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) : $2,440    Probability of Exceeding Breakeven : 95%
 S&P 500 Annual Profit  ($10k always in the market) : ($19)    1 Sigma Profit Est. : $3,880
 Sharpe Ratio : 0.8    2 Sigma Profit Est. : $5,080
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: ($19) 2 sigma profit: $5,080 1 sigma profit: $3,880 Most likely profit: $2,440 0% likelyhood of profit > $6,520 0% likelyhood of profit > $6,400 0% likelyhood of profit > $6,280 0% likelyhood of profit > $6,160 0% likelyhood of profit > $6,040 1% likelyhood of profit > $5,920 1% likelyhood of profit > $5,800 1% likelyhood of profit > $5,680 1% likelyhood of profit > $5,560 2% likelyhood of profit > $5,440 2% likelyhood of profit > $5,320 3% likelyhood of profit > $5,200 3% likelyhood of profit > $5,080 4% likelyhood of profit > $4,960 5% likelyhood of profit > $4,840 6% likelyhood of profit > $4,720 7% likelyhood of profit > $4,600 8% likelyhood of profit > $4,480 10% likelyhood of profit > $4,360 11% likelyhood of profit > $4,240 13% likelyhood of profit > $4,120 15% likelyhood of profit > $4,000 17% likelyhood of profit > $3,880 19% likelyhood of profit > $3,760 21% likelyhood of profit > $3,640 23% likelyhood of profit > $3,520 26% likelyhood of profit > $3,400 29% likelyhood of profit > $3,280 32% likelyhood of profit > $3,160 35% likelyhood of profit > $3,040 38% likelyhood of profit > $2,920 41% likelyhood of profit > $2,800 44% likelyhood of profit > $2,680 48% likelyhood of profit > $2,560 51% likelyhood of profit > $2,440 54% likelyhood of profit > $2,320 58% likelyhood of profit > $2,200 61% likelyhood of profit > $2,080 64% likelyhood of profit > $1,960 67% likelyhood of profit > $1,840 70% likelyhood of profit > $1,720 73% likelyhood of profit > $1,600 76% likelyhood of profit > $1,480 78% likelyhood of profit > $1,360 81% likelyhood of profit > $1,240 83% likelyhood of profit > $1,120 85% likelyhood of profit > $1,000 87% likelyhood of profit > $880 89% likelyhood of profit > $760 90% likelyhood of profit > $640 92% likelyhood of profit > $520 93% likelyhood of profit > $400 94% likelyhood of profit > $280 95% likelyhood of profit > $160 95% likelyhood of profit > $40 96% likelyhood of profit > ($80) 97% likelyhood of profit > ($200) 97% likelyhood of profit > ($320) 98% likelyhood of profit > ($440) 98% likelyhood of profit > ($560) 98% likelyhood of profit > ($680) 98% likelyhood of profit > ($800) 99% likelyhood of profit > ($920) 99% likelyhood of profit > ($1,040) 99% likelyhood of profit > ($1,160) 99% likelyhood of profit > ($1,280)
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.