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ML predictions Phase 5: Monte Carlo contribution fix and milestone table

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Fix contribution compounding: monthly contributions are now added to
asset values before each GBM step so they grow with market returns,
rather than being summed as a static lump at each period.

Add year-by-year milestone table below the fan chart showing P10/P50/P90
portfolio values at each annual checkpoint up to the selected horizon.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
megaproxy 2026-04-28 11:02:41 +00:00
parent 514d177b7b
commit 2940b120e0
3 changed files with 56 additions and 3 deletions
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9
frontend/src/api/predictions.ts
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@ -28,6 +28,14 @@ export interface PercentilePath {
value: number;
}
export interface MonteCarloMilestone {
year: number;
date: string;
p10: number;
p50: number;
p90: number;
}
export interface MonteCarloResponse {
dates: string[];
percentiles: {
@ -40,6 +48,7 @@ export interface MonteCarloResponse {
current_value: number;
expected_value: number;
probability_of_gain: number;
milestones: MonteCarloMilestone[];
insufficient_data: boolean;
}