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) : $2,350    Probability of Exceeding Breakeven : 95%
 S&P 500 Annual Profit  ($10k always in the market) : $1,745    1 Sigma Profit Est. : $3,790
 Sharpe Ratio : 0.8    2 Sigma Profit Est. : $4,990
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: $1,745 2 sigma profit: $4,990 1 sigma profit: $3,790 Most likely profit: $2,350 0% likelyhood of profit > $6,430 0% likelyhood of profit > $6,310 0% likelyhood of profit > $6,190 0% likelyhood of profit > $6,070 0% likelyhood of profit > $5,950 0% likelyhood of profit > $5,830 1% likelyhood of profit > $5,710 1% likelyhood of profit > $5,590 1% likelyhood of profit > $5,470 2% likelyhood of profit > $5,350 2% likelyhood of profit > $5,230 3% likelyhood of profit > $5,110 3% likelyhood of profit > $4,990 4% likelyhood of profit > $4,870 5% likelyhood of profit > $4,750 6% likelyhood of profit > $4,630 7% likelyhood of profit > $4,510 8% likelyhood of profit > $4,390 10% likelyhood of profit > $4,270 11% likelyhood of profit > $4,150 13% likelyhood of profit > $4,030 15% likelyhood of profit > $3,910 17% likelyhood of profit > $3,790 19% likelyhood of profit > $3,670 22% likelyhood of profit > $3,550 24% likelyhood of profit > $3,430 27% likelyhood of profit > $3,310 30% likelyhood of profit > $3,190 33% likelyhood of profit > $3,070 36% likelyhood of profit > $2,950 39% likelyhood of profit > $2,830 43% likelyhood of profit > $2,710 46% likelyhood of profit > $2,590 49% likelyhood of profit > $2,470 53% likelyhood of profit > $2,350 56% likelyhood of profit > $2,230 60% likelyhood of profit > $2,110 63% likelyhood of profit > $1,990 66% likelyhood of profit > $1,870 69% likelyhood of profit > $1,750 72% likelyhood of profit > $1,630 75% likelyhood of profit > $1,510 78% likelyhood of profit > $1,390 80% likelyhood of profit > $1,270 82% likelyhood of profit > $1,150 84% likelyhood of profit > $1,030 86% likelyhood of profit > $910 88% likelyhood of profit > $790 90% likelyhood of profit > $670 91% likelyhood of profit > $550 92% likelyhood of profit > $430 94% likelyhood of profit > $310 94% likelyhood of profit > $190 95% likelyhood of profit > $70 96% likelyhood of profit > ($50) 97% likelyhood of profit > ($170) 97% likelyhood of profit > ($290) 98% likelyhood of profit > ($410) 98% likelyhood of profit > ($530) 98% likelyhood of profit > ($650) 98% likelyhood of profit > ($770) 99% likelyhood of profit > ($890) 99% likelyhood of profit > ($1,010) 99% likelyhood of profit > ($1,130) 99% likelyhood of profit > ($1,250)
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.