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) : $2,560    Probability of Exceeding Breakeven : 96%
 S&P 500 Annual Profit  ($10k always in the market) : $2,369    1 Sigma Profit Est. : $3,990
 Sharpe Ratio : 0.9    2 Sigma Profit Est. : $5,200
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: $2,369 2 sigma profit: $5,200 1 sigma profit: $3,990 Most likely profit: $2,560 0% likelyhood of profit > $6,520 0% likelyhood of profit > $6,410 0% likelyhood of profit > $6,300 0% likelyhood of profit > $6,190 0% likelyhood of profit > $6,080 0% likelyhood of profit > $5,970 1% likelyhood of profit > $5,860 1% likelyhood of profit > $5,750 1% likelyhood of profit > $5,640 2% likelyhood of profit > $5,530 2% likelyhood of profit > $5,420 2% likelyhood of profit > $5,310 3% likelyhood of profit > $5,200 4% likelyhood of profit > $5,090 4% likelyhood of profit > $4,980 5% likelyhood of profit > $4,870 6% likelyhood of profit > $4,760 7% likelyhood of profit > $4,650 8% likelyhood of profit > $4,540 9% likelyhood of profit > $4,430 11% likelyhood of profit > $4,320 12% likelyhood of profit > $4,210 14% likelyhood of profit > $4,100 16% likelyhood of profit > $3,990 18% likelyhood of profit > $3,880 20% likelyhood of profit > $3,770 22% likelyhood of profit > $3,660 24% likelyhood of profit > $3,550 27% likelyhood of profit > $3,440 29% likelyhood of profit > $3,330 32% likelyhood of profit > $3,220 35% likelyhood of profit > $3,110 38% likelyhood of profit > $3,000 41% likelyhood of profit > $2,890 44% likelyhood of profit > $2,780 47% likelyhood of profit > $2,670 51% likelyhood of profit > $2,560 54% likelyhood of profit > $2,450 57% likelyhood of profit > $2,340 60% likelyhood of profit > $2,230 63% likelyhood of profit > $2,120 66% likelyhood of profit > $2,010 68% likelyhood of profit > $1,900 71% likelyhood of profit > $1,790 74% likelyhood of profit > $1,680 76% likelyhood of profit > $1,570 79% likelyhood of profit > $1,460 81% likelyhood of profit > $1,350 83% likelyhood of profit > $1,240 85% likelyhood of profit > $1,130 87% likelyhood of profit > $1,020 88% likelyhood of profit > $910 90% likelyhood of profit > $800 91% likelyhood of profit > $690 92% likelyhood of profit > $580 93% likelyhood of profit > $470 94% likelyhood of profit > $360 95% likelyhood of profit > $250 96% likelyhood of profit > $140 96% likelyhood of profit > $30 97% likelyhood of profit > ($80) 97% likelyhood of profit > ($190) 98% likelyhood of profit > ($300) 98% likelyhood of profit > ($410) 98% likelyhood of profit > ($520) 99% likelyhood of profit > ($630) 99% likelyhood of profit > ($740) 99% likelyhood of profit > ($850) 99% likelyhood of profit > ($960) 99% likelyhood of profit > ($1,070) 99% likelyhood of profit > ($1,180)
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.