simulatelive
github

MonteCarlo

SimulationDefensiveAAPLlive download

Paths

image/svg+xml Matplotlib v3.11.1, https://matplotlib.org/

Metrics

Top tickerAAPL
Expected return30.1%
Chance of gain66.5%
95% downside43.5%

Read

All candidates are high-risk or low-conviction. Hold cash.

  • Avoid for now: AAPL.
  • Hold 100.0% in cash while conviction stays muted.
Log
Stance: DEFENSIVE
All candidates are high-risk or low-conviction. Hold cash.
Data source: live download.
Avoid: AAPL
Cash buffer: 100.0%

Summary for AAPL
                            value
mean                       433.50
median                     406.14
std                        188.80
min                         83.59
max                       1505.37
q05                        188.35
q25                        295.36
q75                        533.62
q95                        771.94
expected_return              0.30
prob_above_current           0.67
prob_below_current           0.34
avg_upside_pct               0.58
avg_downside_pct             0.25
payoff_ratio                 2.35
kelly_fraction               0.52
value_at_risk_95           144.73
expected_shortfall_95      179.02
value_at_risk_99           210.14
expected_shortfall_99      223.46
value_at_risk_95_pct         0.43
expected_shortfall_95_pct    0.54
value_at_risk_99_pct         0.63
expected_shortfall_99_pct    0.67
benchmark_return_pct         0.04
expected_excess_return       0.26
prob_beat_benchmark          0.64
max_drawdown_mean            0.34
max_drawdown_median          0.32
max_drawdown_q95             0.58
prob_drawdown_10_pct         1.00
prob_drawdown_20_pct         0.91

Ticker ranking
       score  expected_return  prob_above_current  value_at_risk_95_pct  max_drawdown_q95 recommendation           guardrail_reasons
AAPL -28.123            0.301               0.665                 0.435             0.584          AVOID  value_at_risk_95_pct>25.0%

Source details
AAPL: live download

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Mode
Data