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) : $1,790    Probability of Exceeding Breakeven : 91%
 S&P 500 Annual Profit  ($10k always in the market) : $2,070    1 Sigma Profit Est. : $3,110
 Sharpe Ratio : 0.7    2 Sigma Profit Est. : $4,320
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: $2,070 2 sigma profit: $4,320 1 sigma profit: $3,110 Most likely profit: $1,790 0% likelyhood of profit > $5,530 0% likelyhood of profit > $5,420 0% likelyhood of profit > $5,310 0% likelyhood of profit > $5,200 0% likelyhood of profit > $5,090 1% likelyhood of profit > $4,980 1% likelyhood of profit > $4,870 1% likelyhood of profit > $4,760 1% likelyhood of profit > $4,650 2% likelyhood of profit > $4,540 2% likelyhood of profit > $4,430 3% likelyhood of profit > $4,320 4% likelyhood of profit > $4,210 4% likelyhood of profit > $4,100 5% likelyhood of profit > $3,990 6% likelyhood of profit > $3,880 7% likelyhood of profit > $3,770 8% likelyhood of profit > $3,660 9% likelyhood of profit > $3,550 11% likelyhood of profit > $3,440 13% likelyhood of profit > $3,330 14% likelyhood of profit > $3,220 16% likelyhood of profit > $3,110 18% likelyhood of profit > $3,000 21% likelyhood of profit > $2,890 23% likelyhood of profit > $2,780 26% likelyhood of profit > $2,670 29% likelyhood of profit > $2,560 31% likelyhood of profit > $2,450 34% likelyhood of profit > $2,340 37% likelyhood of profit > $2,230 41% likelyhood of profit > $2,120 44% likelyhood of profit > $2,010 47% likelyhood of profit > $1,900 50% likelyhood of profit > $1,790 53% likelyhood of profit > $1,680 57% likelyhood of profit > $1,570 60% likelyhood of profit > $1,460 63% likelyhood of profit > $1,350 66% likelyhood of profit > $1,240 69% likelyhood of profit > $1,130 72% likelyhood of profit > $1,020 75% likelyhood of profit > $910 77% likelyhood of profit > $800 80% likelyhood of profit > $690 82% likelyhood of profit > $580 84% likelyhood of profit > $470 86% likelyhood of profit > $360 88% likelyhood of profit > $250 89% likelyhood of profit > $140 91% likelyhood of profit > $30 92% likelyhood of profit > ($80) 93% likelyhood of profit > ($190) 94% likelyhood of profit > ($300) 95% likelyhood of profit > ($410) 96% likelyhood of profit > ($520) 96% likelyhood of profit > ($630) 97% likelyhood of profit > ($740) 97% likelyhood of profit > ($850) 98% likelyhood of profit > ($960) 98% likelyhood of profit > ($1,070) 98% likelyhood of profit > ($1,180) 98% likelyhood of profit > ($1,290) 99% likelyhood of profit > ($1,400) 99% likelyhood of profit > ($1,510) 99% likelyhood of profit > ($1,620) 99% likelyhood of profit > ($1,730) 99% likelyhood of profit > ($1,840)
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.