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) : $1,950    Probability of Exceeding Breakeven : 92%
 S&P 500 Annual Profit  ($10k always in the market) : $1,604    1 Sigma Profit Est. : $3,270
 Sharpe Ratio : 0.7    2 Sigma Profit Est. : $4,480
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: $1,604 2 sigma profit: $4,480 1 sigma profit: $3,270 Most likely profit: $1,950 0% likelyhood of profit > $5,910 0% likelyhood of profit > $5,800 0% likelyhood of profit > $5,690 0% likelyhood of profit > $5,580 0% likelyhood of profit > $5,470 0% likelyhood of profit > $5,360 1% likelyhood of profit > $5,250 1% likelyhood of profit > $5,140 1% likelyhood of profit > $5,030 1% likelyhood of profit > $4,920 2% likelyhood of profit > $4,810 2% likelyhood of profit > $4,700 3% likelyhood of profit > $4,590 3% likelyhood of profit > $4,480 4% likelyhood of profit > $4,370 5% likelyhood of profit > $4,260 6% likelyhood of profit > $4,150 7% likelyhood of profit > $4,040 8% likelyhood of profit > $3,930 9% likelyhood of profit > $3,820 10% likelyhood of profit > $3,710 12% likelyhood of profit > $3,600 14% likelyhood of profit > $3,490 15% likelyhood of profit > $3,380 17% likelyhood of profit > $3,270 20% likelyhood of profit > $3,160 22% likelyhood of profit > $3,050 24% likelyhood of profit > $2,940 27% likelyhood of profit > $2,830 29% likelyhood of profit > $2,720 32% likelyhood of profit > $2,610 35% likelyhood of profit > $2,500 38% likelyhood of profit > $2,390 41% likelyhood of profit > $2,280 44% likelyhood of profit > $2,170 48% likelyhood of profit > $2,060 51% likelyhood of profit > $1,950 54% likelyhood of profit > $1,840 57% likelyhood of profit > $1,730 61% likelyhood of profit > $1,620 64% likelyhood of profit > $1,510 67% likelyhood of profit > $1,400 69% likelyhood of profit > $1,290 72% likelyhood of profit > $1,180 75% likelyhood of profit > $1,070 77% likelyhood of profit > $960 80% likelyhood of profit > $850 82% likelyhood of profit > $740 84% likelyhood of profit > $630 86% likelyhood of profit > $520 87% likelyhood of profit > $410 89% likelyhood of profit > $300 90% 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)
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.