Report each account's future payout chain with closed-form reach probabilities

projectPerfectPath prices every projected withdrawal as
min(withdrawalPct × equity profit, cap) × profit split, and tracks the
cumulative probability of reaching it under the fair-walk ruin model —
room/(room + dayTarget) per day (the per-leg product telescopes), trailing
threshold locked at breakeven after the first withdrawal, no obfuscation
branches. The reporter attaches the first 6 payouts per account so the
master's payout calendar renders real amounts and probabilities instead of
one static expectedPayout.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-09-12 17:01:09 -05:00
co-authored by Claude Fable 5
parent 50a5eb4713
commit 52d51afebb
5 changed files with 164 additions and 10 deletions
+6
View File
@@ -484,6 +484,12 @@ export default function AccountPage() {
fundTransactions,
balance: account.amount,
realizedPnL: account.realizedPnL,
payout: {
withdrawalPct: cfg.withdrawalPct,
payoutCap: cfg.payoutCap,
profitSplit: cfg.profitSplit,
drawdown: cfg.trailingDrawdown ?? 0,
},
}) : [];
const projPnlMap = new Map(projection.filter((p) => p.withdrawal === undefined && !p.payoutReady).map((p) => [p.date, p.pnl]));
const projFundMap = new Map(projection.filter((p) => p.withdrawal !== undefined).map((p) => [p.date, p.withdrawal!]));