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) : $2,410    Probability of Exceeding Breakeven : 95%
 S&P 500 Annual Profit  ($10k always in the market) : $169    1 Sigma Profit Est. : $3,840
 Sharpe Ratio : 0.8    2 Sigma Profit Est. : $5,010
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: $169 2 sigma profit: $5,010 1 sigma profit: $3,840 Most likely profit: $2,410 0% likelyhood of profit > $6,440 0% likelyhood of profit > $6,310 0% likelyhood of profit > $6,180 0% likelyhood of profit > $6,050 0% likelyhood of profit > $5,920 1% likelyhood of profit > $5,790 1% likelyhood of profit > $5,660 1% likelyhood of profit > $5,530 2% likelyhood of profit > $5,400 2% likelyhood of profit > $5,270 3% likelyhood of profit > $5,140 3% likelyhood of profit > $5,010 4% likelyhood of profit > $4,880 5% likelyhood of profit > $4,750 6% likelyhood of profit > $4,620 8% likelyhood of profit > $4,490 9% likelyhood of profit > $4,360 11% likelyhood of profit > $4,230 12% likelyhood of profit > $4,100 15% likelyhood of profit > $3,970 17% likelyhood of profit > $3,840 19% likelyhood of profit > $3,710 22% likelyhood of profit > $3,580 24% likelyhood of profit > $3,450 28% likelyhood of profit > $3,320 31% likelyhood of profit > $3,190 34% likelyhood of profit > $3,060 38% likelyhood of profit > $2,930 41% likelyhood of profit > $2,800 45% likelyhood of profit > $2,670 48% likelyhood of profit > $2,540 52% likelyhood of profit > $2,410 56% likelyhood of profit > $2,280 59% likelyhood of profit > $2,150 63% likelyhood of profit > $2,020 66% likelyhood of profit > $1,890 69% likelyhood of profit > $1,760 72% likelyhood of profit > $1,630 75% likelyhood of profit > $1,500 78% likelyhood of profit > $1,370 80% likelyhood of profit > $1,240 83% likelyhood of profit > $1,110 85% likelyhood of profit > $980 87% likelyhood of profit > $850 89% likelyhood of profit > $720 90% likelyhood of profit > $590 92% likelyhood of profit > $460 93% likelyhood of profit > $330 94% likelyhood of profit > $200 95% likelyhood of profit > $70 96% likelyhood of profit > ($60) 97% likelyhood of profit > ($190) 97% likelyhood of profit > ($320) 98% likelyhood of profit > ($450) 98% likelyhood of profit > ($580) 98% likelyhood of profit > ($710) 99% likelyhood of profit > ($840) 99% likelyhood of profit > ($970) 99% likelyhood of profit > ($1,100) 99% likelyhood of profit > ($1,230) 99% likelyhood of profit > ($1,360)
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.