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) : $2,720    Probability of Exceeding Breakeven : 95%
 S&P 500 Annual Profit  ($10k always in the market) : $1,570    1 Sigma Profit Est. : $4,520
 Sharpe Ratio : 0.8    2 Sigma Profit Est. : $6,020
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: $1,570 2 sigma profit: $6,020 1 sigma profit: $4,520 Most likely profit: $2,720 0% likelyhood of profit > $7,670 0% likelyhood of profit > $7,520 0% likelyhood of profit > $7,370 0% likelyhood of profit > $7,220 0% likelyhood of profit > $7,070 0% likelyhood of profit > $6,920 1% likelyhood of profit > $6,770 1% likelyhood of profit > $6,620 1% likelyhood of profit > $6,470 2% likelyhood of profit > $6,320 2% likelyhood of profit > $6,170 3% likelyhood of profit > $6,020 4% likelyhood of profit > $5,870 4% likelyhood of profit > $5,720 5% likelyhood of profit > $5,570 6% likelyhood of profit > $5,420 7% likelyhood of profit > $5,270 9% likelyhood of profit > $5,120 10% likelyhood of profit > $4,970 12% likelyhood of profit > $4,820 14% likelyhood of profit > $4,670 16% likelyhood of profit > $4,520 18% likelyhood of profit > $4,370 20% likelyhood of profit > $4,220 23% likelyhood of profit > $4,070 26% likelyhood of profit > $3,920 29% likelyhood of profit > $3,770 32% likelyhood of profit > $3,620 35% likelyhood of profit > $3,470 38% likelyhood of profit > $3,320 41% likelyhood of profit > $3,170 45% likelyhood of profit > $3,020 48% likelyhood of profit > $2,870 52% likelyhood of profit > $2,720 56% likelyhood of profit > $2,570 59% likelyhood of profit > $2,420 62% likelyhood of profit > $2,270 66% likelyhood of profit > $2,120 69% likelyhood of profit > $1,970 72% likelyhood of profit > $1,820 75% likelyhood of profit > $1,670 78% likelyhood of profit > $1,520 80% likelyhood of profit > $1,370 83% likelyhood of profit > $1,220 85% likelyhood of profit > $1,070 87% likelyhood of profit > $920 89% likelyhood of profit > $770 90% likelyhood of profit > $620 92% likelyhood of profit > $470 93% likelyhood of profit > $320 94% likelyhood of profit > $170 95% likelyhood of profit > $20 96% likelyhood of profit > ($130) 96% likelyhood of profit > ($280) 97% likelyhood of profit > ($430) 98% likelyhood of profit > ($580) 98% likelyhood of profit > ($730) 98% likelyhood of profit > ($880) 99% likelyhood of profit > ($1,030) 99% likelyhood of profit > ($1,180) 99% likelyhood of profit > ($1,330) 99% likelyhood of profit > ($1,480) 99% likelyhood of profit > ($1,630)
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.