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) : $1,980    Probability of Exceeding Breakeven : 92%
 S&P 500 Annual Profit  ($10k always in the market) : $321    1 Sigma Profit Est. : $3,420
 Sharpe Ratio : 0.7    2 Sigma Profit Est. : $4,620
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: $321 2 sigma profit: $4,620 1 sigma profit: $3,420 Most likely profit: $1,980 0% likelyhood of profit > $6,060 0% likelyhood of profit > $5,940 0% likelyhood of profit > $5,820 0% likelyhood of profit > $5,700 0% likelyhood of profit > $5,580 1% likelyhood of profit > $5,460 1% likelyhood of profit > $5,340 1% likelyhood of profit > $5,220 1% likelyhood of profit > $5,100 2% likelyhood of profit > $4,980 2% likelyhood of profit > $4,860 3% likelyhood of profit > $4,740 3% likelyhood of profit > $4,620 4% likelyhood of profit > $4,500 5% likelyhood of profit > $4,380 6% likelyhood of profit > $4,260 7% likelyhood of profit > $4,140 8% likelyhood of profit > $4,020 10% likelyhood of profit > $3,900 11% likelyhood of profit > $3,780 13% likelyhood of profit > $3,660 15% likelyhood of profit > $3,540 17% likelyhood of profit > $3,420 19% likelyhood of profit > $3,300 21% likelyhood of profit > $3,180 24% likelyhood of profit > $3,060 27% likelyhood of profit > $2,940 30% likelyhood of profit > $2,820 32% likelyhood of profit > $2,700 36% likelyhood of profit > $2,580 39% likelyhood of profit > $2,460 42% likelyhood of profit > $2,340 45% likelyhood of profit > $2,220 49% likelyhood of profit > $2,100 52% likelyhood of profit > $1,980 55% likelyhood of profit > $1,860 59% likelyhood of profit > $1,740 62% likelyhood of profit > $1,620 65% likelyhood of profit > $1,500 68% likelyhood of profit > $1,380 71% likelyhood of profit > $1,260 74% likelyhood of profit > $1,140 77% likelyhood of profit > $1,020 79% likelyhood of profit > $900 81% likelyhood of profit > $780 84% likelyhood of profit > $660 86% likelyhood of profit > $540 87% likelyhood of profit > $420 89% likelyhood of profit > $300 90% likelyhood of profit > $180 92% likelyhood of profit > $60 93% likelyhood of profit > ($60) 94% likelyhood of profit > ($180) 95% likelyhood of profit > ($300) 95% likelyhood of profit > ($420) 96% likelyhood of profit > ($540) 97% likelyhood of profit > ($660) 97% likelyhood of profit > ($780) 98% likelyhood of profit > ($900) 98% likelyhood of profit > ($1,020) 98% likelyhood of profit > ($1,140) 99% likelyhood of profit > ($1,260) 99% likelyhood of profit > ($1,380) 99% likelyhood of profit > ($1,500) 99% likelyhood of profit > ($1,620) 99% likelyhood of profit > ($1,740) 99% likelyhood of profit > ($1,860)
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.