Valla Haven Simulator

Every result on this page is modeled, not actual Valla Haven account performance. Valla’s Core planning engine produced every number shown here in advance from the exact published Valla Haven Sleeve models stored in the planning database, at sleeve terms as of September 1, 2026. The buffers, participation rates, and coupons shown are those priced as of that date; Valla is not claiming that these exact buffers or payoffs are available in all market conditions, and exact buffers and payoffs change with market conditions and at each issuance. Nothing here is a historical backtest: every result is a forward simulation of today’s terms, including the stylized crash scenarios. The page reads a committed table of those results; the browser performs no modeling, and nothing you select is sent anywhere or stored.

The simulator shows two views and never a historical backtest. A Valla Haven sleeve is a mandate, not a fixed product: what a sleeve holds, including the buffers, participation rates, and coupons of its notes, changes with the interest-rate regime at the time its notes are issued. A backtest that priced today’s terms into 1998 or 2008 would describe a portfolio that could not have existed then. Today’s terms are therefore only ever shown forward: either across the full range of simulated outcomes, or starting from today with a stylized crash placed at a chosen month and followed month by month for the full five years, with that assumption stated beside the result.

The range of outcomes uses deterministic Valla Monte Carlo paths. The Typical market-conditions setting runs the Valla market model—the same validated process the Valla planning engine uses in Valla’s planning tools: each series’ calibrated expected return on the model’s static covariance—so its numbers tie to the planning tools; Calm and Stressed are single-regime what-if views that run that regime’s own volatilities, correlations, and returns rather than the planning default. Valla calibrates monthly returns, volatility, cross-asset relationships, and the Calm, Typical, and Stressed regimes from its maintained data sets; the selected setting remains fixed for each run. SPXFP is modeled as the monthly S&P 500 total-return gross divided by the 3-month Treasury-bill gross. For each horizon and market environment, Valla generates one shared set of joint market paths, and every Valla Haven sleeve, portfolio, and distinct benchmark is evaluated from that same path set. Each result is ranked independently by its own ending values, and the outcome labels select the actual result path nearest the corresponding percentile: Adverse—5th; Weak—25th; Typical—median; and Strong—95th. A benchmark percentile is not conditioned on the Valla Haven result it accompanies, and the same benchmark is calculated once and reused everywhere it appears. The number of paths behind the displayed table is recorded in the table itself and shown above. These simulations are hypothetical and are not forecasts or guarantees.

If a crash hit tomorrow is the same forward simulation with a crash placed into it. Over a fixed five-year horizon, Core runs Valla market-model conditions until the month you choose, then a custom crash environment for the episode’s own length from peak to bottom, then Valla market-model conditions again through month 60, so every start month runs the full five years. The months before and after the crash are the model’s expected returns on the Typical regime’s volatilities and correlations—the planning engine’s default process—not a historical recovery, and the model does not produce a V-shaped rebound. The crash environment is built on Core’s Stressed environment’s volatilities and cross-asset correlations, so stocks, bonds, and the note underliers move together during the crash the way they do under stress, and its return path follows the episode’s own month-by-month stock and bond returns from its peak to its bottom, reaching the totals shown beside the selection, rather than an even spread or a single shock. The stock movement is the path of the S&P 500 total-return driver (SPXTR); every other equity series moves with its calibrated beta to that driver—the S&P 500 price index and the S&P 500 futures proxy at a beta of 1, the Nasdaq-100 at about 1.3, and the Russell 2000 at about 1.1—so a growth-heavy underlier falls further than the headline number. The bond movement is the path of the VBMFX bond driver; the VFICX investment-grade corporate series behind Income’s benchmark moves with its beta of about 1.2 to it. The 3-month Treasury-bill rate behind Reserve and the money-market benchmark, and the gold series behind Alt, are not driven by either movement. Crash start months are offered every six months—months 1, 7, 13, and so on—and each scenario offers only the stops that keep its whole episode inside the five years, so a three-month crash can start as late as month 55 while a thirty-month one must start by month 31; the slider snaps to those stops. Core records a value at every month-end from allocation through month 60. The market bottom is the month-end within the crash months where the S&P 500 row’s value is lowest. The crash’s two-phase shape—a plunge, then a volatile aftermath—determines where that bottom lands; a 1987-style crash bottoms within a month or two, while a grinding bear market bottoms near month twelve. Every row is one simulated path. Of the simulated paths for that sleeve, portfolio, or benchmark, Core selects the path whose whole month-by-month trajectory sits nearest the selected outcome—Adverse the 5th percentile, Weak the 25th, Typical the median, and Strong the 95th—and every value in the row, from allocation through month 60, is read from that one path. The Valla Haven row and the 60/40 row are different paths chosen by the same rule, each from its own simulation, so the chart shows actual simulated market paths with their month-to-month swings rather than a smoothed average. The chart starts at allocation and runs the full five years: the same simulated paths as the rows, plotted in dollars from $100,000 at the start with a marker at each month-end and straight segments between them, a vertical line where the crash begins, a shaded band over the crash months, and a dashed line at the market bottom, so the market-model months before the crash, the buffer shape during it, and the months after it are all visible at monthly resolution; its months are labeled by absolute month number from allocation. Going into the crash is the month-end value just before the crash begins ($100,000 when the crash starts in month 1); At the bottom is each row’s value at the market-bottom month-end, with its change from the going-in value in parentheses; and After five years is each row’s value at month 60, with its change from the $100,000 at allocation in parentheses—negative when the five years ended below the starting value, positive when they ended above it—so the bottom column measures the fall from going in, and the five-year column measures where the whole period landed. Five-year endings compare the rows with each other at one start month; they are not comparable across start months, because a crash that begins in month 48 leaves one month of market-model conditions to recover while one that begins in month 1 leaves four years. Because the crash is imposed rather than drawn from the market model, a crash view is a stress illustration, not a probability-weighted forecast, and it carries no estimate of how likely such a crash is or when it would occur.

