Right, I understand the difference in these simulations with historical data from simulations with, say, a built-in margin of error for measurements. Ultimately what I'm trying to say is I think these strategies for modifying spending based on CPI, down-market years, etc., is overly complex/precise, based on what the simulations give us. I think MMM's broad stroke approach with "safety margins" against 4% SWR failure is already ample ammunition (to further use Nords' metaphor!). Trying to tweak the simulations to the nth degree with slightly variable spending plans is putting too much confidence (imo) into the historical data.
In personal terms, if there was a bad market year or three, most should likely evaluate their retirement plan to see where they stand, and make some decisions about increasing income or decreasing spending as needed. Walk a dog, or eat beans tonight, or both. Then they'd evaluate again after another year or two and see where they stand. I don't think it's advisable to think, "Everything's going to be okay, the robotic withdrawal simulations from history proved that as long as I withdraw no more than 3.876% this year of my original portfolio amount, I can likely weather it with 98% chance of success based on historical returns."
Anyway, thanks for putting up with my complainy-pantsiness. I really don't mean to rain on the parade, so carry on and make that simulation better (seriously, I will be very happy if some improved strategies come out of it)!