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) : $2,650    Probability of Exceeding Breakeven : 97%
 S&P 500 Annual Profit  ($10k always in the market) : $1,959    1 Sigma Profit Est. : $3,970
 Sharpe Ratio : 1    2 Sigma Profit Est. : $5,180
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: $1,959 2 sigma profit: $5,180 1 sigma profit: $3,970 Most likely profit: $2,650 0% likelyhood of profit > $6,610 0% likelyhood of profit > $6,500 0% likelyhood of profit > $6,390 0% likelyhood of profit > $6,280 0% likelyhood of profit > $6,170 0% likelyhood of profit > $6,060 1% likelyhood of profit > $5,950 1% likelyhood of profit > $5,840 1% likelyhood of profit > $5,730 1% likelyhood of profit > $5,620 2% likelyhood of profit > $5,510 2% likelyhood of profit > $5,400 3% likelyhood of profit > $5,290 3% likelyhood of profit > $5,180 4% likelyhood of profit > $5,070 5% likelyhood of profit > $4,960 6% likelyhood of profit > $4,850 7% likelyhood of profit > $4,740 8% likelyhood of profit > $4,630 9% likelyhood of profit > $4,520 10% likelyhood of profit > $4,410 12% likelyhood of profit > $4,300 14% likelyhood of profit > $4,190 15% likelyhood of profit > $4,080 17% likelyhood of profit > $3,970 19% likelyhood of profit > $3,860 22% likelyhood of profit > $3,750 24% likelyhood of profit > $3,640 26% likelyhood of profit > $3,530 29% likelyhood of profit > $3,420 32% likelyhood of profit > $3,310 35% likelyhood of profit > $3,200 38% likelyhood of profit > $3,090 41% likelyhood of profit > $2,980 44% likelyhood of profit > $2,870 47% likelyhood of profit > $2,760 50% likelyhood of profit > $2,650 53% likelyhood of profit > $2,540 56% likelyhood of profit > $2,430 60% likelyhood of profit > $2,320 63% likelyhood of profit > $2,210 66% likelyhood of profit > $2,100 68% likelyhood of profit > $1,990 71% likelyhood of profit > $1,880 74% likelyhood of profit > $1,770 76% likelyhood of profit > $1,660 79% likelyhood of profit > $1,550 81% likelyhood of profit > $1,440 83% likelyhood of profit > $1,330 85% likelyhood of profit > $1,220 87% likelyhood of profit > $1,110 88% likelyhood of profit > $1,000 90% likelyhood of profit > $890 91% likelyhood of profit > $780 92% likelyhood of profit > $670 93% likelyhood of profit > $560 94% likelyhood of profit > $450 95% likelyhood of profit > $340 96% likelyhood of profit > $230 96% likelyhood of profit > $120 97% likelyhood of profit > $10 97% likelyhood of profit > ($100) 98% likelyhood of profit > ($210) 98% likelyhood of profit > ($320) 98% likelyhood of profit > ($430) 99% likelyhood of profit > ($540) 99% likelyhood of profit > ($650) 99% likelyhood of profit > ($760) 99% likelyhood of profit > ($870) 99% likelyhood of profit > ($980)
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.