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) : $1,780    Probability of Exceeding Breakeven : 85%
 S&P 500 Annual Profit  ($10k always in the market) : $1,123    1 Sigma Profit Est. : $3,430
 Sharpe Ratio : 0.5    2 Sigma Profit Est. : $4,930
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: $1,123 2 sigma profit: $4,930 1 sigma profit: $3,430 Most likely profit: $1,780 0% likelyhood of profit > $6,580 0% likelyhood of profit > $6,430 0% likelyhood of profit > $6,280 0% likelyhood of profit > $6,130 0% likelyhood of profit > $5,980 1% likelyhood of profit > $5,830 1% likelyhood of profit > $5,680 1% likelyhood of profit > $5,530 2% likelyhood of profit > $5,380 2% likelyhood of profit > $5,230 3% likelyhood of profit > $5,080 3% likelyhood of profit > $4,930 4% likelyhood of profit > $4,780 5% likelyhood of profit > $4,630 6% likelyhood of profit > $4,480 7% likelyhood of profit > $4,330 8% likelyhood of profit > $4,180 10% likelyhood of profit > $4,030 11% likelyhood of profit > $3,880 13% likelyhood of profit > $3,730 15% likelyhood of profit > $3,580 17% likelyhood of profit > $3,430 20% likelyhood of profit > $3,280 22% likelyhood of profit > $3,130 25% likelyhood of profit > $2,980 28% likelyhood of profit > $2,830 31% likelyhood of profit > $2,680 35% likelyhood of profit > $2,530 38% likelyhood of profit > $2,380 42% likelyhood of profit > $2,230 45% likelyhood of profit > $2,080 49% likelyhood of profit > $1,930 52% likelyhood of profit > $1,780 56% likelyhood of profit > $1,630 59% likelyhood of profit > $1,480 63% likelyhood of profit > $1,330 66% likelyhood of profit > $1,180 69% likelyhood of profit > $1,030 72% likelyhood of profit > $880 75% likelyhood of profit > $730 78% likelyhood of profit > $580 80% likelyhood of profit > $430 83% likelyhood of profit > $280 85% likelyhood of profit > $130 87% likelyhood of profit > ($20) 89% likelyhood of profit > ($170) 91% likelyhood of profit > ($320) 92% likelyhood of profit > ($470) 93% likelyhood of profit > ($620) 94% likelyhood of profit > ($770) 95% likelyhood of profit > ($920) 96% likelyhood of profit > ($1,070) 96% likelyhood of profit > ($1,220) 97% likelyhood of profit > ($1,370) 97% likelyhood of profit > ($1,520) 98% likelyhood of profit > ($1,670) 98% likelyhood of profit > ($1,820) 98% likelyhood of profit > ($1,970) 99% likelyhood of profit > ($2,120) 99% likelyhood of profit > ($2,270) 99% likelyhood of profit > ($2,420) 99% likelyhood of profit > ($2,570) 99% likelyhood of profit > ($2,720)
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.