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) : $1,980    Probability of Exceeding Breakeven : 93%
 S&P 500 Annual Profit  ($10k always in the market) : $1,507    1 Sigma Profit Est. : $3,300
 Sharpe Ratio : 0.7    2 Sigma Profit Est. : $4,510
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: $1,507 2 sigma profit: $4,510 1 sigma profit: $3,300 Most likely profit: $1,980 0% likelyhood of profit > $5,830 0% likelyhood of profit > $5,720 0% likelyhood of profit > $5,610 0% likelyhood of profit > $5,500 0% likelyhood of profit > $5,390 0% likelyhood of profit > $5,280 1% likelyhood of profit > $5,170 1% likelyhood of profit > $5,060 1% likelyhood of profit > $4,950 2% likelyhood of profit > $4,840 2% likelyhood of profit > $4,730 3% likelyhood of profit > $4,620 3% likelyhood of profit > $4,510 4% likelyhood of profit > $4,400 4% likelyhood of profit > $4,290 5% likelyhood of profit > $4,180 6% likelyhood of profit > $4,070 7% likelyhood of profit > $3,960 9% likelyhood of profit > $3,850 10% likelyhood of profit > $3,740 11% likelyhood of profit > $3,630 13% likelyhood of profit > $3,520 15% likelyhood of profit > $3,410 17% likelyhood of profit > $3,300 19% likelyhood of profit > $3,190 21% likelyhood of profit > $3,080 24% likelyhood of profit > $2,970 27% likelyhood of profit > $2,860 29% likelyhood of profit > $2,750 32% likelyhood of profit > $2,640 35% likelyhood of profit > $2,530 38% likelyhood of profit > $2,420 41% likelyhood of profit > $2,310 45% likelyhood of profit > $2,200 48% likelyhood of profit > $2,090 51% likelyhood of profit > $1,980 54% likelyhood of profit > $1,870 58% likelyhood of profit > $1,760 61% likelyhood of profit > $1,650 64% likelyhood of profit > $1,540 67% likelyhood of profit > $1,430 70% likelyhood of profit > $1,320 73% likelyhood of profit > $1,210 75% likelyhood of profit > $1,100 78% likelyhood of profit > $990 80% likelyhood of profit > $880 82% likelyhood of profit > $770 85% likelyhood of profit > $660 86% likelyhood of profit > $550 88% likelyhood of profit > $440 89% likelyhood of profit > $330 91% likelyhood of profit > $220 92% likelyhood of profit > $110 93% likelyhood of profit > $0 94% likelyhood of profit > ($110) 95% likelyhood of profit > ($220) 96% likelyhood of profit > ($330) 96% likelyhood of profit > ($440) 97% likelyhood of profit > ($550) 97% likelyhood of profit > ($660) 98% likelyhood of profit > ($770) 98% likelyhood of profit > ($880) 98% likelyhood of profit > ($990) 99% likelyhood of profit > ($1,100) 99% likelyhood of profit > ($1,210) 99% likelyhood of profit > ($1,320) 99% likelyhood of profit > ($1,430) 99% likelyhood of profit > ($1,540)
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.