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) : $1,410    Probability of Exceeding Breakeven : 84%
 S&P 500 Annual Profit  ($10k always in the market) : $508    1 Sigma Profit Est. : $2,850
 Sharpe Ratio : 0.5    2 Sigma Profit Est. : $4,170
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: $508 2 sigma profit: $4,170 1 sigma profit: $2,850 Most likely profit: $1,410 0% likelyhood of profit > $5,490 0% likelyhood of profit > $5,370 0% likelyhood of profit > $5,250 0% likelyhood of profit > $5,130 0% likelyhood of profit > $5,010 1% likelyhood of profit > $4,890 1% likelyhood of profit > $4,770 1% likelyhood of profit > $4,650 2% likelyhood of profit > $4,530 2% likelyhood of profit > $4,410 2% likelyhood of profit > $4,290 3% likelyhood of profit > $4,170 4% likelyhood of profit > $4,050 4% likelyhood of profit > $3,930 5% likelyhood of profit > $3,810 6% likelyhood of profit > $3,690 7% likelyhood of profit > $3,570 9% likelyhood of profit > $3,450 10% likelyhood of profit > $3,330 11% likelyhood of profit > $3,210 13% likelyhood of profit > $3,090 15% likelyhood of profit > $2,970 17% likelyhood of profit > $2,850 19% likelyhood of profit > $2,730 22% likelyhood of profit > $2,610 24% likelyhood of profit > $2,490 27% likelyhood of profit > $2,370 30% likelyhood of profit > $2,250 33% likelyhood of profit > $2,130 36% likelyhood of profit > $2,010 39% likelyhood of profit > $1,890 43% likelyhood of profit > $1,770 46% likelyhood of profit > $1,650 49% likelyhood of profit > $1,530 53% likelyhood of profit > $1,410 56% likelyhood of profit > $1,290 59% likelyhood of profit > $1,170 62% likelyhood of profit > $1,050 65% likelyhood of profit > $930 68% likelyhood of profit > $810 71% likelyhood of profit > $690 74% likelyhood of profit > $570 77% likelyhood of profit > $450 79% likelyhood of profit > $330 82% likelyhood of profit > $210 84% likelyhood of profit > $90 86% likelyhood of profit > ($30) 87% likelyhood of profit > ($150) 89% likelyhood of profit > ($270) 90% likelyhood of profit > ($390) 92% likelyhood of profit > ($510) 93% likelyhood of profit > ($630) 94% likelyhood of profit > ($750) 95% likelyhood of profit > ($870) 96% likelyhood of profit > ($990) 96% likelyhood of profit > ($1,110) 97% likelyhood of profit > ($1,230) 97% likelyhood of profit > ($1,350) 98% likelyhood of profit > ($1,470) 98% likelyhood of profit > ($1,590) 98% likelyhood of profit > ($1,710) 99% likelyhood of profit > ($1,830) 99% likelyhood of profit > ($1,950) 99% likelyhood of profit > ($2,070) 99% likelyhood of profit > ($2,190) 99% likelyhood of profit > ($2,310) 99% likelyhood of profit > ($2,430)
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.