MonteCarlo

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                       408.59
median                     373.24
std                        187.27
min                        111.40
max                       1748.77
q05                        179.70
q25                        278.70
q75                        498.29
q95                        754.04
expected_return              0.30
prob_above_current           0.64
prob_below_current           0.36
avg_upside_pct               0.60
avg_downside_pct             0.24
payoff_ratio                 2.50
kelly_fraction               0.50
value_at_risk_95           135.62
expected_shortfall_95      163.58
value_at_risk_99           179.37
expected_shortfall_99      188.32
value_at_risk_95_pct         0.43
expected_shortfall_95_pct    0.52
value_at_risk_99_pct         0.57
expected_shortfall_99_pct    0.60
benchmark_return_pct         0.04
expected_excess_return       0.26
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         0.90

Ticker ranking
       score  expected_return  prob_above_current  value_at_risk_95_pct  max_drawdown_q95 recommendation           guardrail_reasons
AAPL -29.076            0.296               0.640                 0.430             0.583          AVOID  value_at_risk_95_pct>25.0%

Source details
AAPL: live download