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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 25, 2026 → Sep 25, 2026 (92d)

📊 Last 3 Months Performance: Showing Professor Mean's performance over the last 3 months across 114 symbols. 🟢 LIVE

$10,445
Avg Value (per symbol)
Started at: $10,789 ($-344)
-3.19%
Last 3 Months ROI
54.8%
Win Rate
3,888
Total Trades

Quick Performance Comparison

Click any period to view detailed stats

-0.7%
1 Month
-3.2%
3 Months
-0.3%
6 Months
+2.6%
YTD
+1.2%
1 Year

Equity Curve (Last 3 Months)

Combined P&L across all 114 symbols

⚙️ 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 3 Months)

📉 Worst 5 Performing Symbols (Last 3 Months)

📊 All Symbol Results

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

📅 Last 3 Months: Jun 25, 2026 → Sep 25, 2026 (92 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 3M Start Final Value Trades Win Rate Fees Net Max DD Avg Hold Refunds Last Refund Action
1 COIN 31 61🔥 +35.15% $10,592 $14,316 42 64% - +$3,723 -42.7% 6.1h ✓ -
2 TQQQ 40 19🧊 +23.51% $12,027 $14,854 35 71% - +$2,828 -17.9% 5.9h ✓ -
3 AMC 62 36🧊 +22.40% $18,814 $23,028 39 67% - +$4,214 -18.6% 5.2h ✓ -
4 ACN 21 76🔥 +21.49% $8,669 $10,532 39 69% - +$1,863 -15.0% 6.8h ✓ -
5 HOOD 34 40 +16.24% $12,048 $14,004 38 68% - +$1,957 -26.1% 6.6h ✓ -
6 NVDA 61 55 +15.41% $15,981 $18,444 38 76% - +$2,463 -11.5% 4.4h ✓ -
7 SOFI 32 61🔥 +13.14% $11,375 $12,870 39 67% - +$1,495 -26.0% 5.5h ✓ -
8 VRTX 54 63 +12.07% $12,092 $13,551 41 73% - +$1,459 -5.5% 5.3h ✓ -
9 CMCSA 15 39🔥 +11.52% $8,396 $9,363 43 72% - +$967 -19.7% 6.3h ✓ -
10 SLV 27 74🔥 +11.51% $10,095 $11,257 39 67% - +$1,162 -25.0% 4.9h ✓ -
11 GME 14 65🔥 +10.79% $7,508 $8,318 36 75% - +$810 -44.4% 6.8h ✓ -
12 OXY 17 16 +10.74% $9,348 $10,352 40 65% - +$1,004 -17.0% 6.1h ✓ -
13 USO 45 36 +10.72% $13,159 $14,570 35 71% - +$1,411 -11.5% 5.6h ✓ -
14 RIOT 20 10 +10.14% $9,910 $10,915 38 63% - +$1,005 -50.0% 7.1h ✓ -
15 MARA 34 19 +9.57% $13,475 $14,764 38 76% - +$1,290 -29.5% 6.1h ✓ -
16 XLE 21 20 +9.50% $9,631 $10,546 40 78% - +$915 -13.3% 5.3h ✓ -
17 META 42 69🔥 +9.39% $11,717 $12,818 35 69% - +$1,100 -5.9% 5.3h ✓ -
18 UVXY 26 10 +8.77% $11,229 $12,213 39 64% - +$985 -33.5% 6.8h ✓ -
19 IBM 28 49🔥 +8.59% $10,305 $11,190 36 72% - +$885 -9.2% 4.7h ✓ -
20 CRWD 53 62 +8.21% $15,603 $16,884 41 66% - +$1,281 -12.6% 6.7h ✓ -
21 MS 41 12🧊 +8.09% $12,303 $13,298 42 62% - +$995 -9.7% 6.1h ✓ -
22 CVX 37 53 +7.98% $10,857 $11,724 39 77% - +$866 -5.5% 6.1h ✓ -
23 QQQ 42 14🧊 +6.18% $11,270 $11,966 36 72% - +$696 -4.4% 6.1h ✓ -
24 GILD 26 55🔥 +6.16% $10,534 $11,183 38 79% - +$649 -18.5% 6.6h ✓ -
25 TMO 19 19 +6.08% $9,644 $10,230 34 74% - +$586 -13.7% 5.2h ✓ -
