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) : $1,880    Probability of Exceeding Breakeven : 91%
 S&P 500 Annual Profit  ($10k always in the market) : $1,421    1 Sigma Profit Est. : $3,310
 Sharpe Ratio : 0.7    2 Sigma Profit Est. : $4,480
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: $1,421 2 sigma profit: $4,480 1 sigma profit: $3,310 Most likely profit: $1,880 0% likelyhood of profit > $5,780 0% likelyhood of profit > $5,650 0% likelyhood of profit > $5,520 0% likelyhood of profit > $5,390 1% likelyhood of profit > $5,260 1% likelyhood of profit > $5,130 1% likelyhood of profit > $5,000 1% likelyhood of profit > $4,870 2% likelyhood of profit > $4,740 2% likelyhood of profit > $4,610 3% likelyhood of profit > $4,480 4% likelyhood of profit > $4,350 5% likelyhood of profit > $4,220 6% likelyhood of profit > $4,090 7% likelyhood of profit > $3,960 8% likelyhood of profit > $3,830 10% likelyhood of profit > $3,700 12% likelyhood of profit > $3,570 13% likelyhood of profit > $3,440 16% likelyhood of profit > $3,310 18% likelyhood of profit > $3,180 21% likelyhood of profit > $3,050 23% likelyhood of profit > $2,920 26% likelyhood of profit > $2,790 30% likelyhood of profit > $2,660 33% likelyhood of profit > $2,530 37% likelyhood of profit > $2,400 40% likelyhood of profit > $2,270 44% likelyhood of profit > $2,140 47% likelyhood of profit > $2,010 51% likelyhood of profit > $1,880 55% likelyhood of profit > $1,750 59% likelyhood of profit > $1,620 62% likelyhood of profit > $1,490 66% likelyhood of profit > $1,360 69% likelyhood of profit > $1,230 73% likelyhood of profit > $1,100 76% likelyhood of profit > $970 79% likelyhood of profit > $840 81% likelyhood of profit > $710 84% likelyhood of profit > $580 86% likelyhood of profit > $450 88% likelyhood of profit > $320 90% likelyhood of profit > $190 91% likelyhood of profit > $60 93% likelyhood of profit > ($70) 94% likelyhood of profit > ($200) 95% likelyhood of profit > ($330) 96% likelyhood of profit > ($460) 96% likelyhood of profit > ($590) 97% likelyhood of profit > ($720) 97% likelyhood of profit > ($850) 98% likelyhood of profit > ($980) 98% likelyhood of profit > ($1,110) 98% likelyhood of profit > ($1,240) 99% likelyhood of profit > ($1,370) 99% likelyhood of profit > ($1,500) 99% likelyhood of profit > ($1,630) 99% likelyhood of profit > ($1,760)
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.