Text files of historical data available!

Here is large-cap growth.

Here is small-cap value.

Here is the gold file

Once again, there is only data for managed futures starting in 1980, so I had ChatGPT extrapolate the existing data back to 1928 ... better than nothing.

Here are some charts from Paul Merriman. 90 years (30 x 3) return of S&P500, US large value, small balanced and small value.

@hecht790

Thanks for sharing that, though I’m not sure how to use it within Pralana. Pralana lets you define custom asset types as long as you can supply annual return histories. That’s why I posted TXT files with year-by-year performance for multiple asset classes—to make historical modeling possible beyond Pralana’s limited built-in datasets.

I’m not a strong fan of Monte Carlo, which assigns random returns to each asset across thousands of runs; assets rarely all rise or fall together, so many simulated paths are unrealistic. By loading actual histories for my user-defined assets, the historical backtest feels more credible. I can also start the test in a known “worst” retirement year to stress sequence-of-returns risk and specific economic regimes. Bottom line: the historical approach is more robust and gives me greater confidence after seeing how the portfolio behaves across real-world conditions.