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) : $3,110    Probability of Exceeding Breakeven : 96%
 S&P 500 Annual Profit  ($10k always in the market) : $4,791    1 Sigma Profit Est. : $4,930
 Sharpe Ratio : 0.9    2 Sigma Profit Est. : $6,470
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: $4,791 2 sigma profit: $6,470 1 sigma profit: $4,930 Most likely profit: $3,110 0% likelyhood of profit > $8,150 0% likelyhood of profit > $8,010 0% likelyhood of profit > $7,870 0% likelyhood of profit > $7,730 0% likelyhood of profit > $7,590 0% likelyhood of profit > $7,450 1% likelyhood of profit > $7,310 1% likelyhood of profit > $7,170 1% likelyhood of profit > $7,030 2% likelyhood of profit > $6,890 2% likelyhood of profit > $6,750 2% likelyhood of profit > $6,610 3% likelyhood of profit > $6,470 4% likelyhood of profit > $6,330 4% likelyhood of profit > $6,190 5% likelyhood of profit > $6,050 6% likelyhood of profit > $5,910 7% likelyhood of profit > $5,770 8% likelyhood of profit > $5,630 9% likelyhood of profit > $5,490 11% likelyhood of profit > $5,350 12% likelyhood of profit > $5,210 14% likelyhood of profit > $5,070 16% likelyhood of profit > $4,930 18% likelyhood of profit > $4,790 20% likelyhood of profit > $4,650 22% likelyhood of profit > $4,510 25% likelyhood of profit > $4,370 28% likelyhood of profit > $4,230 30% likelyhood of profit > $4,090 33% likelyhood of profit > $3,950 36% likelyhood of profit > $3,810 39% likelyhood of profit > $3,670 42% likelyhood of profit > $3,530 45% likelyhood of profit > $3,390 49% likelyhood of profit > $3,250 52% likelyhood of profit > $3,110 55% likelyhood of profit > $2,970 58% likelyhood of profit > $2,830 61% likelyhood of profit > $2,690 64% likelyhood of profit > $2,550 67% likelyhood of profit > $2,410 70% likelyhood of profit > $2,270 72% likelyhood of profit > $2,130 75% likelyhood of profit > $1,990 77% likelyhood of profit > $1,850 80% likelyhood of profit > $1,710 82% likelyhood of profit > $1,570 84% likelyhood of profit > $1,430 86% likelyhood of profit > $1,290 87% likelyhood of profit > $1,150 89% likelyhood of profit > $1,010 90% likelyhood of profit > $870 92% likelyhood of profit > $730 93% likelyhood of profit > $590 94% likelyhood of profit > $450 95% likelyhood of profit > $310 95% likelyhood of profit > $170 96% likelyhood of profit > $30 97% likelyhood of profit > ($110) 97% likelyhood of profit > ($250) 98% likelyhood of profit > ($390) 98% likelyhood of profit > ($530) 98% likelyhood of profit > ($670) 98% likelyhood of profit > ($810) 99% likelyhood of profit > ($950) 99% likelyhood of profit > ($1,090) 99% likelyhood of profit > ($1,230) 99% likelyhood of profit > ($1,370) 99% likelyhood of profit > ($1,510)
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.