← Outer RimEXPERIMENT 08 · TIME-MACHINE PORTFOLIO

Finance · Data visualisation · Game

Time-Machine Portfolio

Pick a country, a start year and a monthly SIP. Press play and live through the decades. When history hits, you decide. Then look at the bottom panel: timing matters a lot over 3 years, and very little over 10.

Market
Start in
Monthly SIP
Portfolio over time
Portfolio valueAmount investedFlashpoint
The magic of aggregation vs market timing · every possible start month

Year-end levels approximate each real index (price only, no dividends); the month-to-month path is simulated. Not exact historical data, and not investment advice.

How it’s built

  • Data layer: one loadSeries(country) function returns monthly index levels. Today it uses approximate real year-end levels with a simulated monthly path (a Brownian bridge) and the intra-year crashes year-ends hide; swapping in a live API (a yfinance proxy, Alpha Vantage) changes only that function.
  • Simulation: each month buys units at that month’s level. Panic sell moves everything to cash and pauses the SIP for 12 months; double down invests 2× for 12 months.
  • Flashpoints: when the playhead reaches one, the clock stops. After you choose, all three choices are simulated so you see what each would have done, 12 months later and today.
  • Divergence panel: money-weighted annual return for a 3-year and a 10-year SIP started in every month since 1980. The dots spread wide for 3 years and cluster for 10.