RuinRisk

RuinRisk – Investment Risk Through the Lens of Ruin Probability RuinRisk helps traders and individual investors analyze investment risk through the lens of "risk of ruin." From three parameters — win rate, risk:reward ratio, and capital risk per trade — it visualizes risk using both a theoretical formula and Monte Carlo simulation, helping you make decisions based on numbers rather than gut feeling. Key features: • Ruin Probability Calculator (CALC): Shows both the theoretical (Balsara) value and a Monte Carlo–based estimate • Risk Heatmap (HEATMAP): See at a glance how risk changes across parameter combinations, with suggested improvements • Monte Carlo Analysis (ANALYSIS): Simulates drawdown probability. Evaluates risk from three distinct perspectives — Ruin Probability, Monte Carlo Analysis, and the Kelly Criterion — with recommendations tailored to each • Data Matrix (MATRIX): A full table of drawdown probabilities by trade count and drawdown level. Save and compare multiple plans, and export to CSV RuinRisk includes both a simple Legacy Mode and a more detailed Pro Mode. Pro Mode's advanced analysis features can be unlocked via in-app purchase. *The information provided by this app is an estimate for reference purposes only. It does not constitute investment advice and does not guarantee future results. You are solely responsible for your own investment decisions.