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) : $2,170    Probability of Exceeding Breakeven : 94%
 S&P 500 Annual Profit  ($10k always in the market) : $1,539    1 Sigma Profit Est. : $3,490
 Sharpe Ratio : 0.8    2 Sigma Profit Est. : $4,700
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: $1,539 2 sigma profit: $4,700 1 sigma profit: $3,490 Most likely profit: $2,170 0% likelyhood of profit > $5,910 0% likelyhood of profit > $5,800 0% likelyhood of profit > $5,690 0% likelyhood of profit > $5,580 0% likelyhood of profit > $5,470 1% likelyhood of profit > $5,360 1% likelyhood of profit > $5,250 1% likelyhood of profit > $5,140 2% likelyhood of profit > $5,030 2% likelyhood of profit > $4,920 3% likelyhood of profit > $4,810 3% likelyhood of profit > $4,700 4% likelyhood of profit > $4,590 5% likelyhood of profit > $4,480 5% likelyhood of profit > $4,370 6% likelyhood of profit > $4,260 7% likelyhood of profit > $4,150 9% likelyhood of profit > $4,040 10% likelyhood of profit > $3,930 12% likelyhood of profit > $3,820 13% likelyhood of profit > $3,710 15% likelyhood of profit > $3,600 17% likelyhood of profit > $3,490 19% likelyhood of profit > $3,380 22% likelyhood of profit > $3,270 24% likelyhood of profit > $3,160 27% likelyhood of profit > $3,050 29% likelyhood of profit > $2,940 32% likelyhood of profit > $2,830 35% likelyhood of profit > $2,720 38% likelyhood of profit > $2,610 41% likelyhood of profit > $2,500 44% likelyhood of profit > $2,390 47% likelyhood of profit > $2,280 51% likelyhood of profit > $2,170 54% likelyhood of profit > $2,060 57% likelyhood of profit > $1,950 60% likelyhood of profit > $1,840 64% likelyhood of profit > $1,730 67% likelyhood of profit > $1,620 70% likelyhood of profit > $1,510 73% likelyhood of profit > $1,400 75% likelyhood of profit > $1,290 78% likelyhood of profit > $1,180 80% likelyhood of profit > $1,070 82% likelyhood of profit > $960 84% likelyhood of profit > $850 86% likelyhood of profit > $740 88% likelyhood of profit > $630 89% likelyhood of profit > $520 91% likelyhood of profit > $410 92% likelyhood of profit > $300 93% likelyhood of profit > $190 94% likelyhood of profit > $80 95% likelyhood of profit > ($30) 96% likelyhood of profit > ($140) 96% likelyhood of profit > ($250) 97% likelyhood of profit > ($360) 97% likelyhood of profit > ($470) 98% likelyhood of profit > ($580) 98% likelyhood of profit > ($690) 98% likelyhood of profit > ($800) 99% likelyhood of profit > ($910) 99% likelyhood of profit > ($1,020) 99% likelyhood of profit > ($1,130) 99% likelyhood of profit > ($1,240) 99% likelyhood of profit > ($1,350) 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.