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) : $2,540    Probability of Exceeding Breakeven : 92%
 S&P 500 Annual Profit  ($10k always in the market) : $1,647    1 Sigma Profit Est. : $4,340
 Sharpe Ratio : 0.7    2 Sigma Profit Est. : $5,840
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: $1,647 2 sigma profit: $5,840 1 sigma profit: $4,340 Most likely profit: $2,540 0% likelyhood of profit > $7,490 0% likelyhood of profit > $7,340 0% likelyhood of profit > $7,190 0% likelyhood of profit > $7,040 0% likelyhood of profit > $6,890 1% likelyhood of profit > $6,740 1% likelyhood of profit > $6,590 1% likelyhood of profit > $6,440 1% likelyhood of profit > $6,290 2% likelyhood of profit > $6,140 2% likelyhood of profit > $5,990 3% likelyhood of profit > $5,840 4% likelyhood of profit > $5,690 5% likelyhood of profit > $5,540 6% likelyhood of profit > $5,390 6% likelyhood of profit > $5,240 8% likelyhood of profit > $5,090 9% likelyhood of profit > $4,940 11% likelyhood of profit > $4,790 12% likelyhood of profit > $4,640 14% likelyhood of profit > $4,490 16% likelyhood of profit > $4,340 18% likelyhood of profit > $4,190 20% likelyhood of profit > $4,040 23% likelyhood of profit > $3,890 26% likelyhood of profit > $3,740 29% likelyhood of profit > $3,590 32% likelyhood of profit > $3,440 35% likelyhood of profit > $3,290 38% likelyhood of profit > $3,140 42% likelyhood of profit > $2,990 45% likelyhood of profit > $2,840 49% likelyhood of profit > $2,690 52% likelyhood of profit > $2,540 56% likelyhood of profit > $2,390 59% likelyhood of profit > $2,240 62% likelyhood of profit > $2,090 66% likelyhood of profit > $1,940 69% likelyhood of profit > $1,790 72% likelyhood of profit > $1,640 75% likelyhood of profit > $1,490 77% likelyhood of profit > $1,340 80% likelyhood of profit > $1,190 82% likelyhood of profit > $1,040 84% likelyhood of profit > $890 86% likelyhood of profit > $740 88% likelyhood of profit > $590 90% likelyhood of profit > $440 91% likelyhood of profit > $290 92% likelyhood of profit > $140 94% likelyhood of profit > ($10) 95% likelyhood of profit > ($160) 95% likelyhood of profit > ($310) 96% likelyhood of profit > ($460) 97% likelyhood of profit > ($610) 97% likelyhood of profit > ($760) 98% likelyhood of profit > ($910) 98% likelyhood of profit > ($1,060) 98% likelyhood of profit > ($1,210) 98% likelyhood of profit > ($1,360) 99% likelyhood of profit > ($1,510) 99% likelyhood of profit > ($1,660) 99% likelyhood of profit > ($1,810) 99% likelyhood of profit > ($1,960)
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.