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) : $2,190    Probability of Exceeding Breakeven : 94%
 S&P 500 Annual Profit  ($10k always in the market) : $1,497    1 Sigma Profit Est. : $3,510
 Sharpe Ratio : 0.8    2 Sigma Profit Est. : $4,720
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: $1,497 2 sigma profit: $4,720 1 sigma profit: $3,510 Most likely profit: $2,190 0% likelyhood of profit > $6,040 0% likelyhood of profit > $5,930 0% likelyhood of profit > $5,820 0% likelyhood of profit > $5,710 0% likelyhood of profit > $5,600 0% likelyhood of profit > $5,490 1% likelyhood of profit > $5,380 1% likelyhood of profit > $5,270 1% likelyhood of profit > $5,160 2% likelyhood of profit > $5,050 2% likelyhood of profit > $4,940 2% likelyhood of profit > $4,830 3% likelyhood of profit > $4,720 4% likelyhood of profit > $4,610 4% likelyhood of profit > $4,500 5% likelyhood of profit > $4,390 6% likelyhood of profit > $4,280 7% likelyhood of profit > $4,170 9% likelyhood of profit > $4,060 10% likelyhood of profit > $3,950 12% likelyhood of profit > $3,840 13% likelyhood of profit > $3,730 15% likelyhood of profit > $3,620 17% likelyhood of profit > $3,510 19% likelyhood of profit > $3,400 21% likelyhood of profit > $3,290 24% likelyhood of profit > $3,180 27% likelyhood of profit > $3,070 29% likelyhood of profit > $2,960 32% likelyhood of profit > $2,850 35% likelyhood of profit > $2,740 38% likelyhood of profit > $2,630 41% likelyhood of profit > $2,520 44% likelyhood of profit > $2,410 48% likelyhood of profit > $2,300 51% likelyhood of profit > $2,190 54% likelyhood of profit > $2,080 57% likelyhood of profit > $1,970 61% likelyhood of profit > $1,860 64% likelyhood of profit > $1,750 67% likelyhood of profit > $1,640 70% likelyhood of profit > $1,530 73% likelyhood of profit > $1,420 75% likelyhood of profit > $1,310 78% likelyhood of profit > $1,200 80% likelyhood of profit > $1,090 82% likelyhood of profit > $980 84% likelyhood of profit > $870 86% likelyhood of profit > $760 88% likelyhood of profit > $650 89% likelyhood of profit > $540 91% likelyhood of profit > $430 92% likelyhood of profit > $320 93% likelyhood of profit > $210 94% likelyhood of profit > $100 95% likelyhood of profit > ($10) 96% likelyhood of profit > ($120) 96% likelyhood of profit > ($230) 97% likelyhood of profit > ($340) 97% likelyhood of profit > ($450) 98% likelyhood of profit > ($560) 98% likelyhood of profit > ($670) 98% likelyhood of profit > ($780) 99% likelyhood of profit > ($890) 99% likelyhood of profit > ($1,000) 99% likelyhood of profit > ($1,110) 99% likelyhood of profit > ($1,220) 99% likelyhood of profit > ($1,330)
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.