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) : $1,930    Probability of Exceeding Breakeven : 92%
 S&P 500 Annual Profit  ($10k always in the market) : $1,812    1 Sigma Profit Est. : $3,370
 Sharpe Ratio : 0.7    2 Sigma Profit Est. : $4,570
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: $1,812 2 sigma profit: $4,570 1 sigma profit: $3,370 Most likely profit: $1,930 0% likelyhood of profit > $6,010 0% likelyhood of profit > $5,890 0% likelyhood of profit > $5,770 0% likelyhood of profit > $5,650 0% likelyhood of profit > $5,530 1% likelyhood of profit > $5,410 1% likelyhood of profit > $5,290 1% likelyhood of profit > $5,170 1% likelyhood of profit > $5,050 2% likelyhood of profit > $4,930 2% likelyhood of profit > $4,810 3% likelyhood of profit > $4,690 3% likelyhood of profit > $4,570 4% likelyhood of profit > $4,450 5% likelyhood of profit > $4,330 6% likelyhood of profit > $4,210 7% likelyhood of profit > $4,090 8% likelyhood of profit > $3,970 10% likelyhood of profit > $3,850 11% likelyhood of profit > $3,730 13% likelyhood of profit > $3,610 15% likelyhood of profit > $3,490 17% likelyhood of profit > $3,370 19% likelyhood of profit > $3,250 22% likelyhood of profit > $3,130 24% likelyhood of profit > $3,010 27% likelyhood of profit > $2,890 30% likelyhood of profit > $2,770 33% likelyhood of profit > $2,650 36% likelyhood of profit > $2,530 39% likelyhood of profit > $2,410 42% likelyhood of profit > $2,290 46% likelyhood of profit > $2,170 49% likelyhood of profit > $2,050 53% likelyhood of profit > $1,930 56% likelyhood of profit > $1,810 59% likelyhood of profit > $1,690 62% likelyhood of profit > $1,570 66% likelyhood of profit > $1,450 69% likelyhood of profit > $1,330 72% likelyhood of profit > $1,210 75% likelyhood of profit > $1,090 77% likelyhood of profit > $970 80% likelyhood of profit > $850 82% likelyhood of profit > $730 84% likelyhood of profit > $610 86% likelyhood of profit > $490 88% likelyhood of profit > $370 90% likelyhood of profit > $250 91% likelyhood of profit > $130 92% likelyhood of profit > $10 93% likelyhood of profit > ($110) 94% likelyhood of profit > ($230) 95% likelyhood of profit > ($350) 96% likelyhood of profit > ($470) 97% likelyhood of profit > ($590) 97% likelyhood of profit > ($710) 98% likelyhood of profit > ($830) 98% likelyhood of profit > ($950) 98% likelyhood of profit > ($1,070) 98% likelyhood of profit > ($1,190) 99% likelyhood of profit > ($1,310) 99% likelyhood of profit > ($1,430) 99% likelyhood of profit > ($1,550) 99% likelyhood of profit > ($1,670)
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.