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Professor Mean
8

Professor Mean

The Mathematician

📐 Swing Trader 📅 146 years old (Born 1880)

"Price is a drunk stumbling home. It may wander, but it always returns to the mean."

Impossibly old—a walking artifact from the Victorian era. Bow tie, antique spectacles, chalk dust on his academic robes. His hands shake slightly, but his mind is sharp.

ℹ️ Character descriptions are creative personas representing trading strategy styles. They are not financial advice, promises, or guarantees of performance.

Jun 20, 2025 Jun 20, 2026 (365d)

📊 Last Year Performance: Showing Professor Mean's performance over the last year across 114 symbols. 🟢 LIVE

$10,526
Avg Value (per symbol)
Started at: $10,564 ($-38)
-0.36%
Last Year ROI
57.3%
Win Rate
20,669
Total Trades

Quick Performance Comparison

Click any period to view detailed stats

+1.5%
1 Month
-2.0%
3 Months
-1.3%
6 Months
+0.3%
YTD
-0.4%
1 Year

Equity Curve (Last Year)

Combined P&L across all 114 symbols

💰 Trading Activity (Last Year)

Stock Volume
$164,323,423
15,443 trades
Stock Fees
$0
✓ Commission FREE
Crypto Volume
$17,825,434
5,226 trades
Crypto Fees
$44,564
0.25% of volume

⚙️ Trading Strategy

Trade 2 standard deviation extremes back to mean

When price moves 2 standard deviations from its 20-day average, the move is statistically extreme. Professor Mean profits from the inevitable return to normalcy.

🎯 Best Suited For

Range-bound stocks and ETFs

"Everything reverts to the mean. Everything."

📜 Why This Strategy Works

Markets overreact. Good news pushes prices above fair value; bad news pushes them below. Extremes are by definition unsustainable.

Mathematical Formula

CODE VERIFIED — These formulas are extracted directly from the simulation engine and verified against the source code.
Source: scripts/run-*-simulation.php

📊 Entry Signal

📈 Entry Signal

Z-Score ≤ -2.0 (price is 2+ std devs below mean)
→ BUY at current close price

📉 Exit Rules

• MEAN_REVERSION: Z-Score ≥ 0 (price returned to mean)
• STOP_LOSS: Z-Score ≤ -3.0 OR price ≤ entry × 0.92 (-8%)
• MAX_HOLD: Hold time ≥ 10 days

⚙️ Simulation Parameters

MEAN_PERIOD: 20
ENTRY_STD_DEVS: 2
EXIT_AT_MEAN: 1
STOP_LOSS_STD_DEVS: 3
MAX_HOLD_DAYS: 10

📖 Historical Origin

Origin: Sir Francis Galton's regression to the mean

Sir Francis Galton was a polymath who, in the 1880s, discovered "regression toward mediocrity" while studying hereditary traits. The principle was universal: extreme measurements tend to be followed by less extreme ones.

🏆 Top 10 Performing Symbols (Last Year)

📉 Worst 5 Performing Symbols (Last Year)

