Monte Carlo Portfolio Simulator¹ Signal Rating:
All Ratings
Annual profit simulation based on four (4) stocks at a time, chosen at random  
 Most Likely Annual Profit  ($10k always in the market) : $1,640    Probability of Exceeding Breakeven : 87%
 S&P 500 Annual Profit  ($10k always in the market) : $613    1 Sigma Profit Est. : $3,080
 Sharpe Ratio : 0.6    2 Sigma Profit Est. : $4,280
The theory of statistics holds that doubling the number of independent members of an ensemble reduces the standard deviation by the square root of two. By doubling again, the standard deviation is thus halved. Therefore, trading four stocks in a portfolio will theoretically cut the deviation in half. This shows up in the performance metrics (above) as the approximate doubling of the Sharpe Ratio versus that of trading one stock at a time.
2 Sigma 1 Sigma Most Likely Breakeven Profit 2 Sigma 1 Sigma Most Likely Breakeven Profit S&P500 buy/hold profit: $613 2 sigma profit: $4,280 1 sigma profit: $3,080 Most likely profit: $1,640 0% likelyhood of profit > $5,720 0% likelyhood of profit > $5,600 0% likelyhood of profit > $5,480 0% likelyhood of profit > $5,360 0% likelyhood of profit > $5,240 1% likelyhood of profit > $5,120 1% likelyhood of profit > $5,000 1% likelyhood of profit > $4,880 1% likelyhood of profit > $4,760 2% likelyhood of profit > $4,640 2% likelyhood of profit > $4,520 3% likelyhood of profit > $4,400 3% likelyhood of profit > $4,280 4% likelyhood of profit > $4,160 5% likelyhood of profit > $4,040 6% likelyhood of profit > $3,920 7% likelyhood of profit > $3,800 8% likelyhood of profit > $3,680 10% likelyhood of profit > $3,560 11% likelyhood of profit > $3,440 13% likelyhood of profit > $3,320 15% likelyhood of profit > $3,200 17% likelyhood of profit > $3,080 19% likelyhood of profit > $2,960 21% likelyhood of profit > $2,840 24% likelyhood of profit > $2,720 27% likelyhood of profit > $2,600 29% likelyhood of profit > $2,480 32% likelyhood of profit > $2,360 36% likelyhood of profit > $2,240 39% likelyhood of profit > $2,120 42% likelyhood of profit > $2,000 46% likelyhood of profit > $1,880 49% likelyhood of profit > $1,760 52% likelyhood of profit > $1,640 56% likelyhood of profit > $1,520 59% likelyhood of profit > $1,400 62% likelyhood of profit > $1,280 65% likelyhood of profit > $1,160 68% likelyhood of profit > $1,040 71% likelyhood of profit > $920 74% likelyhood of profit > $800 77% likelyhood of profit > $680 79% likelyhood of profit > $560 82% likelyhood of profit > $440 84% likelyhood of profit > $320 86% likelyhood of profit > $200 87% likelyhood of profit > $80 89% likelyhood of profit > ($40) 91% likelyhood of profit > ($160) 92% likelyhood of profit > ($280) 93% likelyhood of profit > ($400) 94% likelyhood of profit > ($520) 95% likelyhood of profit > ($640) 96% likelyhood of profit > ($760) 96% likelyhood of profit > ($880) 97% likelyhood of profit > ($1,000) 97% likelyhood of profit > ($1,120) 98% likelyhood of profit > ($1,240) 98% likelyhood of profit > ($1,360) 98% likelyhood of profit > ($1,480) 99% likelyhood of profit > ($1,600) 99% likelyhood of profit > ($1,720) 99% likelyhood of profit > ($1,840) 99% likelyhood of profit > ($1,960) 99% likelyhood of profit > ($2,080) 99% likelyhood of profit > ($2,200)
Note: Hover over a green bar on the barchart for details

¹ Profits are hypothetical based on simulated execution at the next market-on-open after the trading signal.