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) : $2,170    Probability of Exceeding Breakeven : 94%
 S&P 500 Annual Profit  ($10k always in the market) : $2,458    1 Sigma Profit Est. : $3,610
 Sharpe Ratio : 0.8    2 Sigma Profit Est. : $4,810
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: $2,458 2 sigma profit: $4,810 1 sigma profit: $3,610 Most likely profit: $2,170 0% likelyhood of profit > $6,250 0% likelyhood of profit > $6,130 0% likelyhood of profit > $6,010 0% likelyhood of profit > $5,890 0% likelyhood of profit > $5,770 0% likelyhood of profit > $5,650 1% likelyhood of profit > $5,530 1% likelyhood of profit > $5,410 1% likelyhood of profit > $5,290 2% likelyhood of profit > $5,170 2% likelyhood of profit > $5,050 3% likelyhood of profit > $4,930 3% likelyhood of profit > $4,810 4% likelyhood of profit > $4,690 5% likelyhood of profit > $4,570 6% likelyhood of profit > $4,450 7% likelyhood of profit > $4,330 8% likelyhood of profit > $4,210 9% likelyhood of profit > $4,090 11% likelyhood of profit > $3,970 12% likelyhood of profit > $3,850 14% likelyhood of profit > $3,730 16% likelyhood of profit > $3,610 18% likelyhood of profit > $3,490 21% likelyhood of profit > $3,370 23% likelyhood of profit > $3,250 26% likelyhood of profit > $3,130 29% likelyhood of profit > $3,010 32% likelyhood of profit > $2,890 35% likelyhood of profit > $2,770 38% likelyhood of profit > $2,650 42% likelyhood of profit > $2,530 45% likelyhood of profit > $2,410 48% likelyhood of profit > $2,290 52% likelyhood of profit > $2,170 55% likelyhood of profit > $2,050 58% likelyhood of profit > $1,930 62% likelyhood of profit > $1,810 65% likelyhood of profit > $1,690 68% likelyhood of profit > $1,570 71% likelyhood of profit > $1,450 74% likelyhood of profit > $1,330 76% likelyhood of profit > $1,210 79% likelyhood of profit > $1,090 81% likelyhood of profit > $970 84% likelyhood of profit > $850 86% likelyhood of profit > $730 87% likelyhood of profit > $610 89% likelyhood of profit > $490 91% likelyhood of profit > $370 92% likelyhood of profit > $250 93% likelyhood of profit > $130 94% likelyhood of profit > $10 95% likelyhood of profit > ($110) 96% likelyhood of profit > ($230) 96% likelyhood of profit > ($350) 97% likelyhood of profit > ($470) 97% likelyhood of profit > ($590) 98% likelyhood of profit > ($710) 98% likelyhood of profit > ($830) 98% likelyhood of profit > ($950) 99% likelyhood of profit > ($1,070) 99% likelyhood of profit > ($1,190) 99% likelyhood of profit > ($1,310) 99% likelyhood of profit > ($1,430) 99% likelyhood of profit > ($1,550)
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.