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The Start Date Sensitivity tab in Fincanva helps you evaluate how your strategy performs when simulations begin at different points in time. It’s an essential tool for determining whether your results stem from solid strategy design—or simply lucky timing.
Best, Worst, and Average CAGR
See how the Compound Annual Growth Rate (CAGR) varies across different simulation start dates:
Best-case scenario
Worst-case scenario
Average performance
This reveals the consistency and reliability of your strategy’s long-term growth.
Volatility and Drawdown Analysis
Assess how key risk metrics shift based on the starting point:
Volatility (Standard Deviation)
Maximum Drawdown
These insights help you evaluate your strategy’s resilience under a variety of market conditions.
Multiple Time Frames
Run simulations with different start years to analyze how your strategy responds to:
Market booms
Crashes
Sideways periods
This allows you to detect sensitivity to specific market cycles and stress test your approach.
Use the Start Date Sensitivity tab to:
Confirm whether your results are robust or timing-dependent
Identify vulnerable periods that hurt performance
Validate how well your strategy holds up across changing market environments
This tool is especially valuable for long-term investors and anyone aiming to build strategies that thrive across multiple economic cycles.
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