市場はいつか暴落します。
冷静に。
選択肢を比べましょう。

“A crash in X months” sets when it starts, not how long it lasts. In historical mode, the peak is placed X months from now; the selected market’s subsequent closing-price path supplies the decline and recovery duration. These are stress tests, not forecasts or personal investment advice.

We compare four responses in the crash and no-crash futures. Each month, investments move first, savings earn interest, you act if scheduled, and then you contribute. Savings return to investments when your selected re-entry rule triggers: a chosen drop from the pre-crash level, the first rebound from the lowest level seen so far after a fall, full recovery after a fall, or a fixed number of months after the expected crash start. Checks begin at the expected crash start and never buy before your move to savings. Until re-entry, strategies that sell investments also park new contributions in savings. The same rule is evaluated separately in each future; an unmet condition leaves savings parked. Rebound rules can trigger on a false rally before a deeper fall. No future bottom is consulted.

The savings rate stays constant by default. The optional historical mode adds that market’s observed percentage-point rate changes to your starting savings rate, floored at zero. Before the crash, and in the no-crash world, your rate stays constant. Broader deposit series are labeled as proxies. Annual data cannot resolve monthly reactions. After rate-data coverage ends, the last modeled rate is held constant as an explicit assumption. The euro display does not imply that a euro savings account would follow a foreign market’s rates.

Your personal scenario uses an editable drop, decline duration and bottom-to-recovery time. Zero decline months means a one-off drop. The recovery-only growth rate is calculated to regain the pre-crash market level over your chosen recovery period. Before the crash and after recovery, the model uses the compounded monthly rate implied by your previous portfolio growth. That previous rate also applies throughout the no-crash world. Continuing past growth is an assumption, not a forecast. Historical paths include later setbacks without speeding them up. They stop at the first recovery or last available observation; no future recovery is invented. Only daily closing levels are researched, never intraday extremes. The replay interpolates weekly samples and exact turning points, so it is not exact daily execution. Contributions occur at completed month ends; historical calendar days are converted using 365.2425 days per year. Interest compounds separately across rate changes; quoted annual rates are treated as effective annual yields, an approximation where the source quotes nominal rates.

No taxes, transaction fees, account restrictions, bank-default risk, inflation or currency conversion are modeled. Most historical indices exclude dividends; Brazil’s Ibovespa includes distributions. The euro amounts apply the index’s percentage changes to your example portfolio; they are not historical euro returns. The no-crash world uses a constant growth assumption: derived from previous portfolio growth for your personal scenario, or separately chosen for a historical replay.