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) : $2,330    Probability of Exceeding Breakeven : 95%
 S&P 500 Annual Profit  ($10k always in the market) : $1,329    1 Sigma Profit Est. : $3,650
 Sharpe Ratio : 0.9    2 Sigma Profit Est. : $4,860
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: $1,329 2 sigma profit: $4,860 1 sigma profit: $3,650 Most likely profit: $2,330 0% likelyhood of profit > $6,180 0% likelyhood of profit > $6,070 0% likelyhood of profit > $5,960 0% likelyhood of profit > $5,850 0% likelyhood of profit > $5,740 1% likelyhood of profit > $5,630 1% likelyhood of profit > $5,520 1% likelyhood of profit > $5,410 1% likelyhood of profit > $5,300 2% likelyhood of profit > $5,190 2% likelyhood of profit > $5,080 3% likelyhood of profit > $4,970 3% likelyhood of profit > $4,860 4% likelyhood of profit > $4,750 5% likelyhood of profit > $4,640 5% likelyhood of profit > $4,530 6% likelyhood of profit > $4,420 7% likelyhood of profit > $4,310 9% likelyhood of profit > $4,200 10% likelyhood of profit > $4,090 11% likelyhood of profit > $3,980 13% likelyhood of profit > $3,870 15% likelyhood of profit > $3,760 17% likelyhood of profit > $3,650 19% likelyhood of profit > $3,540 21% likelyhood of profit > $3,430 24% likelyhood of profit > $3,320 26% likelyhood of profit > $3,210 29% likelyhood of profit > $3,100 31% likelyhood of profit > $2,990 34% likelyhood of profit > $2,880 37% likelyhood of profit > $2,770 40% likelyhood of profit > $2,660 44% likelyhood of profit > $2,550 47% likelyhood of profit > $2,440 50% likelyhood of profit > $2,330 53% likelyhood of profit > $2,220 56% likelyhood of profit > $2,110 59% likelyhood of profit > $2,000 62% likelyhood of profit > $1,890 65% likelyhood of profit > $1,780 68% likelyhood of profit > $1,670 71% likelyhood of profit > $1,560 74% likelyhood of profit > $1,450 76% likelyhood of profit > $1,340 78% likelyhood of profit > $1,230 81% likelyhood of profit > $1,120 83% likelyhood of profit > $1,010 85% likelyhood of profit > $900 87% likelyhood of profit > $790 88% likelyhood of profit > $680 90% likelyhood of profit > $570 91% likelyhood of profit > $460 92% likelyhood of profit > $350 93% likelyhood of profit > $240 94% likelyhood of profit > $130 95% likelyhood of profit > $20 95% likelyhood of profit > ($90) 96% likelyhood of profit > ($200) 97% likelyhood of profit > ($310) 97% likelyhood of profit > ($420) 98% likelyhood of profit > ($530) 98% likelyhood of profit > ($640) 98% likelyhood of profit > ($750) 99% likelyhood of profit > ($860) 99% likelyhood of profit > ($970) 99% likelyhood of profit > ($1,080) 99% likelyhood of profit > ($1,190) 99% likelyhood of profit > ($1,300) 99% likelyhood of profit > ($1,410)
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.