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) : $2,250    Probability of Exceeding Breakeven : 94%
 S&P 500 Annual Profit  ($10k always in the market) : $378    1 Sigma Profit Est. : $3,680
 Sharpe Ratio : 0.8    2 Sigma Profit Est. : $4,890
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: $378 2 sigma profit: $4,890 1 sigma profit: $3,680 Most likely profit: $2,250 0% likelyhood of profit > $6,430 0% likelyhood of profit > $6,320 0% likelyhood of profit > $6,210 0% likelyhood of profit > $6,100 0% likelyhood of profit > $5,990 0% likelyhood of profit > $5,880 0% likelyhood of profit > $5,770 1% likelyhood of profit > $5,660 1% likelyhood of profit > $5,550 1% likelyhood of profit > $5,440 2% likelyhood of profit > $5,330 2% likelyhood of profit > $5,220 2% likelyhood of profit > $5,110 3% likelyhood of profit > $5,000 3% likelyhood of profit > $4,890 4% likelyhood of profit > $4,780 5% likelyhood of profit > $4,670 6% likelyhood of profit > $4,560 7% likelyhood of profit > $4,450 8% likelyhood of profit > $4,340 9% likelyhood of profit > $4,230 10% likelyhood of profit > $4,120 12% likelyhood of profit > $4,010 13% likelyhood of profit > $3,900 15% likelyhood of profit > $3,790 17% likelyhood of profit > $3,680 19% likelyhood of profit > $3,570 21% likelyhood of profit > $3,460 23% likelyhood of profit > $3,350 25% likelyhood of profit > $3,240 28% likelyhood of profit > $3,130 30% likelyhood of profit > $3,020 33% likelyhood of profit > $2,910 36% likelyhood of profit > $2,800 39% likelyhood of profit > $2,690 42% likelyhood of profit > $2,580 44% likelyhood of profit > $2,470 47% likelyhood of profit > $2,360 50% likelyhood of profit > $2,250 53% likelyhood of profit > $2,140 56% likelyhood of profit > $2,030 59% likelyhood of profit > $1,920 63% likelyhood of profit > $1,810 66% likelyhood of profit > $1,700 68% likelyhood of profit > $1,590 71% likelyhood of profit > $1,480 74% likelyhood of profit > $1,370 76% likelyhood of profit > $1,260 78% likelyhood of profit > $1,150 81% likelyhood of profit > $1,040 83% likelyhood of profit > $930 84% likelyhood of profit > $820 86% likelyhood of profit > $710 88% likelyhood of profit > $600 89% likelyhood of profit > $490 91% likelyhood of profit > $380 92% likelyhood of profit > $270 93% likelyhood of profit > $160 94% likelyhood of profit > $50 95% likelyhood of profit > ($60) 95% likelyhood of profit > ($170) 96% likelyhood of profit > ($280) 97% likelyhood of profit > ($390) 97% likelyhood of profit > ($500) 97% likelyhood of profit > ($610) 98% likelyhood of profit > ($720) 98% likelyhood of profit > ($830) 98% likelyhood of profit > ($940) 98% likelyhood of profit > ($1,050) 99% likelyhood of profit > ($1,160) 99% likelyhood of profit > ($1,270) 99% likelyhood of profit > ($1,380) 99% likelyhood of profit > ($1,490) 99% likelyhood of profit > ($1,600) 99% likelyhood of profit > ($1,710)
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.