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) : $2,210    Probability of Exceeding Breakeven : 96%
 S&P 500 Annual Profit  ($10k always in the market) : $1,901    1 Sigma Profit Est. : $3,640
 Sharpe Ratio : 0.8    2 Sigma Profit Est. : $4,810
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: $1,901 2 sigma profit: $4,810 1 sigma profit: $3,640 Most likely profit: $2,210 0% likelyhood of profit > $6,240 0% likelyhood of profit > $6,110 0% likelyhood of profit > $5,980 0% likelyhood of profit > $5,850 0% likelyhood of profit > $5,720 1% likelyhood of profit > $5,590 1% likelyhood of profit > $5,460 1% likelyhood of profit > $5,330 1% likelyhood of profit > $5,200 2% likelyhood of profit > $5,070 2% likelyhood of profit > $4,940 3% likelyhood of profit > $4,810 4% likelyhood of profit > $4,680 5% likelyhood of profit > $4,550 6% likelyhood of profit > $4,420 7% likelyhood of profit > $4,290 9% likelyhood of profit > $4,160 10% likelyhood of profit > $4,030 12% likelyhood of profit > $3,900 14% likelyhood of profit > $3,770 16% likelyhood of profit > $3,640 19% likelyhood of profit > $3,510 22% likelyhood of profit > $3,380 24% likelyhood of profit > $3,250 27% likelyhood of profit > $3,120 31% likelyhood of profit > $2,990 34% likelyhood of profit > $2,860 38% likelyhood of profit > $2,730 42% likelyhood of profit > $2,600 46% likelyhood of profit > $2,470 49% likelyhood of profit > $2,340 53% likelyhood of profit > $2,210 57% likelyhood of profit > $2,080 61% likelyhood of profit > $1,950 64% likelyhood of profit > $1,820 68% likelyhood of profit > $1,690 71% likelyhood of profit > $1,560 74% likelyhood of profit > $1,430 77% likelyhood of profit > $1,300 80% likelyhood of profit > $1,170 83% likelyhood of profit > $1,040 85% likelyhood of profit > $910 87% likelyhood of profit > $780 89% likelyhood of profit > $650 91% likelyhood of profit > $520 92% likelyhood of profit > $390 94% likelyhood of profit > $260 95% likelyhood of profit > $130 96% likelyhood of profit > $0 96% likelyhood of profit > ($130) 97% likelyhood of profit > ($260) 98% likelyhood of profit > ($390) 98% likelyhood of profit > ($520) 98% likelyhood of profit > ($650) 99% likelyhood of profit > ($780) 99% likelyhood of profit > ($910) 99% likelyhood of profit > ($1,040) 99% likelyhood of profit > ($1,170) 99% likelyhood of profit > ($1,300)
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.