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) : $2,800    Probability of Exceeding Breakeven : 94%
 S&P 500 Annual Profit  ($10k always in the market) : $2,897    1 Sigma Profit Est. : $4,600
 Sharpe Ratio : 0.8    2 Sigma Profit Est. : $6,100
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: $2,897 2 sigma profit: $6,100 1 sigma profit: $4,600 Most likely profit: $2,800 0% likelyhood of profit > $7,750 0% likelyhood of profit > $7,600 0% likelyhood of profit > $7,450 0% likelyhood of profit > $7,300 0% likelyhood of profit > $7,150 1% likelyhood of profit > $7,000 1% likelyhood of profit > $6,850 1% likelyhood of profit > $6,700 2% likelyhood of profit > $6,550 2% likelyhood of profit > $6,400 3% likelyhood of profit > $6,250 3% likelyhood of profit > $6,100 4% likelyhood of profit > $5,950 5% likelyhood of profit > $5,800 6% likelyhood of profit > $5,650 7% likelyhood of profit > $5,500 8% likelyhood of profit > $5,350 9% likelyhood of profit > $5,200 11% likelyhood of profit > $5,050 12% likelyhood of profit > $4,900 14% likelyhood of profit > $4,750 16% likelyhood of profit > $4,600 18% likelyhood of profit > $4,450 21% likelyhood of profit > $4,300 23% likelyhood of profit > $4,150 26% likelyhood of profit > $4,000 29% likelyhood of profit > $3,850 32% likelyhood of profit > $3,700 35% likelyhood of profit > $3,550 38% likelyhood of profit > $3,400 42% likelyhood of profit > $3,250 45% likelyhood of profit > $3,100 49% likelyhood of profit > $2,950 52% likelyhood of profit > $2,800 56% likelyhood of profit > $2,650 59% likelyhood of profit > $2,500 62% likelyhood of profit > $2,350 65% likelyhood of profit > $2,200 69% likelyhood of profit > $2,050 72% likelyhood of profit > $1,900 74% likelyhood of profit > $1,750 77% likelyhood of profit > $1,600 80% likelyhood of profit > $1,450 82% likelyhood of profit > $1,300 84% likelyhood of profit > $1,150 86% likelyhood of profit > $1,000 88% likelyhood of profit > $850 89% likelyhood of profit > $700 91% likelyhood of profit > $550 92% likelyhood of profit > $400 93% likelyhood of profit > $250 94% likelyhood of profit > $100 95% likelyhood of profit > ($50) 96% likelyhood of profit > ($200) 97% likelyhood of profit > ($350) 97% likelyhood of profit > ($500) 97% likelyhood of profit > ($650) 98% likelyhood of profit > ($800) 98% likelyhood of profit > ($950) 98% likelyhood of profit > ($1,100) 99% likelyhood of profit > ($1,250) 99% likelyhood of profit > ($1,400) 99% likelyhood of profit > ($1,550) 99% likelyhood of profit > ($1,700)
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.