{
  "tool_id": "art-371-simulate-var-monte-carlo",
  "note": "golden_hash filled by `node golden-parity.test.mjs --update`. seed-42 vs seed-43 vectors prove same-seed replay is byte-identical (kernel-contract.test.mjs recomputes and compares every CI run) and a changed seed yields a different result (mc_var_pct/mc_es_pct differ below).",
  "vectors": [
    {
      "name": "seed-42-baseline",
      "policy_parameters": {
        "seed": 42,
        "n_paths": 10000,
        "n_assets": 10,
        "holding_period": 10,
        "conf_level": 0.99,
        "correlation": 0.3,
        "portfolio_value_mm": 100
      },
      "output_payload": {
        "verdict": "MODERATE_RISK",
        "mc_var_pct": 0.060781,
        "mc_es_pct": 0.069437,
        "var_dollar_mm": 6.0781,
        "es_dollar_mm": 6.9437,
        "conf_level": 0.99,
        "holding_period": 10,
        "n_assets": 10,
        "n_paths": 10000,
        "correlation": 0.3,
        "prng_algorithm": "xoshiro256**",
        "seed": 42,
        "draw_count": 1320000,
        "compliance_flags": [
          "VAR_WITHIN_LIMITS"
        ]
      },
      "golden_hash": "b4a4e484831de6789fdf00e8e3519c00beaf248eeaa099ebdc1e0a0e4288dc03"
    },
    {
      "name": "seed-43-changed-seed-differs",
      "policy_parameters": {
        "seed": 43,
        "n_paths": 10000,
        "n_assets": 10,
        "holding_period": 10,
        "conf_level": 0.99,
        "correlation": 0.3,
        "portfolio_value_mm": 100
      },
      "output_payload": {
        "verdict": "MODERATE_RISK",
        "mc_var_pct": 0.060278,
        "mc_es_pct": 0.068284,
        "var_dollar_mm": 6.0278,
        "es_dollar_mm": 6.8284,
        "conf_level": 0.99,
        "holding_period": 10,
        "n_assets": 10,
        "n_paths": 10000,
        "correlation": 0.3,
        "prng_algorithm": "xoshiro256**",
        "seed": 43,
        "draw_count": 1320000,
        "compliance_flags": [
          "VAR_WITHIN_LIMITS"
        ]
      },
      "golden_hash": "1f7bf78d8733424a2f734beadf9f20eb864622ad8a76463f9b72d505323477f0"
    }
  ]
}