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) : $2,120    Probability of Exceeding Breakeven : 93%
 S&P 500 Annual Profit  ($10k always in the market) : $1,175    1 Sigma Profit Est. : $3,440
 Sharpe Ratio : 0.8    2 Sigma Profit Est. : $4,640
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: $1,175 2 sigma profit: $4,640 1 sigma profit: $3,440 Most likely profit: $2,120 0% likelyhood of profit > $5,960 0% likelyhood of profit > $5,840 0% likelyhood of profit > $5,720 0% likelyhood of profit > $5,600 0% likelyhood of profit > $5,480 1% likelyhood of profit > $5,360 1% likelyhood of profit > $5,240 1% likelyhood of profit > $5,120 1% likelyhood of profit > $5,000 2% likelyhood of profit > $4,880 2% likelyhood of profit > $4,760 3% likelyhood of profit > $4,640 4% likelyhood of profit > $4,520 4% likelyhood of profit > $4,400 5% likelyhood of profit > $4,280 6% likelyhood of profit > $4,160 8% likelyhood of profit > $4,040 9% likelyhood of profit > $3,920 11% likelyhood of profit > $3,800 12% likelyhood of profit > $3,680 14% likelyhood of profit > $3,560 16% likelyhood of profit > $3,440 18% likelyhood of profit > $3,320 21% likelyhood of profit > $3,200 24% likelyhood of profit > $3,080 26% likelyhood of profit > $2,960 30% likelyhood of profit > $2,840 33% likelyhood of profit > $2,720 36% likelyhood of profit > $2,600 39% likelyhood of profit > $2,480 43% likelyhood of profit > $2,360 46% likelyhood of profit > $2,240 50% likelyhood of profit > $2,120 53% likelyhood of profit > $2,000 56% likelyhood of profit > $1,880 60% likelyhood of profit > $1,760 63% likelyhood of profit > $1,640 67% likelyhood of profit > $1,520 70% likelyhood of profit > $1,400 73% likelyhood of profit > $1,280 76% likelyhood of profit > $1,160 78% likelyhood of profit > $1,040 81% likelyhood of profit > $920 83% likelyhood of profit > $800 85% likelyhood of profit > $680 87% likelyhood of profit > $560 89% likelyhood of profit > $440 90% likelyhood of profit > $320 92% likelyhood of profit > $200 93% likelyhood of profit > $80 94% likelyhood of profit > ($40) 95% likelyhood of profit > ($160) 96% likelyhood of profit > ($280) 96% likelyhood of profit > ($400) 97% likelyhood of profit > ($520) 97% likelyhood of profit > ($640) 98% likelyhood of profit > ($760) 98% likelyhood of profit > ($880) 98% likelyhood of profit > ($1,000) 99% likelyhood of profit > ($1,120) 99% likelyhood of profit > ($1,240) 99% likelyhood of profit > ($1,360) 99% likelyhood of profit > ($1,480) 99% likelyhood of profit > ($1,600)
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.