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) : $3,370    Probability of Exceeding Breakeven : 97%
 S&P 500 Annual Profit  ($10k always in the market) : $4,434    1 Sigma Profit Est. : $5,170
 Sharpe Ratio : 0.9    2 Sigma Profit Est. : $6,670
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: $4,434 2 sigma profit: $6,670 1 sigma profit: $5,170 Most likely profit: $3,370 0% likelyhood of profit > $8,470 0% likelyhood of profit > $8,320 0% likelyhood of profit > $8,170 0% likelyhood of profit > $8,020 0% likelyhood of profit > $7,870 0% likelyhood of profit > $7,720 1% likelyhood of profit > $7,570 1% likelyhood of profit > $7,420 1% likelyhood of profit > $7,270 2% likelyhood of profit > $7,120 2% likelyhood of profit > $6,970 3% likelyhood of profit > $6,820 3% likelyhood of profit > $6,670 4% likelyhood of profit > $6,520 5% likelyhood of profit > $6,370 6% likelyhood of profit > $6,220 7% likelyhood of profit > $6,070 8% likelyhood of profit > $5,920 10% likelyhood of profit > $5,770 11% likelyhood of profit > $5,620 13% likelyhood of profit > $5,470 15% likelyhood of profit > $5,320 17% likelyhood of profit > $5,170 19% likelyhood of profit > $5,020 21% likelyhood of profit > $4,870 24% likelyhood of profit > $4,720 27% likelyhood of profit > $4,570 29% likelyhood of profit > $4,420 32% likelyhood of profit > $4,270 36% likelyhood of profit > $4,120 39% likelyhood of profit > $3,970 42% likelyhood of profit > $3,820 46% likelyhood of profit > $3,670 49% likelyhood of profit > $3,520 52% likelyhood of profit > $3,370 56% likelyhood of profit > $3,220 59% likelyhood of profit > $3,070 63% likelyhood of profit > $2,920 66% likelyhood of profit > $2,770 69% likelyhood of profit > $2,620 72% likelyhood of profit > $2,470 75% likelyhood of profit > $2,320 77% likelyhood of profit > $2,170 80% likelyhood of profit > $2,020 82% likelyhood of profit > $1,870 84% likelyhood of profit > $1,720 86% likelyhood of profit > $1,570 88% likelyhood of profit > $1,420 89% likelyhood of profit > $1,270 91% likelyhood of profit > $1,120 92% likelyhood of profit > $970 93% likelyhood of profit > $820 94% likelyhood of profit > $670 95% likelyhood of profit > $520 96% likelyhood of profit > $370 96% likelyhood of profit > $220 97% likelyhood of profit > $70 97% likelyhood of profit > ($80) 98% likelyhood of profit > ($230) 98% likelyhood of profit > ($380) 98% likelyhood of profit > ($530) 99% likelyhood of profit > ($680) 99% likelyhood of profit > ($830) 99% likelyhood of profit > ($980) 99% likelyhood of profit > ($1,130) 99% likelyhood of profit > ($1,280)
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.