📊 All Symbol Results

Click on any row to see detailed trade history with equity curve

📅 Last Year: Jun 20, 2025 Jun 20, 2026 (365 days)
📖 Understanding Score & Momentum columns
📊 Score — Lifetime Quality Score
Measures how well this strategy+symbol combination has performed across the entire simulation history. Based on return, win rate, drawdown control, profit factor, and trade count. Higher is better.
75+ Elite   60+ Good   40+ Fair   <40 Weak
⚡ Mom — 30-Day Momentum Score
Measures performance over the last 30 days only. Same quality model but calibrated for short-term activity. Captures recent regime shifts that the lifetime score may miss.
75+ Hot   60+ Active   40+ Moderate   <40 Quiet
Spread Indicators — Comparing Mom vs Score reveals regime sensitivity:
🔥 Heating Up — Mom is 20+ points above Score. This symbol is performing significantly better recently than its lifetime average. Could indicate a favorable regime shift.
🧊 Cooling Off — Mom is 20+ points below Score. This symbol is underperforming recently despite a strong lifetime track record. Could indicate an unfavorable regime shift.
No icon = Steady — Scores within ±20 points. Consistent performance.
⚠️ Scores are calculated from simulated backtest data and are for informational purposes only. They do not constitute financial advice or predict future performance. Full methodology →
Rank Symbol Score Mom Return 1Y Start Final Value Trades Win Rate Fees Net Max DD Avg Hold Refunds Last Refund Action
1 SOXL 56 87🔥 +171.27% $11,239 $30,488 140 67% - +$19,249 -43.9% 5.2h -
2 INTC 29 88🔥 +46.58% $8,626 $12,644 158 63% - +$4,018 -24.3% 6.5h -
3 MU 34 66🔥 +46.13% $9,119 $13,325 142 63% - +$4,206 -23.5% 4.9h -
4 AMC 69 56 +44.28% $17,577 $25,361 160 64% - +$7,783 -18.6% 5.2h -
5 MRK 46 44 +33.40% $10,049 $13,405 151 70% - +$3,356 -8.0% 4.8h -
6 RBLX 41 68🔥 +29.54% $11,477 $14,867 159 65% - +$3,390 -18.1% 7.7h -
7 AMD 27 61🔥 +28.73% $9,051 $11,652 155 63% - +$2,600 -28.5% 6.3h -
8 AVGO 38 29 +28.20% $10,429 $13,370 154 64% - +$2,941 -12.8% 5.7h -
9 GILD 21 33 +25.22% $8,377 $10,489 153 64% - +$2,113 -18.5% 6.6h -
10 BMY 52 17🧊 +22.74% $12,305 $15,104 149 69% - +$2,798 -10.5% 5.6h -
11 AMZN 31 50 +22.63% $9,900 $12,140 153 65% - +$2,240 -15.2% 5.8h -
12 TSLA 12 19 +21.70% $7,646 $9,305 150 62% - +$1,659 -25.6% 5.0h -
13 JNJ 49 27🧊 +21.40% $10,292 $12,495 143 71% - +$2,203 -5.7% 5.0h -
14 UNH 24 65🔥 +20.64% $8,655 $10,441 156 67% - +$1,786 -22.2% 5.8h -
15 BIIB 15 29 +20.01% $7,758 $9,310 158 69% - +$1,552 -26.8% 4.7h -
16 REGN 32 53🔥 +19.98% $9,953 $11,942 154 68% - +$1,989 -13.4% 6.7h -
17 XLK 36 62🔥 +18.76% $10,207 $12,122 160 69% - +$1,915 -11.6% 6.8h -
18 ISRG 33 17 +17.19% $10,665 $12,499 152 60% - +$1,833 -17.0% 4.5h -
19 NVDA 53 67 +16.92% $14,019 $16,392 158 62% - +$2,372 -11.5% 4.4h -
20 PG 36 57🔥 +15.68% $9,991 $11,558 150 67% - +$1,567 -7.0% 6.1h -
21 CRM 32 71🔥 +15.07% $10,314 $11,868 151 59% - +$1,554 -9.2% 8.0h -
22 NET 34 74🔥 +13.51% $11,834 $13,433 151 59% - +$1,599 -16.9% 6.4h -
23 PEP 17 14 +12.63% $8,984 $10,118 152 68% - +$1,135 -12.9% 6.3h -
24 GS 68 67 +12.56% $13,309 $14,981 153 62% - +$1,672 -3.9% 6.1h -
