Will your retirement plan survive the worst markets in history?
MoneyOnFIRE tests your plan against 155+ historical market scenarios from 1871 to present — automatically, every time you calculate.
Most calculators assume average returns
The standard FIRE calculator tells you when you'll reach financial independence assuming a smooth, average return every year. But markets don't work that way.
Someone who retired in 1966 with the same portfolio and withdrawal rate as someone who retired in 1982 had a dramatically different outcome — despite identical starting conditions. The difference was the sequence of returns they experienced.
Without stress testing, you don't know if your plan would survive the conditions that actually matter.
A plan that works in “average” conditions can fail catastrophically when hit by:
- The Great Depression (1929-1932) — stocks fell 86%
- 1970s stagflation — high inflation eroded purchasing power for a decade
- The dot-com crash (2000-2002) — a 49% peak-to-trough decline
- The 2008 financial crisis — a 57% drawdown in 17 months
These aren't hypotheticals. They happened. And they will happen again in some form. The question is whether your plan can withstand them.
How MOF stress tests your plan
155+ historical scenarios, 1871 to present
Your retirement plan is run through every overlapping period in market history using Robert Shiller's dataset of S&P 500 total returns with dividends, Treasury bond yields, and actual inflation. No synthetic assumptions — real market data from real crises.
Your success rate
See the percentage of historical periods where your portfolio would have lasted your entire retirement. A 95% success rate means your plan survived all but the most extreme conditions in 150+ years of market history.
Failure analysis
When your plan falls short, MOF identifies the specific historical start years that caused failure — like retiring in 1929 or 1966 — and shows how long the portfolio would have lasted. You decide whether those tail risks warrant adjustments.
Portfolio trajectory percentiles
A fan chart shows your portfolio's projected path at the 10th, 25th, 50th, 75th, and 90th percentiles across all historical scenarios. See the full range of outcomes — not just a single average — so you understand both upside and downside risk.
Outcome statistics
View your median, best-case, and worst-case ending balances across all historical scenarios. See your starting portfolio, annual withdrawal amount, effective withdrawal rate, and stock/bond allocation — all in one view.
No configuration needed
Enter your financial profile once. The engine runs all 155+ historical backtests automatically every time you calculate. Adjust your plan and rerun instantly to see how changes affect your survival rate.
Real historical data, not Monte Carlo
Monte Carlo simulations generate random return sequences based on statistical assumptions — mean return, standard deviation, and a distribution shape. They can underestimate tail risks because they assume returns are independent and normally distributed, which they aren't.
MOF uses actual historical return sequences that preserve the autocorrelation, volatility clustering, and inflation dynamics that real markets exhibit. When you see a failure scenario starting in 1966, that's the actual sequence of stock returns, bond yields, and inflation that retirees in 1966 experienced — not a random draw that approximates it.
The dataset: Robert Shiller's historical data includes S&P 500 total returns with reinvested dividends, 10-year Treasury bond returns, and Consumer Price Index inflation — monthly data from January 1871 to present, updated regularly.
FAQ
A: Your plan is tested against every overlapping retirement period from 1871 to present using actual stock returns, bond yields, and inflation from Robert Shiller's dataset. Each scenario simulates whether your portfolio would survive your full retirement.
A: No. Monte Carlo uses randomly generated returns. MOF uses actual historical market data — real sequences of returns that actually happened — which captures correlations and tail risks that random models can miss.
A: Robert Shiller's historical dataset including S&P 500 total returns with dividends, 10-year Treasury bond yields, and CPI inflation data from 1871 to present.
A: Over 155 overlapping historical periods, each simulating a full retirement starting from a different year between 1871 and the present.
A: No. Enter your financial profile once and the engine runs all historical backtests automatically every time you calculate.
Know before you retire
Test your retirement plan against every major market crisis in history. Enter your numbers and see your survival rate in minutes.
Stress test my plan