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) : $2,450    Probability of Exceeding Breakeven : 96%
 S&P 500 Annual Profit  ($10k always in the market) : $1,963    1 Sigma Profit Est. : $3,770
 Sharpe Ratio : 0.9    2 Sigma Profit Est. : $4,980
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: $1,963 2 sigma profit: $4,980 1 sigma profit: $3,770 Most likely profit: $2,450 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 0% likelyhood of profit > $5,860 1% likelyhood of profit > $5,750 1% likelyhood of profit > $5,640 1% likelyhood of profit > $5,530 1% likelyhood of profit > $5,420 2% likelyhood of profit > $5,310 2% likelyhood of profit > $5,200 2% likelyhood of profit > $5,090 3% likelyhood of profit > $4,980 4% likelyhood of profit > $4,870 4% likelyhood of profit > $4,760 5% likelyhood of profit > $4,650 6% likelyhood of profit > $4,540 7% likelyhood of profit > $4,430 9% likelyhood of profit > $4,320 10% likelyhood of profit > $4,210 11% likelyhood of profit > $4,100 13% likelyhood of profit > $3,990 15% likelyhood of profit > $3,880 17% likelyhood of profit > $3,770 19% likelyhood of profit > $3,660 21% likelyhood of profit > $3,550 23% likelyhood of profit > $3,440 26% likelyhood of profit > $3,330 29% likelyhood of profit > $3,220 32% likelyhood of profit > $3,110 34% likelyhood of profit > $3,000 37% likelyhood of profit > $2,890 40% likelyhood of profit > $2,780 44% likelyhood of profit > $2,670 47% likelyhood of profit > $2,560 50% likelyhood of profit > $2,450 53% likelyhood of profit > $2,340 57% likelyhood of profit > $2,230 60% likelyhood of profit > $2,120 63% likelyhood of profit > $2,010 66% likelyhood of profit > $1,900 69% likelyhood of profit > $1,790 72% likelyhood of profit > $1,680 74% likelyhood of profit > $1,570 77% likelyhood of profit > $1,460 79% likelyhood of profit > $1,350 82% likelyhood of profit > $1,240 84% likelyhood of profit > $1,130 86% likelyhood of profit > $1,020 87% likelyhood of profit > $910 89% likelyhood of profit > $800 90% likelyhood of profit > $690 92% likelyhood of profit > $580 93% likelyhood of profit > $470 94% likelyhood of profit > $360 95% likelyhood of profit > $250 95% 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) 98% 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.