“Similar to” means stylized. Each crash is named after a historical episode and carries that episode’s actual length, depth, and month-by-month shape from its peak to its bottom: the stock and bond moves are the episode’s own monthly returns, measured from the actual index series in Valla’s data sets, run as a crash environment on Core’s Stressed base, and the crash can start at any slider stop that keeps the whole episode inside the five years. The crash does not replay the episode’s path, timing, interest-rate path, credit conditions, or recovery; the months before and after it are Valla market-model conditions, not what preceded or followed historically, so no historical recovery is replayed. Because the crash environment keeps Core’s Stressed volatilities and correlations, the Adverse, Weak, Typical, and Strong outcomes show how differently that same crash can play out for each sleeve, portfolio, and benchmark. The stock and bond movement for each crash is shown beside the selection and recorded in the result table.

In the crash view each series is listed once: the three Valla Haven portfolios, then the 50/50 portfolio, the traditional 60/40 portfolio—60% S&P 500 total return and 40% VBMFX, rebalanced after every 12 monthly returns—and the S&P 500, each run through the same crash from the same $100,000 at the same selected outcome; each is read at the going-in month-end, at the market bottom, and after five years. The sleeve table lists the seven sleeves, then each distinct benchmark once, and Income’s payoff risk reference once.

Before maturity, Shield, Core, and Growth are marked monthly by Core with a par-normalized Black-Scholes replication of a principal bond, upside call, and downside put; Legacy uses the corresponding Black-76 model for its SPXFP-linked payoff. Each note uses its issue level, buffer strike, upside participation, remaining term, and the applicable Valla market environment’s volatility, interest-rate, and dividend assumptions: the selected setting in the range of outcomes, and in a crash view the Typical regime’s volatility before and after the crash and the crash environment’s Stressed-based volatility during it. Crash-view values are these month-end model values; dealer marks for notes in a real crash can be lower. The implied issuer yield is set so the modeled note begins at par, and the model converges to the exact contractual payoff at maturity. These interim values are modeled estimates, not dealer quotes, fair-value estimates, or secondary-market prices; in a real crash, dealer marks for notes can fall further than the model implies. Income is not covered by this option model and remains a quarterly callable worst-of contractual-payoff proxy; an actual issuer call is discretionary and may occur differently. Income is a worst-of note on the S&P 500, Nasdaq-100, and Russell 2000 whose −50% barrier is measured on the worst of the three. In the crash view the Income row is Core’s contractual-payoff proxy evaluated on the selected path’s own worst-of index at each month-end: par plus accrued coupons while the worst index is above −25%, par between −25% and −50%, and one plus the index return below −50%. In the deepest crash scenarios the Nasdaq-100, which Core moves about 1.3 times the S&P 500 through its beta, crosses that barrier even when the S&P 500 does not. The actual note observes its barrier at maturity, so this is a proxy that can overstate a mid-life loss and ignores market-value declines before a breach. Structured-note underliers use the stored price-index or excess-return series and generally exclude dividends, while the S&P 500 benchmark uses total return. Actual note values and results may differ materially because the model does not include a traded volatility surface, changing interest rates or issuer credit, liquidity, dealer spreads or marks, hedging costs, fees, and all offering-document provisions.

