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) : $1,440    Probability of Exceeding Breakeven : 84%
 S&P 500 Annual Profit  ($10k always in the market) : $591    1 Sigma Profit Est. : $2,760
 Sharpe Ratio : 0.5    2 Sigma Profit Est. : $4,080
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: $591 2 sigma profit: $4,080 1 sigma profit: $2,760 Most likely profit: $1,440 0% likelyhood of profit > $5,520 0% likelyhood of profit > $5,400 0% likelyhood of profit > $5,280 0% likelyhood of profit > $5,160 0% likelyhood of profit > $5,040 0% likelyhood of profit > $4,920 1% likelyhood of profit > $4,800 1% likelyhood of profit > $4,680 1% likelyhood of profit > $4,560 2% likelyhood of profit > $4,440 2% likelyhood of profit > $4,320 2% likelyhood of profit > $4,200 3% likelyhood of profit > $4,080 4% likelyhood of profit > $3,960 5% likelyhood of profit > $3,840 5% likelyhood of profit > $3,720 6% likelyhood of profit > $3,600 7% likelyhood of profit > $3,480 9% likelyhood of profit > $3,360 10% likelyhood of profit > $3,240 12% likelyhood of profit > $3,120 14% likelyhood of profit > $3,000 15% likelyhood of profit > $2,880 17% likelyhood of profit > $2,760 20% likelyhood of profit > $2,640 22% likelyhood of profit > $2,520 25% likelyhood of profit > $2,400 27% likelyhood of profit > $2,280 30% likelyhood of profit > $2,160 33% likelyhood of profit > $2,040 36% likelyhood of profit > $1,920 39% likelyhood of profit > $1,800 43% likelyhood of profit > $1,680 46% likelyhood of profit > $1,560 50% likelyhood of profit > $1,440 53% likelyhood of profit > $1,320 56% likelyhood of profit > $1,200 59% likelyhood of profit > $1,080 63% likelyhood of profit > $960 66% likelyhood of profit > $840 69% likelyhood of profit > $720 72% likelyhood of profit > $600 75% likelyhood of profit > $480 77% likelyhood of profit > $360 80% likelyhood of profit > $240 82% likelyhood of profit > $120 84% likelyhood of profit > $0 86% likelyhood of profit > ($120) 88% likelyhood of profit > ($240) 89% likelyhood of profit > ($360) 91% likelyhood of profit > ($480) 92% likelyhood of profit > ($600) 93% likelyhood of profit > ($720) 94% likelyhood of profit > ($840) 95% likelyhood of profit > ($960) 96% likelyhood of profit > ($1,080) 96% likelyhood of profit > ($1,200) 97% likelyhood of profit > ($1,320) 97% likelyhood of profit > ($1,440) 98% likelyhood of profit > ($1,560) 98% likelyhood of profit > ($1,680) 98% likelyhood of profit > ($1,800) 99% likelyhood of profit > ($1,920) 99% likelyhood of profit > ($2,040) 99% likelyhood of profit > ($2,160) 99% likelyhood of profit > ($2,280) 99% likelyhood of profit > ($2,400)
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.