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) : $2,020    Probability of Exceeding Breakeven : 93%
 S&P 500 Annual Profit  ($10k always in the market) : $1,365    1 Sigma Profit Est. : $3,340
 Sharpe Ratio : 0.8    2 Sigma Profit Est. : $4,550
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: $1,365 2 sigma profit: $4,550 1 sigma profit: $3,340 Most likely profit: $2,020 0% likelyhood of profit > $5,870 0% likelyhood of profit > $5,760 0% likelyhood of profit > $5,650 0% likelyhood of profit > $5,540 0% likelyhood of profit > $5,430 0% likelyhood of profit > $5,320 1% likelyhood of profit > $5,210 1% likelyhood of profit > $5,100 1% likelyhood of profit > $4,990 2% likelyhood of profit > $4,880 2% likelyhood of profit > $4,770 3% likelyhood of profit > $4,660 3% likelyhood of profit > $4,550 4% likelyhood of profit > $4,440 5% likelyhood of profit > $4,330 5% likelyhood of profit > $4,220 6% likelyhood of profit > $4,110 7% likelyhood of profit > $4,000 9% likelyhood of profit > $3,890 10% likelyhood of profit > $3,780 12% likelyhood of profit > $3,670 13% likelyhood of profit > $3,560 15% likelyhood of profit > $3,450 17% likelyhood of profit > $3,340 19% likelyhood of profit > $3,230 21% likelyhood of profit > $3,120 24% likelyhood of profit > $3,010 26% likelyhood of profit > $2,900 29% likelyhood of profit > $2,790 32% likelyhood of profit > $2,680 35% likelyhood of profit > $2,570 38% likelyhood of profit > $2,460 41% likelyhood of profit > $2,350 44% likelyhood of profit > $2,240 47% likelyhood of profit > $2,130 50% likelyhood of profit > $2,020 53% likelyhood of profit > $1,910 57% likelyhood of profit > $1,800 60% likelyhood of profit > $1,690 63% likelyhood of profit > $1,580 66% likelyhood of profit > $1,470 69% likelyhood of profit > $1,360 72% likelyhood of profit > $1,250 74% likelyhood of profit > $1,140 77% likelyhood of profit > $1,030 79% likelyhood of profit > $920 81% likelyhood of profit > $810 83% likelyhood of profit > $700 85% likelyhood of profit > $590 87% likelyhood of profit > $480 89% likelyhood of profit > $370 90% likelyhood of profit > $260 92% likelyhood of profit > $150 93% likelyhood of profit > $40 94% likelyhood of profit > ($70) 95% likelyhood of profit > ($180) 95% likelyhood of profit > ($290) 96% likelyhood of profit > ($400) 97% likelyhood of profit > ($510) 97% likelyhood of profit > ($620) 98% likelyhood of profit > ($730) 98% likelyhood of profit > ($840) 98% likelyhood of profit > ($950) 98% likelyhood of profit > ($1,060) 99% likelyhood of profit > ($1,170) 99% likelyhood of profit > ($1,280) 99% likelyhood of profit > ($1,390) 99% likelyhood of profit > ($1,500) 99% likelyhood of profit > ($1,610)
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.