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) : $1,630    Probability of Exceeding Breakeven : 88%
 S&P 500 Annual Profit  ($10k always in the market) : $1,617    1 Sigma Profit Est. : $3,070
 Sharpe Ratio : 0.6    2 Sigma Profit Est. : $4,270
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: $1,617 2 sigma profit: $4,270 1 sigma profit: $3,070 Most likely profit: $1,630 0% likelyhood of profit > $5,590 0% likelyhood of profit > $5,470 0% likelyhood of profit > $5,350 0% likelyhood of profit > $5,230 0% likelyhood of profit > $5,110 1% likelyhood of profit > $4,990 1% likelyhood of profit > $4,870 1% likelyhood of profit > $4,750 1% likelyhood of profit > $4,630 2% likelyhood of profit > $4,510 2% likelyhood of profit > $4,390 3% likelyhood of profit > $4,270 4% likelyhood of profit > $4,150 4% likelyhood of profit > $4,030 5% likelyhood of profit > $3,910 6% likelyhood of profit > $3,790 8% likelyhood of profit > $3,670 9% likelyhood of profit > $3,550 10% likelyhood of profit > $3,430 12% likelyhood of profit > $3,310 14% likelyhood of profit > $3,190 16% likelyhood of profit > $3,070 18% likelyhood of profit > $2,950 20% likelyhood of profit > $2,830 23% likelyhood of profit > $2,710 26% likelyhood of profit > $2,590 28% likelyhood of profit > $2,470 31% likelyhood of profit > $2,350 35% likelyhood of profit > $2,230 38% likelyhood of profit > $2,110 41% likelyhood of profit > $1,990 45% likelyhood of profit > $1,870 48% likelyhood of profit > $1,750 52% likelyhood of profit > $1,630 55% likelyhood of profit > $1,510 59% likelyhood of profit > $1,390 62% likelyhood of profit > $1,270 65% likelyhood of profit > $1,150 69% likelyhood of profit > $1,030 72% likelyhood of profit > $910 75% likelyhood of profit > $790 77% likelyhood of profit > $670 80% likelyhood of profit > $550 82% likelyhood of profit > $430 84% likelyhood of profit > $310 86% likelyhood of profit > $190 88% likelyhood of profit > $70 90% likelyhood of profit > ($50) 91% likelyhood of profit > ($170) 92% likelyhood of profit > ($290) 93% likelyhood of profit > ($410) 94% likelyhood of profit > ($530) 95% likelyhood of profit > ($650) 96% likelyhood of profit > ($770) 97% likelyhood of profit > ($890) 97% likelyhood of profit > ($1,010) 98% likelyhood of profit > ($1,130) 98% likelyhood of profit > ($1,250) 98% likelyhood of profit > ($1,370) 99% likelyhood of profit > ($1,490) 99% likelyhood of profit > ($1,610) 99% likelyhood of profit > ($1,730) 99% likelyhood of profit > ($1,850) 99% likelyhood of profit > ($1,970)
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.