Monte Carlo analysis with strange results

[CHIRPhim]

Monte Carlo analysis with strange results

preliminary testing only looks at one particular instance of an infinite number of random walk paths. It is by no means conclusive. A system will probably generate multiple buy signals on the same day.

[ColinUttew]

Why are there no negative values? What parameters/inputs are you using?

[ClydeVek]

looks like a bug in the software you are using. If done properly, a monte carlo analysis will always produce a normal distribution. Perhaps you should look into bootstrapping

[crumuddy]

It does look odd but what is the input data before your monte carlo analysis?

[CurtMcBray]

Agreed. Average profit is not even a tenth for the high outlier. Include a two way commission trip at $10 total and that's $100,000.
Not hating on your system, but it's food for thought.