Every benchmark uses the same $100,000 starting value, the same shared market paths and crash, the same comparison period, and the same annual statistic formulas. Each distinct benchmark has its own outcome distribution, so its median and other percentiles are identical everywhere that benchmark appears. Benchmark values are not contractual payoff-equivalent values: the S&P 500 compounds its total-return series directly, while the 30/70, 50/50, 60/40, and 90/10 portfolios compound their stated S&P 500 and VBMFX allocations and rebalance after every 12 monthly returns. The sleeve comparisons are Reserve—3-month Treasury bills; Shield—30/70; Income—VFICX investment-grade corporate bonds; Core—60/40; Growth—90/10; and Alt and Legacy—the S&P 500. Alt itself uses the World Bank monthly U.S.-dollar gold-price series. Income’s payoff risk reference follows the worst compounded result among the S&P 500, Russell 2000, and Nasdaq-100 price indexes over each Income term. That reference is a non-investable illustration, not a portfolio or benchmark.

Conservative, Normal, and Aggressive each hold their ten-year allocation set from the planning database, used at every horizon and in the crash view: Conservative—25% Reserve, 20% Income, 15% Core, 15% Growth, 20% Legacy, and 5% Alt; Normal—5% Reserve, 25% Income, 25% Core, 40% Legacy, and 5% Alt; Aggressive—30% Income, 65% Legacy, and 5% Alt. Shield is in none of the three sets but remains one of the seven sleeves. The page label Normal corresponds to the planning database model named Valla Moderate. Valla does not schedule annual rebalancing of these Valla Haven portfolios. Called or matured proceeds are reinvested in the same sleeve at the as-of terms, so portfolio weights can drift over time. In contrast, the 50/50 and 60/40 benchmarks rebalance annually; the Aggressive benchmark remains entirely in the S&P 500. The generated table records the exact allocation-model and Sleeve-version identifiers used.

The money-market proxy compounds the monthly 3-month Treasury-bill returns derived from the Federal Reserve’s TB3MS series. Valla Haven Reserve then adds 0.75 percentage points to each complete 12-month period. The spread is an explicit Valla Haven modeling assumption; it is not a quoted money-market fund yield or a guaranteed return.

In the range of outcomes, Ending value is the modeled value of the $100,000 allocation at the end of the comparison period; Annualized return (CAGR) is the constant annual rate that compounds $100,000 to that ending value over the period; and, except for Ending value, displayed statistics are annual or annualized. Max annual model drawdown is the largest decline from a prior year-end peak, comparing year-end modeled values only; beta uses annual covariance with the corresponding S&P 500 path divided by S&P 500 variance; and volatility is the sample standard deviation of annual returns. For Income, its payoff-risk reference, and portfolios containing Income, the statistics use Income’s callable worst-of contractual-payoff proxy rather than an estimated secondary-market value. They may materially understate actual interim drawdown and volatility and are not directly comparable to market-value statistics. The crash view shows month-end values instead of annual statistics, so its market bottom is a month-end low, not an intramonth low. All comparisons begin at $100,000, assume no contributions or withdrawals, and exclude advisory fees and taxes. Past performance is not indicative of future results. Simulated and stressed results are not forecasts, guarantees, or investment advice.

Structured notes are unsecured obligations of the issuing bank and are subject to that issuer’s credit risk, which a severe crash can raise; the model does not include issuer default. A buffer or other downside feature applies only at maturity and only as described in the note’s offering documents; before maturity a note may be illiquid, may have no secondary market, and may be worth materially less than its modeled value if sold. Callable notes may be called at the issuer’s discretion, which ends their coupons and may require reinvestment at less favorable terms. Notes linked to an index generally do not receive its dividends. The modeled terms are those as of September 1, 2026 and will differ for notes issued at other times. Valla Wealth, LLC is an investment adviser representative of The Invictus Collective, LLC, a registered investment adviser; registration does not imply a certain level of skill or training. This page is educational only and is not individualized investment advice, a recommendation, or an offer to sell or a solicitation to buy any security.