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) : $2,120    Probability of Exceeding Breakeven : 94%
 S&P 500 Annual Profit  ($10k always in the market) : $1,226    1 Sigma Profit Est. : $3,440
 Sharpe Ratio : 0.8    2 Sigma Profit Est. : $4,540
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: $1,226 2 sigma profit: $4,540 1 sigma profit: $3,440 Most likely profit: $2,120 0% likelyhood of profit > $5,860 0% likelyhood of profit > $5,750 0% likelyhood of profit > $5,640 0% likelyhood of profit > $5,530 0% likelyhood of profit > $5,420 1% likelyhood of profit > $5,310 1% likelyhood of profit > $5,200 1% likelyhood of profit > $5,090 1% likelyhood of profit > $4,980 2% likelyhood of profit > $4,870 2% likelyhood of profit > $4,760 3% likelyhood of profit > $4,650 3% likelyhood of profit > $4,540 4% likelyhood of profit > $4,430 5% likelyhood of profit > $4,320 6% likelyhood of profit > $4,210 7% likelyhood of profit > $4,100 8% likelyhood of profit > $3,990 10% likelyhood of profit > $3,880 11% likelyhood of profit > $3,770 13% likelyhood of profit > $3,660 14% likelyhood of profit > $3,550 16% likelyhood of profit > $3,440 19% likelyhood of profit > $3,330 21% likelyhood of profit > $3,220 23% likelyhood of profit > $3,110 26% likelyhood of profit > $3,000 29% likelyhood of profit > $2,890 31% likelyhood of profit > $2,780 34% likelyhood of profit > $2,670 38% likelyhood of profit > $2,560 41% likelyhood of profit > $2,450 44% likelyhood of profit > $2,340 47% likelyhood of profit > $2,230 50% likelyhood of profit > $2,120 54% likelyhood of profit > $2,010 57% likelyhood of profit > $1,900 60% likelyhood of profit > $1,790 63% likelyhood of profit > $1,680 66% likelyhood of profit > $1,570 69% likelyhood of profit > $1,460 72% likelyhood of profit > $1,350 75% likelyhood of profit > $1,240 77% likelyhood of profit > $1,130 80% likelyhood of profit > $1,020 82% likelyhood of profit > $910 84% likelyhood of profit > $800 86% likelyhood of profit > $690 88% likelyhood of profit > $580 89% likelyhood of profit > $470 91% likelyhood of profit > $360 92% likelyhood of profit > $250 93% likelyhood of profit > $140 94% likelyhood of profit > $30 95% likelyhood of profit > ($80) 96% likelyhood of profit > ($190) 96% likelyhood of profit > ($300) 97% likelyhood of profit > ($410) 97% likelyhood of profit > ($520) 98% likelyhood of profit > ($630) 98% likelyhood of profit > ($740) 98% likelyhood of profit > ($850) 99% likelyhood of profit > ($960) 99% likelyhood of profit > ($1,070) 99% likelyhood of profit > ($1,180) 99% likelyhood of profit > ($1,290) 99% likelyhood of profit > ($1,400) 99% likelyhood of profit > ($1,510)
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.