Does this replace the deterministic math engine?

No, this skill is designed to sit on top of a validated Phase 1 deterministic core. It treats deterministic outputs as pure building blocks for probabilistic analysis.

Can I test the models without randomness?

Yes, every probabilistic component includes a deterministic 'Expectation Mode' for testing, validation, and analytical calculations.

What metrics are generated by the Monte Carlo simulations?

The orchestrator aggregates results into distributions, means, and percentiles for TVPI, DPI, MOIC, and IRR based on configurable iterations and seeds.

What kind of MOIC variants can I calculate?

It supports a wide range of variants including Current, Exit, Initial-only, Follow-on-only, Blended, and MOIC on planned reserves (the 'next dollar' metric).

Phoenix Advanced Financial Forecasting

Name: Phoenix Advanced Financial Forecasting
Author: nikhillinit

bynikhillinit

0•

Data Science & ML

Powers probabilistic fund performance modeling through graduation rates, multi-MOIC analysis, and Monte Carlo simulations.

Phoenix Advanced Forecasting provides a sophisticated probabilistic layer for venture capital and private equity fund modeling, designed to sit atop a validated deterministic core. It enables financial analysts to move beyond static spreadsheets by implementing graduation and exit engines, complex MOIC variants, and automated reserves optimization. By integrating Monte Carlo simulations and scenario management, the skill helps fund managers visualize distributions of TVPI, DPI, and IRR, allowing for data-driven decision-making in capital allocation and portfolio management while maintaining Excel-level precision.

Key Features

01Multi-variant MOIC suite including Exit, Blended, and Opportunity Cost metrics

020 GitHub stars

03Probabilistic graduation, exit, and failure rate modeling

04Monte Carlo simulation orchestrator for TVPI/DPI/IRR distributions

05Portfolio ranking and reserves allocation optimization

06Dual-mode scenario management for Construction vs. Current forecasts

Use Cases

01Optimizing follow-on reserve allocations based on portfolio performance ranking

02Comparing historical fund plans against actual performance and remaining capital scenarios

03Predicting fund returns using stochastic exit and failure rate distributions

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add nikhillinit/updog_restore phoenix-advanced-forecasting

For use in Claude.ai and ChatGPT

Download Skill