Visualization
Drawdown & Risk of Ruin Simulator
"We optimize survival, not lottery returns."
Strategy Parameters
55%
2%
1x
100
Risk Metrics
Probability of Ruin0.0%
Avg Max Drawdown
17.9%
Avg Final Equity
4300K
10th %ile
1793K
90th %ile
7591K
Surviving Paths
Ruined Paths
Starting Capital
How it works
- • Higher risk per trade increases both upside and ruin probability
- • Leverage amplifies both gains and losses proportionally
- • Even winning strategies can face ruin with improper position sizing
What this means for investors
At Kekkei, survival comes first. We stress-test every strategy through thousands of Monte Carlo simulations to ensure our risk of ruin stays near zero. The goal isn't maximum returns—it's maximum returns conditional on survival.