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) : $2,140    Probability of Exceeding Breakeven : 93%
 S&P 500 Annual Profit  ($10k always in the market) : $744    1 Sigma Profit Est. : $3,460
 Sharpe Ratio : 0.8    2 Sigma Profit Est. : $4,780
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: $744 2 sigma profit: $4,780 1 sigma profit: $3,460 Most likely profit: $2,140 0% likelyhood of profit > $6,100 0% likelyhood of profit > $5,980 0% likelyhood of profit > $5,860 0% likelyhood of profit > $5,740 0% likelyhood of profit > $5,620 1% likelyhood of profit > $5,500 1% likelyhood of profit > $5,380 1% likelyhood of profit > $5,260 1% likelyhood of profit > $5,140 2% likelyhood of profit > $5,020 2% likelyhood of profit > $4,900 3% likelyhood of profit > $4,780 4% likelyhood of profit > $4,660 4% likelyhood of profit > $4,540 5% likelyhood of profit > $4,420 6% likelyhood of profit > $4,300 7% likelyhood of profit > $4,180 8% likelyhood of profit > $4,060 10% likelyhood of profit > $3,940 12% likelyhood of profit > $3,820 13% likelyhood of profit > $3,700 15% likelyhood of profit > $3,580 17% likelyhood of profit > $3,460 20% likelyhood of profit > $3,340 22% likelyhood of profit > $3,220 25% likelyhood of profit > $3,100 27% likelyhood of profit > $2,980 30% likelyhood of profit > $2,860 34% likelyhood of profit > $2,740 37% likelyhood of profit > $2,620 40% likelyhood of profit > $2,500 43% likelyhood of profit > $2,380 47% likelyhood of profit > $2,260 50% likelyhood of profit > $2,140 54% likelyhood of profit > $2,020 57% likelyhood of profit > $1,900 61% likelyhood of profit > $1,780 64% likelyhood of profit > $1,660 67% likelyhood of profit > $1,540 70% likelyhood of profit > $1,420 73% likelyhood of profit > $1,300 76% likelyhood of profit > $1,180 78% likelyhood of profit > $1,060 81% likelyhood of profit > $940 83% likelyhood of profit > $820 85% likelyhood of profit > $700 87% likelyhood of profit > $580 89% likelyhood of profit > $460 90% likelyhood of profit > $340 92% likelyhood of profit > $220 93% likelyhood of profit > $100 94% likelyhood of profit > ($20) 95% likelyhood of profit > ($140) 96% likelyhood of profit > ($260) 96% likelyhood of profit > ($380) 97% likelyhood of profit > ($500) 97% likelyhood of profit > ($620) 98% likelyhood of profit > ($740) 98% likelyhood of profit > ($860) 98% likelyhood of profit > ($980) 99% likelyhood of profit > ($1,100) 99% likelyhood of profit > ($1,220) 99% likelyhood of profit > ($1,340) 99% likelyhood of profit > ($1,460) 99% likelyhood of profit > ($1,580) 99% likelyhood of profit > ($1,700)
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.