Most traders skip the math
that determines whether they survive.
Your edge means nothing if your sizing leads to ruin. RangeSight runs Monte Carlo simulations on real ticker data to show your probability of survival, drawdown breach, and risk of ruin, before you deploy capital.
Know your ruin probability before your next trade
A typical trader thinks:
"55% win rate + 2R = edge"
RangeSight reveals:
12% probability of account ruin at 3% risk/trade
34% chance of hitting 15% drawdown
At 1.5% risk, ruin drops to <2%
Same edge. Different sizing. Completely different survival odds.
The Problem
Backtests show you what happened. They don't show you what could happen next.
A positive backtest result is one path through history. Monte Carlo simulation runs your strategy through thousands of possible futures, revealing the variance, drawdown risk, and ruin probability that a single historical run hides.
Probability Discipline
Trade with the math on your side.
Know your ruin probability before you trade
Monte Carlo simulations reveal the exact probability your strategy leads to account wipe, before you risk real capital.
Model drawdown breach, not just returns
See the likelihood of hitting max drawdown thresholds that blow prop firm challenges or trigger emotional exits.
Understand variance before it surprises you
The same edge produces wildly different outcomes across 1,000 simulations. Know the spread before you size up.
Size positions with survival math
Risk per trade isn't a feeling. It's a calculation based on win rate, R-multiple, and the survival probability you're willing to accept.
No predictions. Probability discipline.
RangeSight doesn't tell you what will happen. It shows you the distribution of what could happen, so you trade accordingly.
Built For
Traders who take risk management seriously.
Swing Traders ($25k-$250k)
You've backtested your edge, but have you stress-tested your survival? A 55% win rate with 2R still has a meaningful ruin probability at aggressive sizing.
Run your actual strategy stats through Monte Carlo simulations to see survival probability across thousands of scenarios.
Prop Firm Challenge Traders
One drawdown breach and the challenge is over. Most traders don't model the probability of hitting the firm's max drawdown limit before they start.
Model drawdown breach probability against specific thresholds (5%, 8%, 10%) to size your positions for survival, not just profit.
How It Works
From ticker to survival probability in under 60 seconds.
Enter your tickers and strategy parameters
Pick up to five tickers. Set your time horizon, volatility multiplier, and simulation count. Choose Standard, Bull, or Crash mode to stress-test different market conditions.
- •Up to 5 tickers at once (AAPL, TSLA, NVDA...)
- •Configurable horizon from 1–30 days
- •Up to 10,000 Monte Carlo simulations
Stress-test against market regimes
Each mode adjusts the underlying distribution to model different conditions. See how your survival probability shifts under stress.
Standard
Normal distribution, baseline survival analysis
Bull Scenario
Positive bias, see if you're over-leveraging in good times
Crash Scenario
Black swan stress test, the scenario that breaks undisciplined sizing
See survival probability, drawdown risk, and ruin
P5, P50, and P95 percentiles show the full spread of outcomes. Drawdown curves reveal breach probability. The equity fan visualization shows which paths lead to ruin and which survive.
Example: AAPL simulation results
P5 (Bear)
$252.10
P50 (Med)
$261.96
P95 (Bull)
$272.33
Navigate between tickers to compare survival probability across your portfolio.
Important information
RangeSight is a probability discipline tool for exploring risk of ruin and survival probability. It does not provide financial advice, investment recommendations, or guarantees of any kind.
Simulations are based on user inputs and historical volatility data. Past performance does not indicate future results. All trading involves risk, including the possible loss of your entire account.
This app is not affiliated with any financial institution or prop firm. Consult a qualified financial advisor before making trading decisions.
Test your strategy before you risk capital.
The traders who survive aren't luckier. They quantify their risk of ruin first.
Know your survival probability in under 60 seconds