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) : $2,380    Probability of Exceeding Breakeven : 94%
 S&P 500 Annual Profit  ($10k always in the market) : $353    1 Sigma Profit Est. : $3,820
 Sharpe Ratio : 0.8    2 Sigma Profit Est. : $5,020
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: $353 2 sigma profit: $5,020 1 sigma profit: $3,820 Most likely profit: $2,380 0% likelyhood of profit > $6,460 0% likelyhood of profit > $6,340 0% likelyhood of profit > $6,220 0% likelyhood of profit > $6,100 0% likelyhood of profit > $5,980 1% likelyhood of profit > $5,860 1% likelyhood of profit > $5,740 1% likelyhood of profit > $5,620 1% likelyhood of profit > $5,500 2% likelyhood of profit > $5,380 2% likelyhood of profit > $5,260 3% likelyhood of profit > $5,140 3% likelyhood of profit > $5,020 4% likelyhood of profit > $4,900 5% likelyhood of profit > $4,780 6% likelyhood of profit > $4,660 7% likelyhood of profit > $4,540 8% likelyhood of profit > $4,420 10% likelyhood of profit > $4,300 11% likelyhood of profit > $4,180 13% likelyhood of profit > $4,060 15% likelyhood of profit > $3,940 16% likelyhood of profit > $3,820 19% likelyhood of profit > $3,700 21% likelyhood of profit > $3,580 24% likelyhood of profit > $3,460 26% likelyhood of profit > $3,340 29% likelyhood of profit > $3,220 32% likelyhood of profit > $3,100 35% likelyhood of profit > $2,980 38% likelyhood of profit > $2,860 41% likelyhood of profit > $2,740 45% likelyhood of profit > $2,620 48% likelyhood of profit > $2,500 51% likelyhood of profit > $2,380 55% likelyhood of profit > $2,260 58% likelyhood of profit > $2,140 61% likelyhood of profit > $2,020 64% likelyhood of profit > $1,900 67% likelyhood of profit > $1,780 70% likelyhood of profit > $1,660 73% likelyhood of profit > $1,540 76% likelyhood of profit > $1,420 78% likelyhood of profit > $1,300 81% likelyhood of profit > $1,180 83% likelyhood of profit > $1,060 85% likelyhood of profit > $940 87% likelyhood of profit > $820 88% likelyhood of profit > $700 90% likelyhood of profit > $580 91% likelyhood of profit > $460 92% likelyhood of profit > $340 93% likelyhood of profit > $220 94% likelyhood of profit > $100 95% likelyhood of profit > ($20) 96% likelyhood of profit > ($140) 97% likelyhood of profit > ($260) 97% likelyhood of profit > ($380) 97% likelyhood of profit > ($500) 98% likelyhood of profit > ($620) 98% likelyhood of profit > ($740) 98% likelyhood of profit > ($860) 99% likelyhood of profit > ($980) 99% likelyhood of profit > ($1,100) 99% likelyhood of profit > ($1,220) 99% likelyhood of profit > ($1,340)
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.