{
 "scenario": {
  "currentAge": 65,
  "retirementAge": 65,
  "endAge": 95,
  "initialSavings": 1000000,
  "monthlyContribution": 0,
  "monthlyWithdrawal": 3333.3333333333335,
  "allocations": [
   0.45,
   0.15,
   0.4,
   0.0,
   0.0
  ],
  "numSimulations": 10000,
  "adjustForInflation": true,
  "inflationRate": 0.025,
  "correlation_source": "jpmorgan",
  "volatility_source": "jpmorgan",
  "useQMC": false,
  "seed": 42
 },
 "sampling_regime": "pseudo-random (Mersenne Twister), seed 42",
 "sources": [
  "jpmorgan",
  "blackrock",
  "vanguard",
  "gmo",
  "schwab",
  "invesco"
 ],
 "results": {
  "jpmorgan": {
   "successRate": 0.8585,
   "successRateCiLow": 0.851530938961545,
   "successRateCiHigh": 0.8651937240918965,
   "percentiles": {
    "p5": 0,
    "p10": 0,
    "p25": 235159.89836401993,
    "p50": 781070.0530257865,
    "p75": 1612109.1010276675,
    "p90": 2741143.608180818,
    "p95": 3607655.5008663745
   },
   "numSimulations": 10000,
   "allocations": [
    0.45,
    0.15,
    0.4,
    0.0,
    0.0
   ],
   "cmeSourcesUsed": {
    "returns": "jpmorgan",
    "correlations": "jpmorgan",
    "volatilities": "jpmorgan",
    "correlationsFallback": false,
    "volatilitiesFallback": false
   }
  },
  "blackrock": {
   "successRate": 0.7416,
   "successRateCiLow": 0.7329283704642496,
   "successRateCiHigh": 0.7500860747064936,
   "percentiles": {
    "p5": 0,
    "p10": 0,
    "p25": 0,
    "p50": 383142.4898585638,
    "p75": 983423.8699882593,
    "p90": 1787389.5119736663,
    "p95": 2438838.8495075456
   },
   "numSimulations": 10000,
   "allocations": [
    0.45,
    0.15,
    0.4,
    0.0,
    0.0
   ],
   "cmeSourcesUsed": {
    "returns": "blackrock",
    "correlations": "jpmorgan",
    "volatilities": "jpmorgan",
    "correlationsFallback": false,
    "volatilitiesFallback": false
   }
  },
  "vanguard": {
   "successRate": 0.6861,
   "successRateCiLow": 0.6769341061114675,
   "successRateCiHigh": 0.6951229644443078,
   "percentiles": {
    "p5": 0,
    "p10": 0,
    "p25": 0,
    "p50": 264365.61720255227,
    "p75": 794125.296115011,
    "p90": 1503250.3784114553,
    "p95": 2083305.7483964863
   },
   "numSimulations": 10000,
   "allocations": [
    0.45,
    0.15,
    0.4,
    0.0,
    0.0
   ],
   "cmeSourcesUsed": {
    "returns": "vanguard",
    "correlations": "jpmorgan",
    "volatilities": "jpmorgan",
    "correlationsFallback": false,
    "volatilitiesFallback": false
   }
  },
  "gmo": {
   "successRate": 0.0561,
   "successRateCiLow": 0.051757859702474,
   "successRateCiHigh": 0.06078306657528712,
   "percentiles": {
    "p5": 0,
    "p10": 0,
    "p25": 0,
    "p50": 0,
    "p75": 0,
    "p90": 0,
    "p95": 16227.555234441936
   },
   "numSimulations": 10000,
   "allocations": [
    0.45,
    0.15,
    0.4,
    0.0,
    0.0
   ],
   "cmeSourcesUsed": {
    "returns": "gmo",
    "correlations": "jpmorgan",
    "volatilities": "jpmorgan",
    "correlationsFallback": false,
    "volatilitiesFallback": false
   }
  },
  "schwab": {
   "successRate": 0.8108,
   "successRateCiLow": 0.8030045138884995,
   "successRateCiHigh": 0.8183567839553206,
