stress scenarios — and compares your plan under six published capital-market forecast sources side by side. It runs in the browser; your inputs are never stored.
Before you pay anything, look at the real outputs and the methodology behind them.
The actual PDF a PRO subscription exports. Real Monte Carlo outputs, success rate, ruin probability, allocation, glide path, and tax breakdown.
Download sample →The fiduciary-grade methodology page that accompanies every PRO report. Cholesky decomposition, Sobol QMC, IRMAA modeling — all sources cited.
Download supplement →18 sections covering every formula, distribution, optimization step, and CME source. Read it before you buy. Verify any number we use.
Read methodology →Or — use the free tier first. 3 simulations/day, full visualizations, no signup. Try before you buy.
Start free, upgrade when you need more
Most retirement planning tools charge $100–200 per year. QuantCalc PRO: $49 once (launch price). Yours forever.
Try the free tier first · Read the methodology · Digital license, instant delivery · Full refund terms
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Try the free tier first · Read the methodology · Digital license, instant delivery · Full refund terms
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Most retirement calculators assume the future looks like the past. QuantCalc is different.
We reference publicly available Capital Market Expectations — forward-looking return forecasts published by major asset managers — so you can compare how your plan performs under different assumptions.
QuantCalc is an independent tool. It is not affiliated with, endorsed by, or sponsored by any asset management firm referenced, including but not limited to BlackRock, J.P. Morgan, Vanguard, GMO, Schwab, Invesco, Morningstar, or Fidelity. Return assumptions are derived from publicly available research publications. All trademarks belong to their respective owners.
Monte Carlo simulation, Cholesky decomposition, SLSQP optimization. See exactly how we model your retirement.
Read Methodology →Does the 4% rule survive forward-looking forecasts? Six published CMEs stress-tested. Open data, full methodology.
Read Research →Roth conversion + ACA cliff + Monte Carlo success rate for all 50 states + DC. California pays $167K more than Wyoming over 30 years — see which side your state is on.
Find your state →Deep dives into Monte Carlo methods, withdrawal strategies, ACA optimization, tax planning, and portfolio theory.
Browse Guides →QuantCalc uses forward-looking return forecasts from publicly available research — not just historical averages. It runs 10,000 Monte Carlo simulations with correlated asset returns, models life events (home purchases, inheritance, college) across all scenarios, includes 51-state tax modeling with ACA cliff and IRMAA awareness, and offers a Monte Carlo optimizer that searches allocations to maximize retirement success rate.
Yes. The free tier includes 3 Monte Carlo simulations per day (100 sims each), all core visualizations, and forward-looking forecast data. QuantCalc PRO ($49 lifetime, launch price) adds 10,000 simulations per run, portfolio optimization, and PDF export.
No personal financial data ever leaves your browser. Simulations run server-side on anonymized inputs (no names, no account numbers). Anything you save persists in your browser's local storage only.
Yes. QuantCalc lets you add up to 20 life events — home purchases, college tuition, inheritance, income changes, healthcare costs, and more. Each event is stress-tested across all Monte Carlo scenarios with per-event inflation categories (general CPI, medical, education, housing, or fixed nominal). One-time and recurring events are supported.
Two paths to feel safe before paying: (a) the free tier is fully functional with 3 simulations per day — try every calculator, run your real numbers, then decide; (b) download the sample PDF report and methodology supplement to see exactly what PRO produces and how each number is derived. We also publish the full methodology — every formula, every CME source linked to its publisher.
On refunds: QuantCalc PRO is a digital license delivered instantly. We issue refunds where required by law, for verified activation defects we can't resolve within 7 days, and for duplicate or fraudulent charges. Bought the wrong tier? Email [email protected] within 14 days and we'll swap it at no charge. Full policy: refund-policy.html.
Every assumption traces to a source. The CME return data we use is published by BlackRock, J.P. Morgan, Vanguard, GMO, Schwab, and Invesco — links to each publisher are in the app's Market Assumptions panel under "Source publications". The full methodology page documents every formula (Monte Carlo, Cholesky decomposition, Sobol QMC, SLSQP optimizer, tax modeling) with citations. Every result you get includes an "Assumptions used" expander that lists the exact inputs that produced it. If a number looks wrong, you can verify it.
Built by QuantCalc — independent financial planning tools. Published January 2025.