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) : $1,750    Probability of Exceeding Breakeven : 86%
 S&P 500 Annual Profit  ($10k always in the market) : ($1,394)    1 Sigma Profit Est. : $3,150
 Sharpe Ratio : 0.6    2 Sigma Profit Est. : $4,550
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: ($1,394) 2 sigma profit: $4,550 1 sigma profit: $3,150 Most likely profit: $1,750 0% likelyhood of profit > $5,950 0% likelyhood of profit > $5,810 0% likelyhood of profit > $5,670 0% likelyhood of profit > $5,530 0% likelyhood of profit > $5,390 1% likelyhood of profit > $5,250 1% likelyhood of profit > $5,110 1% likelyhood of profit > $4,970 2% likelyhood of profit > $4,830 2% likelyhood of profit > $4,690 3% likelyhood of profit > $4,550 4% likelyhood of profit > $4,410 5% likelyhood of profit > $4,270 6% likelyhood of profit > $4,130 7% likelyhood of profit > $3,990 8% likelyhood of profit > $3,850 10% likelyhood of profit > $3,710 11% likelyhood of profit > $3,570 13% likelyhood of profit > $3,430 15% likelyhood of profit > $3,290 18% likelyhood of profit > $3,150 20% likelyhood of profit > $3,010 23% likelyhood of profit > $2,870 26% likelyhood of profit > $2,730 29% likelyhood of profit > $2,590 32% likelyhood of profit > $2,450 36% likelyhood of profit > $2,310 39% likelyhood of profit > $2,170 43% likelyhood of profit > $2,030 46% likelyhood of profit > $1,890 50% likelyhood of profit > $1,750 54% likelyhood of profit > $1,610 57% likelyhood of profit > $1,470 61% likelyhood of profit > $1,330 64% likelyhood of profit > $1,190 68% likelyhood of profit > $1,050 71% likelyhood of profit > $910 74% likelyhood of profit > $770 76% likelyhood of profit > $630 79% likelyhood of profit > $490 82% likelyhood of profit > $350 84% likelyhood of profit > $210 86% likelyhood of profit > $70 88% likelyhood of profit > ($70) 90% likelyhood of profit > ($210) 91% likelyhood of profit > ($350) 92% likelyhood of profit > ($490) 94% likelyhood of profit > ($630) 95% likelyhood of profit > ($770) 95% likelyhood of profit > ($910) 96% likelyhood of profit > ($1,050) 97% likelyhood of profit > ($1,190) 97% likelyhood of profit > ($1,330) 98% likelyhood of profit > ($1,470) 98% likelyhood of profit > ($1,610) 98% likelyhood of profit > ($1,750) 99% likelyhood of profit > ($1,890) 99% likelyhood of profit > ($2,030) 99% likelyhood of profit > ($2,170) 99% likelyhood of profit > ($2,310) 99% likelyhood of profit > ($2,450) 99% likelyhood of profit > ($2,590)
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.