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) : $2,230    Probability of Exceeding Breakeven : 94%
 S&P 500 Annual Profit  ($10k always in the market) : $615    1 Sigma Profit Est. : $3,550
 Sharpe Ratio : 0.8    2 Sigma Profit Est. : $4,750
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: $615 2 sigma profit: $4,750 1 sigma profit: $3,550 Most likely profit: $2,230 0% likelyhood of profit > $6,190 0% likelyhood of profit > $6,070 0% likelyhood of profit > $5,950 0% likelyhood of profit > $5,830 0% likelyhood of profit > $5,710 1% likelyhood of profit > $5,590 1% likelyhood of profit > $5,470 1% likelyhood of profit > $5,350 1% likelyhood of profit > $5,230 2% likelyhood of profit > $5,110 2% likelyhood of profit > $4,990 3% likelyhood of profit > $4,870 3% likelyhood of profit > $4,750 4% likelyhood of profit > $4,630 5% likelyhood of profit > $4,510 6% likelyhood of profit > $4,390 7% likelyhood of profit > $4,270 9% likelyhood of profit > $4,150 10% likelyhood of profit > $4,030 12% likelyhood of profit > $3,910 13% likelyhood of profit > $3,790 15% likelyhood of profit > $3,670 17% likelyhood of profit > $3,550 20% likelyhood of profit > $3,430 22% likelyhood of profit > $3,310 25% likelyhood of profit > $3,190 28% likelyhood of profit > $3,070 31% likelyhood of profit > $2,950 34% likelyhood of profit > $2,830 37% likelyhood of profit > $2,710 40% likelyhood of profit > $2,590 43% likelyhood of profit > $2,470 47% likelyhood of profit > $2,350 50% likelyhood of profit > $2,230 53% likelyhood of profit > $2,110 57% likelyhood of profit > $1,990 60% likelyhood of profit > $1,870 63% likelyhood of profit > $1,750 66% likelyhood of profit > $1,630 69% likelyhood of profit > $1,510 73% likelyhood of profit > $1,390 75% likelyhood of profit > $1,270 78% likelyhood of profit > $1,150 80% likelyhood of profit > $1,030 83% likelyhood of profit > $910 85% likelyhood of profit > $790 87% likelyhood of profit > $670 88% likelyhood of profit > $550 90% likelyhood of profit > $430 91% likelyhood of profit > $310 93% likelyhood of profit > $190 94% likelyhood of profit > $70 95% likelyhood of profit > ($50) 95% likelyhood of profit > ($170) 96% likelyhood of profit > ($290) 97% likelyhood of profit > ($410) 97% likelyhood of profit > ($530) 98% likelyhood of profit > ($650) 98% likelyhood of profit > ($770) 98% likelyhood of profit > ($890) 99% likelyhood of profit > ($1,010) 99% likelyhood of profit > ($1,130) 99% likelyhood of profit > ($1,250) 99% likelyhood of profit > ($1,370) 99% likelyhood of profit > ($1,490)
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.