MonteCarlo
Paths
Metrics
Top tickerAAPL
Expected return27.8%
Chance of gain63.8%
95% downside42.2%
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 437.63
median 396.13
std 197.09
min 70.87
max 1923.99
q05 197.77
q25 301.23
q75 530.55
q95 836.02
expected_return 0.28
prob_above_current 0.64
prob_below_current 0.36
avg_upside_pct 0.57
avg_downside_pct 0.23
payoff_ratio 2.48
kelly_fraction 0.49
value_at_risk_95 144.60
expected_shortfall_95 177.34
value_at_risk_99 193.53
expected_shortfall_99 223.34
value_at_risk_95_pct 0.42
expected_shortfall_95_pct 0.52
value_at_risk_99_pct 0.57
expected_shortfall_99_pct 0.65
benchmark_return_pct 0.04
expected_excess_return 0.24
prob_beat_benchmark 0.60
max_drawdown_mean 0.35
max_drawdown_median 0.33
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 -30.868 0.278 0.638 0.422 0.580 AVOID value_at_risk_95_pct>25.0%
Source details
AAPL: live download