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) : $1,890    Probability of Exceeding Breakeven : 91%
 S&P 500 Annual Profit  ($10k always in the market) : $1,722    1 Sigma Profit Est. : $3,210
 Sharpe Ratio : 0.7    2 Sigma Profit Est. : $4,420
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: $1,722 2 sigma profit: $4,420 1 sigma profit: $3,210 Most likely profit: $1,890 0% likelyhood of profit > $5,740 0% likelyhood of profit > $5,630 0% likelyhood of profit > $5,520 0% likelyhood of profit > $5,410 0% likelyhood of profit > $5,300 0% likelyhood of profit > $5,190 1% likelyhood of profit > $5,080 1% likelyhood of profit > $4,970 1% likelyhood of profit > $4,860 2% likelyhood of profit > $4,750 2% likelyhood of profit > $4,640 2% likelyhood of profit > $4,530 3% likelyhood of profit > $4,420 4% likelyhood of profit > $4,310 4% likelyhood of profit > $4,200 5% likelyhood of profit > $4,090 6% likelyhood of profit > $3,980 7% likelyhood of profit > $3,870 9% likelyhood of profit > $3,760 10% likelyhood of profit > $3,650 11% likelyhood of profit > $3,540 13% likelyhood of profit > $3,430 15% likelyhood of profit > $3,320 17% likelyhood of profit > $3,210 19% likelyhood of profit > $3,100 21% likelyhood of profit > $2,990 24% likelyhood of profit > $2,880 26% likelyhood of profit > $2,770 29% likelyhood of profit > $2,660 32% likelyhood of profit > $2,550 35% likelyhood of profit > $2,440 38% likelyhood of profit > $2,330 41% likelyhood of profit > $2,220 44% likelyhood of profit > $2,110 47% likelyhood of profit > $2,000 50% likelyhood of profit > $1,890 54% likelyhood of profit > $1,780 57% likelyhood of profit > $1,670 60% likelyhood of profit > $1,560 63% likelyhood of profit > $1,450 66% likelyhood of profit > $1,340 69% likelyhood of profit > $1,230 72% likelyhood of profit > $1,120 74% likelyhood of profit > $1,010 77% likelyhood of profit > $900 79% likelyhood of profit > $790 81% likelyhood of profit > $680 83% likelyhood of profit > $570 85% likelyhood of profit > $460 87% likelyhood of profit > $350 89% likelyhood of profit > $240 90% likelyhood of profit > $130 91% likelyhood of profit > $20 93% likelyhood of profit > ($90) 94% likelyhood of profit > ($200) 94% likelyhood of profit > ($310) 95% likelyhood of profit > ($420) 96% likelyhood of profit > ($530) 96% likelyhood of profit > ($640) 97% likelyhood of profit > ($750) 97% likelyhood of profit > ($860) 98% likelyhood of profit > ($970) 98% likelyhood of profit > ($1,080) 98% likelyhood of profit > ($1,190) 99% likelyhood of profit > ($1,300) 99% likelyhood of profit > ($1,410) 99% likelyhood of profit > ($1,520) 99% likelyhood of profit > ($1,630) 99% likelyhood of profit > ($1,740)
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.