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) : $2,700    Probability of Exceeding Breakeven : 94%
 S&P 500 Annual Profit  ($10k always in the market) : $1,473    1 Sigma Profit Est. : $4,240
 Sharpe Ratio : 0.9    2 Sigma Profit Est. : $5,640
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: $1,473 2 sigma profit: $5,640 1 sigma profit: $4,240 Most likely profit: $2,700 0% likelyhood of profit > $7,180 0% likelyhood of profit > $7,040 0% likelyhood of profit > $6,900 0% likelyhood of profit > $6,760 0% likelyhood of profit > $6,620 1% likelyhood of profit > $6,480 1% likelyhood of profit > $6,340 1% likelyhood of profit > $6,200 2% likelyhood of profit > $6,060 2% likelyhood of profit > $5,920 3% likelyhood of profit > $5,780 3% likelyhood of profit > $5,640 4% likelyhood of profit > $5,500 5% likelyhood of profit > $5,360 6% likelyhood of profit > $5,220 7% likelyhood of profit > $5,080 8% likelyhood of profit > $4,940 10% likelyhood of profit > $4,800 11% likelyhood of profit > $4,660 13% likelyhood of profit > $4,520 15% likelyhood of profit > $4,380 17% likelyhood of profit > $4,240 19% likelyhood of profit > $4,100 22% likelyhood of profit > $3,960 24% likelyhood of profit > $3,820 27% likelyhood of profit > $3,680 30% likelyhood of profit > $3,540 33% likelyhood of profit > $3,400 37% likelyhood of profit > $3,260 40% likelyhood of profit > $3,120 43% likelyhood of profit > $2,980 46% likelyhood of profit > $2,840 50% likelyhood of profit > $2,700 53% likelyhood of profit > $2,560 57% likelyhood of profit > $2,420 60% likelyhood of profit > $2,280 63% likelyhood of profit > $2,140 67% likelyhood of profit > $2,000 70% likelyhood of profit > $1,860 73% likelyhood of profit > $1,720 75% likelyhood of profit > $1,580 78% likelyhood of profit > $1,440 80% likelyhood of profit > $1,300 83% likelyhood of profit > $1,160 85% likelyhood of profit > $1,020 87% likelyhood of profit > $880 88% likelyhood of profit > $740 90% likelyhood of profit > $600 91% likelyhood of profit > $460 92% likelyhood of profit > $320 93% likelyhood of profit > $180 94% likelyhood of profit > $40 95% likelyhood of profit > ($100) 96% likelyhood of profit > ($240) 96% likelyhood of profit > ($380) 97% likelyhood of profit > ($520) 97% likelyhood of profit > ($660) 98% likelyhood of profit > ($800) 98% likelyhood of profit > ($940) 98% likelyhood of profit > ($1,080) 99% likelyhood of profit > ($1,220) 99% likelyhood of profit > ($1,360) 99% likelyhood of profit > ($1,500) 99% likelyhood of profit > ($1,640) 99% likelyhood of profit > ($1,780)
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.