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) : $1,900    Probability of Exceeding Breakeven : 90%
 S&P 500 Annual Profit  ($10k always in the market) : $1,673    1 Sigma Profit Est. : $3,220
 Sharpe Ratio : 0.7    2 Sigma Profit Est. : $4,420
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: $1,673 2 sigma profit: $4,420 1 sigma profit: $3,220 Most likely profit: $1,900 0% likelyhood of profit > $5,740 0% likelyhood of profit > $5,620 0% likelyhood of profit > $5,500 0% likelyhood of profit > $5,380 0% likelyhood of profit > $5,260 1% likelyhood of profit > $5,140 1% likelyhood of profit > $5,020 1% likelyhood of profit > $4,900 2% likelyhood of profit > $4,780 2% likelyhood of profit > $4,660 3% likelyhood of profit > $4,540 3% likelyhood of profit > $4,420 4% likelyhood of profit > $4,300 5% likelyhood of profit > $4,180 6% likelyhood of profit > $4,060 7% likelyhood of profit > $3,940 8% likelyhood of profit > $3,820 9% likelyhood of profit > $3,700 11% likelyhood of profit > $3,580 13% likelyhood of profit > $3,460 15% likelyhood of profit > $3,340 17% likelyhood of profit > $3,220 19% likelyhood of profit > $3,100 21% likelyhood of profit > $2,980 24% likelyhood of profit > $2,860 27% likelyhood of profit > $2,740 30% likelyhood of profit > $2,620 33% likelyhood of profit > $2,500 36% likelyhood of profit > $2,380 39% likelyhood of profit > $2,260 43% likelyhood of profit > $2,140 46% likelyhood of profit > $2,020 50% likelyhood of profit > $1,900 53% likelyhood of profit > $1,780 56% likelyhood of profit > $1,660 60% likelyhood of profit > $1,540 63% likelyhood of profit > $1,420 66% likelyhood of profit > $1,300 69% likelyhood of profit > $1,180 72% likelyhood of profit > $1,060 75% likelyhood of profit > $940 78% likelyhood of profit > $820 80% likelyhood of profit > $700 83% likelyhood of profit > $580 85% likelyhood of profit > $460 87% likelyhood of profit > $340 88% likelyhood of profit > $220 90% likelyhood of profit > $100 91% likelyhood of profit > ($20) 93% likelyhood of profit > ($140) 94% likelyhood of profit > ($260) 95% likelyhood of profit > ($380) 95% likelyhood of profit > ($500) 96% likelyhood of profit > ($620) 97% likelyhood of profit > ($740) 97% likelyhood of profit > ($860) 98% likelyhood of profit > ($980) 98% likelyhood of profit > ($1,100) 98% likelyhood of profit > ($1,220) 99% likelyhood of profit > ($1,340) 99% likelyhood of profit > ($1,460) 99% likelyhood of profit > ($1,580) 99% likelyhood of profit > ($1,700) 99% likelyhood of profit > ($1,820)
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.