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) : $1,450    Probability of Exceeding Breakeven : 84%
 S&P 500 Annual Profit  ($10k always in the market) : $943    1 Sigma Profit Est. : $2,890
 Sharpe Ratio : 0.5    2 Sigma Profit Est. : $4,090
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: $943 2 sigma profit: $4,090 1 sigma profit: $2,890 Most likely profit: $1,450 0% likelyhood of profit > $5,410 0% likelyhood of profit > $5,290 0% likelyhood of profit > $5,170 0% likelyhood of profit > $5,050 0% likelyhood of profit > $4,930 1% likelyhood of profit > $4,810 1% likelyhood of profit > $4,690 1% likelyhood of profit > $4,570 2% likelyhood of profit > $4,450 2% likelyhood of profit > $4,330 2% likelyhood of profit > $4,210 3% likelyhood of profit > $4,090 4% likelyhood of profit > $3,970 5% likelyhood of profit > $3,850 5% likelyhood of profit > $3,730 6% likelyhood of profit > $3,610 8% likelyhood of profit > $3,490 9% likelyhood of profit > $3,370 10% likelyhood of profit > $3,250 12% likelyhood of profit > $3,130 14% likelyhood of profit > $3,010 16% likelyhood of profit > $2,890 18% likelyhood of profit > $2,770 20% likelyhood of profit > $2,650 22% likelyhood of profit > $2,530 25% likelyhood of profit > $2,410 28% likelyhood of profit > $2,290 31% likelyhood of profit > $2,170 33% likelyhood of profit > $2,050 37% likelyhood of profit > $1,930 40% likelyhood of profit > $1,810 43% likelyhood of profit > $1,690 47% likelyhood of profit > $1,570 50% likelyhood of profit > $1,450 53% likelyhood of profit > $1,330 56% likelyhood of profit > $1,210 60% likelyhood of profit > $1,090 63% likelyhood of profit > $970 66% likelyhood of profit > $850 69% likelyhood of profit > $730 72% likelyhood of profit > $610 75% likelyhood of profit > $490 77% likelyhood of profit > $370 80% likelyhood of profit > $250 82% likelyhood of profit > $130 84% likelyhood of profit > $10 86% likelyhood of profit > ($110) 88% likelyhood of profit > ($230) 89% likelyhood of profit > ($350) 91% likelyhood of profit > ($470) 92% likelyhood of profit > ($590) 93% likelyhood of profit > ($710) 94% likelyhood of profit > ($830) 95% likelyhood of profit > ($950) 96% likelyhood of profit > ($1,070) 96% likelyhood of profit > ($1,190) 97% likelyhood of profit > ($1,310) 97% likelyhood of profit > ($1,430) 98% likelyhood of profit > ($1,550) 98% likelyhood of profit > ($1,670) 98% likelyhood of profit > ($1,790) 99% likelyhood of profit > ($1,910) 99% likelyhood of profit > ($2,030) 99% likelyhood of profit > ($2,150) 99% likelyhood of profit > ($2,270) 99% likelyhood of profit > ($2,390)
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.