25 MARA 28 89🔥 +12.46% $11,050 $12,427 151 64% - +$1,377 -29.5% 6.1h -
26 CRWD 48 78🔥 +12.10% $13,796 $15,465 151 64% - +$1,669 -12.6% 6.7h -
27 TQQQ 30 84🔥 +11.45% $10,744 $11,975 154 62% - +$1,230 -17.9% 5.9h -
28 MCD 48 14🧊 +11.22% $11,387 $12,665 151 60% - +$1,278 -4.1% 5.4h -
29 MS 37 26 +11.20% $11,200 $12,454 156 62% - +$1,254 -9.7% 6.1h -
30 AMGN 34 14 +10.30% $10,712 $11,816 156 63% - +$1,103 -10.0% 4.5h -
31 VTI 25 44 +9.82% $9,733 $10,689 151 64% - +$956 -8.8% 6.0h -
32 PFE 21 28 +9.57% $9,611 $10,531 150 66% - +$920 -11.8% 6.2h -
33 GOOGL 31 54🔥 +9.52% $10,617 $11,627 144 60% - +$1,011 -9.9% 5.7h -
34 C 47 55 +9.32% $11,970 $13,086 150 55% - +$1,116 -6.0% 5.3h -
35 SPXU 24 18 +8.98% $10,361 $11,291 98 56% - +$930 -19.1% 10.6h -
36 VXX 30 50 +8.27% $11,815 $12,792 152 61% - +$977 -19.3% 6.2h -
37 KO 33 17 +8.16% $10,378 $11,225 146 62% - +$847 -6.2% 5.8h -
38 VOO 37 36 +8.09% $10,439 $11,283 150 64% - +$845 -5.6% 5.6h -
39 AAPL 28 17 +7.89% $10,493 $11,320 146 64% - +$828 -13.3% 6.8h -
40 USO 37 13🧊 +7.70% $12,151 $13,086 150 57% - +$936 -11.5% 5.6h -
41 NFLX 30 10 +7.66% $11,002 $11,845 155 63% - +$843 -13.7% 6.8h -
42 UVXY 23 14 +7.57% $10,358 $11,142 150 64% - +$784 -33.5% 6.8h -
43 LLY 14 46🔥 +7.36% $8,432 $9,053 151 67% - +$621 -24.9% 5.9h -
44 BRK-B 44 23🧊 +7.32% $11,130 $11,945 154 63% - +$815 -4.6% 6.3h -
45 ARKK 27 65🔥 +7.11% $10,405 $11,144 152 63% - +$740 -16.4% 6.2h -
46 IWM 13 40🔥 +7.03% $9,362 $10,020 148 61% - +$658 -14.5% 7.0h -
47 BAC 25 52🔥 +6.87% $10,165 $10,864 150 59% - +$698 -7.2% 6.8h -
48 VRTX 40 47 +6.80% $11,173 $11,933 148 57% - +$760 -5.5% 5.3h -
49 COP 11 17 +6.39% $9,336 $9,932 150 63% - +$597 -18.3% 5.6h -
50 SPY 31 34 +6.22% $10,259 $10,897 148 63% - +$638 -7.1% 5.9h -
51 ARM 27 48 +5.98% $11,174 $11,842 158 60% - +$668 -16.8% 6.3h -
52 MDT 13 51🔥 +5.21% $9,054 $9,525 150 64% - +$472 -13.7% 4.9h -
53 OXY 11 52🔥 +4.78% $8,878 $9,302 151 58% - +$424 -17.0% 6.1h -
54 AXP 28 17 +3.86% $10,924 $11,346 154 58% - +$422 -12.7% 4.9h -
55 ABBV 15 58🔥 +3.22% $9,560 $9,868 154 66% - +$308 -17.6% 6.6h -
56 CSCO 14 25 +3.06% $9,599 $9,892 149 66% - +$294 -10.7% 7.5h -
57 QQQ 34 57🔥 +2.95% $10,867 $11,187 151 62% - +$321 -4.4% 6.1h -
58 BLK 56 26🧊 +2.83% $12,974 $13,341 153 65% - +$367 -4.0% 4.8h -
59 JPM 38 37 +2.79% $11,820 $12,150 149 62% - +$330 -7.6% 5.9h -
60 SLB 12 10 +2.72% $9,551 $9,811 152 62% - +$260 -18.4% 6.7h -
61 MA 30 17 +2.69% $10,683 $10,970 154 62% - +$287 -5.8% 7.6h -
62 ACN 12 69🔥 +2.46% $8,559 $8,770 157 61% - +$211 -15.0% 6.8h -
63 SLV 21 57🔥 +1.89% $10,111 $10,302 152 64% - +$191 -25.0% 4.9h -
64 DIS 11 22 +1.70% $9,344 $9,503 158 59% - +$159 -21.3% 6.2h -
65 PANW 11 65🔥 +1.16% $9,485 $9,595 154 58% - +$110 -24.6% 6.9h -
66 DIA 13 37🔥 +1.12% $9,618 $9,726 146 60% - +$108 -11.0% 5.4h -
67 DKNG 30 12 +0.53% $11,764 $11,826 153 65% - +$62 -14.0% 5.1h -
68 XLE 11 22 +0.29% $9,568 $9,596 159 55% - +$28 -13.3% 5.3h -
69 CVX 27 33 +0.26% $10,738 $10,766 159 60% - +$28 -5.5% 6.1h -
70 SHIBUSD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
71 PEPEUSD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
72 TLT 15 12 -0.30% $10,093 $10,062 154 59% - -$30 -6.8% 5.3h -
