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) : $2,160    Probability of Exceeding Breakeven : 94%
 S&P 500 Annual Profit  ($10k always in the market) : $1,679    1 Sigma Profit Est. : $3,480
 Sharpe Ratio : 0.8    2 Sigma Profit Est. : $4,690
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: $1,679 2 sigma profit: $4,690 1 sigma profit: $3,480 Most likely profit: $2,160 0% likelyhood of profit > $6,010 0% likelyhood of profit > $5,900 0% likelyhood of profit > $5,790 0% likelyhood of profit > $5,680 0% likelyhood of profit > $5,570 1% likelyhood of profit > $5,460 1% likelyhood of profit > $5,350 1% likelyhood of profit > $5,240 1% likelyhood of profit > $5,130 2% likelyhood of profit > $5,020 2% likelyhood of profit > $4,910 3% likelyhood of profit > $4,800 3% likelyhood of profit > $4,690 4% likelyhood of profit > $4,580 5% likelyhood of profit > $4,470 6% likelyhood of profit > $4,360 7% likelyhood of profit > $4,250 8% likelyhood of profit > $4,140 9% likelyhood of profit > $4,030 10% likelyhood of profit > $3,920 12% likelyhood of profit > $3,810 13% likelyhood of profit > $3,700 15% likelyhood of profit > $3,590 17% likelyhood of profit > $3,480 19% likelyhood of profit > $3,370 21% likelyhood of profit > $3,260 24% likelyhood of profit > $3,150 27% likelyhood of profit > $3,040 29% likelyhood of profit > $2,930 32% likelyhood of profit > $2,820 35% likelyhood of profit > $2,710 38% likelyhood of profit > $2,600 41% likelyhood of profit > $2,490 44% likelyhood of profit > $2,380 48% likelyhood of profit > $2,270 51% likelyhood of profit > $2,160 54% likelyhood of profit > $2,050 57% likelyhood of profit > $1,940 60% likelyhood of profit > $1,830 63% likelyhood of profit > $1,720 67% likelyhood of profit > $1,610 69% likelyhood of profit > $1,500 72% likelyhood of profit > $1,390 75% likelyhood of profit > $1,280 78% likelyhood of profit > $1,170 80% likelyhood of profit > $1,060 82% likelyhood of profit > $950 84% likelyhood of profit > $840 86% likelyhood of profit > $730 88% likelyhood of profit > $620 89% likelyhood of profit > $510 91% likelyhood of profit > $400 92% likelyhood of profit > $290 93% likelyhood of profit > $180 94% likelyhood of profit > $70 95% likelyhood of profit > ($40) 96% likelyhood of profit > ($150) 96% likelyhood of profit > ($260) 97% likelyhood of profit > ($370) 97% likelyhood of profit > ($480) 98% likelyhood of profit > ($590) 98% likelyhood of profit > ($700) 98% likelyhood of profit > ($810) 98% likelyhood of profit > ($920) 99% likelyhood of profit > ($1,030) 99% likelyhood of profit > ($1,140) 99% likelyhood of profit > ($1,250) 99% likelyhood of profit > ($1,360) 99% likelyhood of profit > ($1,470)
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.