   "percentiles": {
    "p5": 0,
    "p10": 0,
    "p25": 112686.000744193,
    "p50": 584374.0621849895,
    "p75": 1300587.700663328,
    "p90": 2267333.731714216,
    "p95": 3024268.6983271246
   },
   "numSimulations": 10000,
   "allocations": [
    0.45,
    0.15,
    0.4,
    0.0,
    0.0
   ],
   "cmeSourcesUsed": {
    "returns": "schwab",
    "correlations": "jpmorgan",
    "volatilities": "jpmorgan",
    "correlationsFallback": false,
    "volatilitiesFallback": false
   }
  },
  "invesco": {
   "successRate": 0.7517,
   "successRateCiLow": 0.743136694099065,
   "successRateCiHigh": 0.7600699940196273,
   "percentiles": {
    "p5": 0,
    "p10": 0,
    "p25": 3570.2970428251847,
    "p50": 408234.15798383986,
    "p75": 1022477.3727823113,
    "p90": 1852475.0040612218,
    "p95": 2512703.83114074
   },
   "numSimulations": 10000,
   "allocations": [
    0.45,
    0.15,
    0.4,
    0.0,
    0.0
   ],
   "cmeSourcesUsed": {
    "returns": "invesco",
    "correlations": "jpmorgan",
    "volatilities": "jpmorgan",
    "correlationsFallback": false,
    "volatilitiesFallback": false
   }
  }
 },
 "qmc_comparison": {
  "jpmorgan": {
   "qmc": 0.8737,
   "qmc_scrambled": 0.8572,
   "pseudo_random": 0.8585
  },
  "blackrock": {
   "qmc": 0.7541,
   "qmc_scrambled": 0.7412,
   "pseudo_random": 0.7416
  },
  "vanguard": {
   "qmc": 0.6925,
   "qmc_scrambled": 0.6901,
   "pseudo_random": 0.6861
  },
  "gmo": {
   "qmc": 0.0513,
   "qmc_scrambled": 0.059,
   "pseudo_random": 0.0561
  },
  "schwab": {
   "qmc": 0.8253,
   "qmc_scrambled": 0.8081,
   "pseudo_random": 0.8108
  },
  "invesco": {
   "qmc": 0.7638,
   "qmc_scrambled": 0.7515,
   "pseudo_random": 0.7517
  }
 },
 "historical_comparison": {
  "request": {
   "cme_source": "historical",
   "correlation_source": "historical",
   "volatility_source": "historical",
   "useQMC": false
  },
  "successRate": 0.8955,
  "median_terminal": 1269519.3083548709
 },
 "generated_at": "2026-09-27",
 "engine_version": "QuantCalc backend 2.0.0",
 "reproduce": "python3 scripts/rerun_4pct_cme_stress_test.py --run (local engine), then without --run to render",
 "correction": "2026-09-27: the 2026-07-10 dataset recorded \"correlations_source\", a key the engine never reads, so five of the six forecasts (all but J.P. Morgan) ran with identity (zero) correlations instead of the J.P. Morgan matrix the article describes. This dataset is the re-run with \"correlation_source\"; cmeSourcesUsed in every result is the server's own record of which volatilities and correlations ran. It also reflects the 2026-09-27 engine fix that compounds the 2.5% inflation rate as an annual rate.",
 "note": "Withdrawal modeling reflects no supplemental income unless specified: this scenario carries no Social Security or pension, so the full $40,000/yr inflation-adjusted withdrawal is drawn from the portfolio. Dataset uses pseudo-random (Mersenne Twister) sampling for accurate tail estimation; qmc_comparison shows the Sobol QMC variants.",
 "license": "Data licensed under CC0 \u2014 public domain. Article text under CC-BY 4.0."
}