73 VZ 14 17 -1.51% $10,095 $9,943 150 63% - -$152 -12.7% 5.7h -
74 ORCL 15 44🔥 -1.59% $10,420 $10,254 155 54% - -$166 -27.9% 6.9h -
75 XLF 32 32 -1.73% $11,351 $11,155 148 59% - -$196 -5.4% 6.9h -
76 SCHW 41 11🧊 -2.29% $12,617 $12,328 158 61% - -$289 -7.0% 5.7h -
77 GME 13 10 -2.52% $7,634 $7,441 159 57% - -$192 -44.4% 6.8h -
78 HD 20 45🔥 -2.85% $10,615 $10,313 148 57% - -$303 -5.1% 3.8h -
79 DOTUSD -3.15% $10,100 $9,781 104 31% $5,137 -$318 -99.1% 1.0h 5 Feb 6, 2026
80 GLD 11 45🔥 -3.18% $9,957 $9,640 152 59% - -$317 -7.6% 5.1h -
81 WMT 30 13 -3.34% $11,320 $10,942 146 61% - -$378 -4.5% 6.2h -
82 META 34 16 -3.48% $12,032 $11,614 156 57% - -$419 -5.9% 5.3h -
83 SOFI 26 46 -4.14% $11,671 $11,188 154 62% - -$483 -26.0% 5.5h -
84 COST 22 20 -4.39% $10,863 $10,386 151 60% - -$477 -7.2% 5.7h -
85 IBM 18 9 -4.69% $10,798 $10,292 152 55% - -$506 -9.2% 4.7h -
86 RIVN 11 7 -5.01% $8,391 $7,970 149 59% - -$420 -32.4% 7.7h -
87 PLTR 49 17🧊 -5.33% $16,934 $16,031 157 66% - -$903 -11.2% 4.9h -
88 V 13 23 -5.63% $10,527 $9,934 155 59% - -$593 -5.0% 6.8h -
89 SNOW 27 43 -7.80% $12,626 $11,641 150 56% - -$985 -17.7% 6.3h -
90 NIO 12 15 -8.41% $9,762 $8,941 143 58% - -$821 -30.0% 6.6h -
91 MSFT 12 13 -9.59% $10,220 $9,240 154 55% - -$980 -10.0% 4.8h -
92 CMCSA 14 36🔥 -10.12% $9,458 $8,501 153 66% - -$957 -19.7% 6.3h -
93 TMO 13 14 -10.98% $10,670 $9,499 153 56% - -$1,172 -13.7% 5.2h -
94 SQQQ 9 9 -11.03% $6,213 $5,528 151 58% - -$685 -42.9% 6.3h -
95 PYPL 13 24 -12.07% $11,247 $9,889 150 58% - -$1,357 -17.7% 6.3h -
96 XOM 14 25 -12.12% $11,175 $9,820 153 60% - -$1,354 -9.1% 5.5h -
97 ADBE 11 16 -12.31% $9,154 $8,027 154 60% - -$1,127 -18.6% 6.8h -
98 WFC 13 33 -13.53% $10,778 $9,320 149 63% - -$1,458 -15.9% 6.5h -
99 SMCI 15 46🔥 -14.25% $8,549 $7,331 154 64% - -$1,218 -55.7% 5.3h -
100 COIN 20 33 -14.70% $12,503 $10,665 145 56% - -$1,838 -42.7% 6.1h -
101 PM 13 14 -17.11% $11,584 $9,602 153 55% - -$1,982 -10.7% 5.3h -
102 RIOT 20 40 -18.49% $12,890 $10,507 148 58% - -$2,383 -50.0% 7.1h -
103 HOOD 30 9🧊 -19.86% $15,726 $12,603 151 52% - -$3,123 -26.1% 6.6h -
104 LCID 11 19 -32.77% $11,694 $7,862 156 62% - -$3,832 -30.7% 5.2h -
105 AVAXUSD -39.62% $10,100 $6,098 203 24% $6,777 -$4,002 -99.0% 1.1h 5 Jan 25, 2026
106 MRNA 10 38🔥 -41.82% $9,671 $5,626 145 57% - -$4,044 -31.7% 6.1h -
107 ETHUSD -46.97% $10,099 $5,356 233 24% $7,489 -$4,744 -99.0% 1.0h 5 Jan 22, 2026
108 DOGEUSD -63.44% $10,096 $3,691 211 51% $7,010 -$6,405 -150.9% 4.0h 1 Jul 30, 2025
109 LINKUSD -89.62% $10,098 $1,048 560 22% $9,935 -$9,050 -99.0% 1.0h 4 Nov 25, 2025
110 UNIUSD -93.58% $10,093 $648 654 31% $8,974 -$9,445 -99.1% 1.0h 4 Nov 11, 2025
111 BTCUSD -95.08% $10,098 $497 730 12% $10,511 -$9,601 -99.0% 1.0h 4 Oct 30, 2025
112 LTCUSD -96.13% $10,088 $390 823 23% $12,903 -$9,697 -99.1% 1.0h 4 Oct 10, 2025
113 SOLUSD -97.02% $10,106 $301 733 20% $8,569 -$9,805 -99.1% 1.0h 4 Oct 27, 2025
114 XRPUSD -98.38% $10,104 $164 975 20% $11,835 -$9,941 -99.0% 1.2h 3 Sep 14, 2025

👤 Personality

Speaks in equations. Finds human behavior predictable and slightly disappointing. Gets genuinely excited about standard deviations.