Rune public page
VV-010 — Monte Carlo Yield (10k runs)
This study documents how Rune handles percentile-based downside framing for yield uncertainty, including the P50 and P90 outputs often used in lender conversations.
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Benchmark context
Uncertainty workflows matter because bankability decisions depend on downside interpretation, not only on headline expected yield.
What the study found
Published target: 10,000 iterations. Reported result: P50 99.89 / P90 89.90 GWh. Interpretation: CV 7.91%.
- Documents 10,000-run Monte Carlo behavior for yield uncertainty.
- Surfaces percentile outputs directly for lender-style review.
- Makes coefficient of variation explicit instead of hiding uncertainty under a single expected value.
References and source material
These references summarize the public benchmark context and the report package that supports the claim.
- Rune VV-010 Monte Carlo yield validation report
- Bankability-oriented percentile framing
- Public methodology references for uncertainty treatment
Primary technical artifact
The full report is available as a public PDF for engineering review and source citation.