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) : $2,060    Probability of Exceeding Breakeven : 93%
 S&P 500 Annual Profit  ($10k always in the market) : $1,963    1 Sigma Profit Est. : $3,380
 Sharpe Ratio : 0.8    2 Sigma Profit Est. : $4,580
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: $4,580 1 sigma profit: $3,380 Most likely profit: $2,060 0% likelyhood of profit > $5,900 0% likelyhood of profit > $5,780 0% likelyhood of profit > $5,660 0% likelyhood of profit > $5,540 0% likelyhood of profit > $5,420 1% likelyhood of profit > $5,300 1% likelyhood of profit > $5,180 1% likelyhood of profit > $5,060 2% likelyhood of profit > $4,940 2% likelyhood of profit > $4,820 3% likelyhood of profit > $4,700 3% likelyhood of profit > $4,580 4% likelyhood of profit > $4,460 5% likelyhood of profit > $4,340 6% likelyhood of profit > $4,220 7% likelyhood of profit > $4,100 8% likelyhood of profit > $3,980 9% likelyhood of profit > $3,860 11% likelyhood of profit > $3,740 13% likelyhood of profit > $3,620 15% likelyhood of profit > $3,500 17% likelyhood of profit > $3,380 19% likelyhood of profit > $3,260 22% likelyhood of profit > $3,140 24% likelyhood of profit > $3,020 27% likelyhood of profit > $2,900 30% likelyhood of profit > $2,780 33% likelyhood of profit > $2,660 36% likelyhood of profit > $2,540 39% likelyhood of profit > $2,420 43% likelyhood of profit > $2,300 46% likelyhood of profit > $2,180 50% likelyhood of profit > $2,060 53% likelyhood of profit > $1,940 57% likelyhood of profit > $1,820 60% likelyhood of profit > $1,700 64% likelyhood of profit > $1,580 67% likelyhood of profit > $1,460 70% likelyhood of profit > $1,340 73% likelyhood of profit > $1,220 76% likelyhood of profit > $1,100 79% likelyhood of profit > $980 81% likelyhood of profit > $860 84% likelyhood of profit > $740 86% likelyhood of profit > $620 88% likelyhood of profit > $500 89% likelyhood of profit > $380 91% likelyhood of profit > $260 92% likelyhood of profit > $140 93% likelyhood of profit > $20 94% likelyhood of profit > ($100) 95% likelyhood of profit > ($220) 96% likelyhood of profit > ($340) 97% likelyhood of profit > ($460) 97% likelyhood of profit > ($580) 98% likelyhood of profit > ($700) 98% likelyhood of profit > ($820) 98% likelyhood of profit > ($940) 99% likelyhood of profit > ($1,060) 99% likelyhood of profit > ($1,180) 99% likelyhood of profit > ($1,300) 99% likelyhood of profit > ($1,420) 99% likelyhood of profit > ($1,540)
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.