Kosta Ouzas explains how Monte Carlo simulations model Bitcoin returns differently depending on whether you use total historical statistics or local ones. When local mean estimates spike into the 20s or 40s, the simulated returns shift and become asymmetric instead of symmetric.
I'm not using that for the Monte Carlo, but I can put it as an option where use total stats over, you know, basically the history of Bitcoin. Or use local ones. If you use local ones, then, you know, if we have a very high mu and mu starts to go above it needs to go in the 20, 30, 40 and that basically shifts the entire distribution and then we have more chance. You will see that is not symmetric like it is now.
