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) : $1,610    Probability of Exceeding Breakeven : 88%
 S&P 500 Annual Profit  ($10k always in the market) : $1,300    1 Sigma Profit Est. : $3,050
 Sharpe Ratio : 0.6    2 Sigma Profit Est. : $4,250
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: $1,300 2 sigma profit: $4,250 1 sigma profit: $3,050 Most likely profit: $1,610 0% likelyhood of profit > $5,570 0% likelyhood of profit > $5,450 0% likelyhood of profit > $5,330 0% likelyhood of profit > $5,210 0% likelyhood of profit > $5,090 1% likelyhood of profit > $4,970 1% likelyhood of profit > $4,850 1% likelyhood of profit > $4,730 1% likelyhood of profit > $4,610 2% likelyhood of profit > $4,490 2% likelyhood of profit > $4,370 3% likelyhood of profit > $4,250 4% likelyhood of profit > $4,130 4% likelyhood of profit > $4,010 5% likelyhood of profit > $3,890 6% likelyhood of profit > $3,770 7% likelyhood of profit > $3,650 9% likelyhood of profit > $3,530 10% likelyhood of profit > $3,410 12% likelyhood of profit > $3,290 14% likelyhood of profit > $3,170 16% likelyhood of profit > $3,050 18% likelyhood of profit > $2,930 20% likelyhood of profit > $2,810 23% likelyhood of profit > $2,690 25% likelyhood of profit > $2,570 28% likelyhood of profit > $2,450 31% likelyhood of profit > $2,330 34% likelyhood of profit > $2,210 37% likelyhood of profit > $2,090 41% likelyhood of profit > $1,970 44% likelyhood of profit > $1,850 48% likelyhood of profit > $1,730 51% likelyhood of profit > $1,610 55% likelyhood of profit > $1,490 58% likelyhood of profit > $1,370 61% likelyhood of profit > $1,250 65% likelyhood of profit > $1,130 68% likelyhood of profit > $1,010 71% likelyhood of profit > $890 74% likelyhood of profit > $770 76% likelyhood of profit > $650 79% likelyhood of profit > $530 81% likelyhood of profit > $410 84% likelyhood of profit > $290 86% likelyhood of profit > $170 88% likelyhood of profit > $50 89% likelyhood of profit > ($70) 91% likelyhood of profit > ($190) 92% likelyhood of profit > ($310) 93% likelyhood of profit > ($430) 94% likelyhood of profit > ($550) 95% likelyhood of profit > ($670) 96% likelyhood of profit > ($790) 97% likelyhood of profit > ($910) 97% likelyhood of profit > ($1,030) 98% likelyhood of profit > ($1,150) 98% likelyhood of profit > ($1,270) 98% likelyhood of profit > ($1,390) 98% likelyhood of profit > ($1,510) 99% likelyhood of profit > ($1,630) 99% likelyhood of profit > ($1,750) 99% likelyhood of profit > ($1,870) 99% likelyhood of profit > ($1,990) 99% likelyhood of profit > ($2,110)
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.