Forecone

A probability cone for a basket of tickers. A calculator, not advice.

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Example basket

TSM 25% · NVDA 25% · ASML 15% · AVGO 15% · MU 10% · SMH 10%

1,000 paths · 5 years · quarterly rebalancing

Demo data. The live price source was unavailable for TSM, NVDA, ASML, AVGO, MU, SMH, so synthetic ten-year series are standing in. These figures do not describe any real market history.

£0£50k£100k£150k£200kStart1 yr2 yr3 yr4 yr5 yr
5th–95th percentile25th–75th percentileMedian (p50)Money put inHover for values
Median end value
£51,519
£22,000 put in
Chance of a 20% fall
98%
peak to trough, any time
Chance of a 40% fall
16%
peak to trough, any time
Worst 12 months
−22.4%
best +107.7%
Median end value, hold vs quarterlyHold £51,460Quarterly £51,519+0.1% from rebalancing

Concentration

Your basket behaves like 1.4 independent positions.

Holdings
6
First common factor explains
71% of variance
Annualised volatility
32.6%
Largest risk share
NVDA, 32% of variance

Turnover drag: quarterly resets trade about 36% of the basket a year, roughly 0.05% a year at 15 bp per trade.

These paths are simulated from past returns and volatility. The future will not look like any of them. Forecone does not know your circumstances and does not recommend any investment. Capital at risk.

Basket

TickerWeightRemove
TSMdemo data
NVDAdemo data
ASMLdemo data
AVGOdemo data
MUdemo data
SMHdemo data
6 of 10 holdingsTotal 100.0%

US listings via Stooq. Each ticker needs at least three years of shared history.

Settings

Runs1,000 Pro: 10,000