I wanted to suggest an enhancement to the Monte Carlo and historical stress-testing functionality.

I have been using ProjectionLab alongside FICalc to test retirement sequence-of-returns risk. ProjectionLab is much stronger for detailed planning, taxes, account types, Roth conversions, special expenses, Social Security, pensions, and realistic household cash flows. FICalc, however, has one feature that is very useful for SORR analysis: it models each possible retirement start year using the actual sequence of historical stock returns, bond returns, and inflation over the full retirement period.

For example, it can test what would have happened if retirement started in 1966, 1967, 1968, etc., then uses the actual annual return and inflation sequence for the following 50 years. That makes the 1960s/1970s stagflation period very visible as a retirement-start stress case.

The current ProjectionLab Monte Carlo approach is useful, but a feature that combines ProjectionLab’s tax and account-level modeling with a FICalc-style historical sequence engine would be very powerful.

Suggested feature:

Add a “Historical Retirement Start Year Stress Test” mode where ProjectionLab would:

1. Run simulations for the base plan against each historical retirement start year using actual annual returns and inflation.
2. Preserve ProjectionLab’s existing account structure, taxes, special expenses, RMDs, Roth conversions, Social Security, pensions, and spending rules.
3. Show outcomes in a matrix similar to FICalc, with each row showing a retirement start year and whether the plan survived, when money ran out if it failed, ending liquid net worth, volatility in spending, spending cuts, worst drawdown, and tax impact.
4. Allow comparison across allocations, such as 70/25/5, 80/15/5, 85/10/5, 90/5/5, and 100/0.

Why this would help:

In my own modeling, I had to use FICalc to isolate the true historical SORR cases, then separately reconcile those findings with ProjectionLab’s more complete tax, account, spending, and expense modeling. That works, but it requires manual comparison across tools.

A combined ProjectionLab version would be much more credible because it would test the same historical SORR periods while preserving ProjectionLab’s core advantages: taxes, account sequencing, special expenses, Social Security, pensions, Roth conversions, and realistic household planning.

The key use case is not replacing Monte Carlo. It is complementing it with historical start-year stress testing, so a user can see how strong or fragile the plan would have been depending on the actual year retirement started. For example, retiring into 1966–1982 is a very different stress case than retiring into a period with strong early returns and low inflation.

This would make ProjectionLab much stronger for users who want to understand not only probability-based Monte Carlo outcomes, but also “what if I retired into the worst historical sequence?” scenarios using their actual tax and account structure.

Thanks for considering it.