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) : $1,620    Probability of Exceeding Breakeven : 87%
 S&P 500 Annual Profit  ($10k always in the market) : $1,801    1 Sigma Profit Est. : $2,940
 Sharpe Ratio : 0.6    2 Sigma Profit Est. : $4,150
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: $1,801 2 sigma profit: $4,150 1 sigma profit: $2,940 Most likely profit: $1,620 0% likelyhood of profit > $5,470 0% likelyhood of profit > $5,360 0% likelyhood of profit > $5,250 0% likelyhood of profit > $5,140 0% likelyhood of profit > $5,030 1% likelyhood of profit > $4,920 1% likelyhood of profit > $4,810 1% likelyhood of profit > $4,700 1% likelyhood of profit > $4,590 2% likelyhood of profit > $4,480 2% likelyhood of profit > $4,370 3% likelyhood of profit > $4,260 3% likelyhood of profit > $4,150 4% likelyhood of profit > $4,040 5% likelyhood of profit > $3,930 5% likelyhood of profit > $3,820 6% likelyhood of profit > $3,710 7% likelyhood of profit > $3,600 9% likelyhood of profit > $3,490 10% likelyhood of profit > $3,380 11% likelyhood of profit > $3,270 13% likelyhood of profit > $3,160 15% likelyhood of profit > $3,050 17% likelyhood of profit > $2,940 19% likelyhood of profit > $2,830 21% likelyhood of profit > $2,720 23% likelyhood of profit > $2,610 26% likelyhood of profit > $2,500 29% likelyhood of profit > $2,390 32% likelyhood of profit > $2,280 35% likelyhood of profit > $2,170 38% likelyhood of profit > $2,060 41% likelyhood of profit > $1,950 44% likelyhood of profit > $1,840 47% likelyhood of profit > $1,730 50% likelyhood of profit > $1,620 53% likelyhood of profit > $1,510 57% likelyhood of profit > $1,400 60% likelyhood of profit > $1,290 63% likelyhood of profit > $1,180 66% likelyhood of profit > $1,070 69% likelyhood of profit > $960 71% likelyhood of profit > $850 74% likelyhood of profit > $740 76% likelyhood of profit > $630 79% likelyhood of profit > $520 81% likelyhood of profit > $410 83% likelyhood of profit > $300 85% likelyhood of profit > $190 87% likelyhood of profit > $80 89% likelyhood of profit > ($30) 90% likelyhood of profit > ($140) 91% likelyhood of profit > ($250) 92% likelyhood of profit > ($360) 93% likelyhood of profit > ($470) 94% likelyhood of profit > ($580) 95% likelyhood of profit > ($690) 96% likelyhood of profit > ($800) 97% likelyhood of profit > ($910) 97% likelyhood of profit > ($1,020) 97% likelyhood of profit > ($1,130) 98% likelyhood of profit > ($1,240) 98% likelyhood of profit > ($1,350) 98% likelyhood of profit > ($1,460) 99% likelyhood of profit > ($1,570) 99% likelyhood of profit > ($1,680) 99% likelyhood of profit > ($1,790) 99% likelyhood of profit > ($1,900) 99% likelyhood of profit > ($2,010)
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.