Very cool! I like the visualization and the variables.
What are your thoughts on adding some type of valuation adjustment? I've never been comfortable with the idea that future returns are a random walk from today's prices. The market just doesn't seem to work that way. You can always expect a mean-reversion for markets at the extremes of high or low valuations.
I'm wondering if you could categorize valuations by P/E ratios, dividend yields, or some other measure within quintiles, and filter the displayed cylcles by current valuations. This would certainly narrow the range of outcomes on the far right.
Of course, what I'm describing is something I've always wanted to build, but never had the time or motivation. Congrats on taking the effort to build a really cool model!