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) : $2,060    Probability of Exceeding Breakeven : 92%
 S&P 500 Annual Profit  ($10k always in the market) : ($497)    1 Sigma Profit Est. : $3,490
 Sharpe Ratio : 0.7    2 Sigma Profit Est. : $4,700
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: ($497) 2 sigma profit: $4,700 1 sigma profit: $3,490 Most likely profit: $2,060 0% likelyhood of profit > $6,130 0% likelyhood of profit > $6,020 0% likelyhood of profit > $5,910 0% likelyhood of profit > $5,800 0% likelyhood of profit > $5,690 1% likelyhood of profit > $5,580 1% likelyhood of profit > $5,470 1% likelyhood of profit > $5,360 1% likelyhood of profit > $5,250 2% likelyhood of profit > $5,140 2% likelyhood of profit > $5,030 2% likelyhood of profit > $4,920 3% likelyhood of profit > $4,810 3% likelyhood of profit > $4,700 4% likelyhood of profit > $4,590 5% likelyhood of profit > $4,480 6% likelyhood of profit > $4,370 7% likelyhood of profit > $4,260 8% likelyhood of profit > $4,150 9% likelyhood of profit > $4,040 10% likelyhood of profit > $3,930 12% likelyhood of profit > $3,820 13% likelyhood of profit > $3,710 15% likelyhood of profit > $3,600 17% likelyhood of profit > $3,490 19% likelyhood of profit > $3,380 21% likelyhood of profit > $3,270 24% likelyhood of profit > $3,160 26% likelyhood of profit > $3,050 29% likelyhood of profit > $2,940 31% likelyhood of profit > $2,830 34% likelyhood of profit > $2,720 37% likelyhood of profit > $2,610 40% likelyhood of profit > $2,500 43% likelyhood of profit > $2,390 46% likelyhood of profit > $2,280 49% likelyhood of profit > $2,170 52% likelyhood of profit > $2,060 55% likelyhood of profit > $1,950 58% likelyhood of profit > $1,840 61% likelyhood of profit > $1,730 64% likelyhood of profit > $1,620 67% likelyhood of profit > $1,510 69% likelyhood of profit > $1,400 72% likelyhood of profit > $1,290 75% likelyhood of profit > $1,180 77% likelyhood of profit > $1,070 79% likelyhood of profit > $960 82% likelyhood of profit > $850 83% likelyhood of profit > $740 85% likelyhood of profit > $630 87% likelyhood of profit > $520 88% likelyhood of profit > $410 90% likelyhood of profit > $300 91% likelyhood of profit > $190 92% likelyhood of profit > $80 93% likelyhood of profit > ($30) 94% likelyhood of profit > ($140) 95% likelyhood of profit > ($250) 96% likelyhood of profit > ($360) 96% likelyhood of profit > ($470) 97% likelyhood of profit > ($580) 97% likelyhood of profit > ($690) 98% likelyhood of profit > ($800) 98% likelyhood of profit > ($910) 98% likelyhood of profit > ($1,020) 98% likelyhood of profit > ($1,130) 99% likelyhood of profit > ($1,240) 99% likelyhood of profit > ($1,350) 99% likelyhood of profit > ($1,460) 99% likelyhood of profit > ($1,570) 99% likelyhood of profit > ($1,680) 99% likelyhood of profit > ($1,790)
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.