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) : $2,310    Probability of Exceeding Breakeven : 94%
 S&P 500 Annual Profit  ($10k always in the market) : $780    1 Sigma Profit Est. : $3,740
 Sharpe Ratio : 0.8    2 Sigma Profit Est. : $5,040
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: $780 2 sigma profit: $5,040 1 sigma profit: $3,740 Most likely profit: $2,310 0% likelyhood of profit > $6,470 0% likelyhood of profit > $6,340 0% likelyhood of profit > $6,210 0% likelyhood of profit > $6,080 0% likelyhood of profit > $5,950 1% likelyhood of profit > $5,820 1% likelyhood of profit > $5,690 1% likelyhood of profit > $5,560 1% likelyhood of profit > $5,430 2% likelyhood of profit > $5,300 2% likelyhood of profit > $5,170 3% likelyhood of profit > $5,040 4% likelyhood of profit > $4,910 5% likelyhood of profit > $4,780 6% likelyhood of profit > $4,650 7% likelyhood of profit > $4,520 8% likelyhood of profit > $4,390 10% likelyhood of profit > $4,260 11% likelyhood of profit > $4,130 13% likelyhood of profit > $4,000 15% likelyhood of profit > $3,870 18% likelyhood of profit > $3,740 20% likelyhood of profit > $3,610 23% likelyhood of profit > $3,480 26% likelyhood of profit > $3,350 29% likelyhood of profit > $3,220 32% likelyhood of profit > $3,090 35% likelyhood of profit > $2,960 39% likelyhood of profit > $2,830 42% likelyhood of profit > $2,700 46% likelyhood of profit > $2,570 49% likelyhood of profit > $2,440 53% likelyhood of profit > $2,310 56% likelyhood of profit > $2,180 60% likelyhood of profit > $2,050 63% likelyhood of profit > $1,920 67% likelyhood of profit > $1,790 70% likelyhood of profit > $1,660 73% likelyhood of profit > $1,530 76% likelyhood of profit > $1,400 79% likelyhood of profit > $1,270 81% likelyhood of profit > $1,140 84% likelyhood of profit > $1,010 86% likelyhood of profit > $880 88% likelyhood of profit > $750 89% likelyhood of profit > $620 91% likelyhood of profit > $490 92% likelyhood of profit > $360 93% likelyhood of profit > $230 94% likelyhood of profit > $100 95% likelyhood of profit > ($30) 96% likelyhood of profit > ($160) 97% likelyhood of profit > ($290) 97% likelyhood of profit > ($420) 98% likelyhood of profit > ($550) 98% likelyhood of profit > ($680) 98% likelyhood of profit > ($810) 99% likelyhood of profit > ($940) 99% likelyhood of profit > ($1,070) 99% likelyhood of profit > ($1,200) 99% likelyhood of profit > ($1,330) 99% likelyhood of profit > ($1,460)
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.