The EarlyRetirementNow blog has posted a lot of content and simulations around the idea that the CAPE (or some other metric of current stock market under/over-valuation) at the time of retirement heavily affects your chance of success. See: https://earlyretirementnow.com/2022/10/12/dynamic-withdrawal-rates-based-on-the-shiller-cape-swr-series-part-54/

(The above is just one article where he touches upon it, but it seems to be a recurring theme in his Safe Withdrawal Rate series of posts)

It would be cool to have ProjectionLab allow you to set “starting conditions” for the Chance of Success simulations.

For example, set it so that it only simulations historical runs that started where CAPE > 20 and the market was within 5% of it’s most recent all-time high.

ERN actually implements this as part of the results page of his projection tool: SafeRetirementSpending.com

But it would be nicer to have it in PL