26 INTC 34 62🔥 +5.44% $13,649 $14,391 39 67% - +$743 -24.3% 6.5h ✓ -
27 MRNA 10 16 +5.29% $5,393 $5,678 39 69% - +$285 -31.7% 6.1h ✓ -
28 JPM 42 17🧊 +4.53% $12,204 $12,757 41 73% - +$553 -7.6% 5.9h ✓ -
29 CRM 36 27 +4.46% $11,970 $12,504 38 63% - +$534 -9.2% 8.0h ✓ -
30 BRK-B 49 47 +4.33% $11,957 $12,475 38 76% - +$518 -4.6% 6.3h ✓ -
31 XLK 38 15🧊 +4.22% $12,282 $12,800 39 54% - +$518 -11.6% 6.8h ✓ -
32 BMY 54 42 +4.07% $15,156 $15,773 40 63% - +$617 -10.5% 5.6h ✓ -
33 COP 19 17 +3.95% $10,208 $10,612 39 64% - +$403 -18.3% 5.6h ✓ -
34 JNJ 52 19🧊 +3.45% $12,505 $12,936 37 65% - +$431 -5.7% 5.0h ✓ -
35 PFE 25 40 +3.35% $10,633 $10,989 36 58% - +$356 -11.8% 6.2h ✓ -
36 CSCO 23 13 +3.29% $10,163 $10,497 39 54% - +$334 -10.7% 7.5h ✓ -
37 ARKK 30 28 +3.22% $11,427 $11,795 36 56% - +$368 -16.4% 6.2h ✓ -
38 AMD 29 42 +3.10% $11,938 $12,309 38 55% - +$370 -28.5% 6.3h ✓ -
39 PANW 11 33🔥 +3.02% $9,644 $9,935 38 58% - +$291 -24.6% 6.9h ✓ -
40 XOM 19 36 +2.60% $9,988 $10,248 38 66% - +$260 -9.1% 5.5h ✓ -
41 NFLX 30 27 +2.50% $11,449 $11,736 39 67% - +$286 -13.7% 6.8h ✓ -
42 PG 38 20 +2.40% $11,667 $11,947 40 70% - +$280 -7.0% 6.1h ✓ -
43 AMGN 35 46 +2.35% $11,863 $12,142 37 76% - +$279 -10.0% 4.5h ✓ -
44 MU 34 65🔥 +2.26% $13,478 $13,782 37 59% - +$305 -23.5% 4.9h ✓ -
45 DKNG 32 34 +2.21% $12,044 $12,310 39 56% - +$266 -14.0% 5.1h ✓ -
46 VZ 15 16 +2.09% $9,920 $10,127 36 61% - +$207 -12.7% 5.7h ✓ -
47 LLY 14 19 +2.02% $9,089 $9,272 43 58% - +$184 -24.9% 5.9h ✓ -
48 SNOW 30 30 +1.99% $11,956 $12,194 40 65% - +$238 -17.7% 6.3h ✓ -
49 AVGO 39 13🧊 +1.99% $13,435 $13,702 38 55% - +$267 -12.8% 5.7h ✓ -
50 V 16 22 +1.90% $9,954 $10,143 37 57% - +$189 -5.0% 6.8h ✓ -
51 GOOGL 30 9🧊 +1.67% $11,301 $11,490 34 50% - +$189 -9.9% 5.7h ✓ -
52 BIIB 15 52🔥 +1.54% $9,422 $9,567 39 54% - +$145 -26.8% 4.7h ✓ -
53 MA 32 21 +1.46% $11,014 $11,175 42 71% - +$161 -5.8% 7.6h ✓ -
54 PYPL 15 21 +1.37% $9,919 $10,055 35 69% - +$136 -17.7% 6.3h ✓ -
55 VTI 25 10 +1.26% $10,659 $10,793 35 57% - +$134 -8.8% 6.0h ✓ -
56 GLD 11 45🔥 +1.15% $9,776 $9,888 40 60% - +$112 -7.6% 5.1h ✓ -
57 VXX 30 10🧊 +1.11% $12,870 $13,013 39 62% - +$143 -19.3% 6.2h ✓ -
58 ARM 27 19 +0.99% $11,663 $11,779 38 61% - +$115 -16.8% 6.3h ✓ -
59 IWM 17 10 +0.82% $10,117 $10,200 36 58% - +$83 -14.5% 7.0h ✓ -
60 XLF 34 10🧊 +0.76% $11,221 $11,307 37 57% - +$85 -5.4% 6.9h ✓ -
61 MDT 12 15 +0.67% $9,553 $9,617 39 54% - +$64 -13.7% 4.9h ✓ -
62 PLTR 47 30 +0.60% $15,836 $15,931 36 61% - +$95 -11.2% 4.9h ✓ -
63 KO 33 41 +0.60% $11,221 $11,288 37 70% - +$67 -6.2% 5.8h ✓ -
64 AAPL 28 10 +0.52% $11,331 $11,390 34 65% - +$59 -13.3% 6.8h ✓ -
65 MRK 46 15🧊 +0.38% $13,434 $13,485 37 57% - +$51 -8.0% 4.8h ✓ -
66 ABBV 15 54🔥 +0.23% $9,958 $9,981 39 51% - +$23 -17.6% 6.6h ✓ -
67 SPY 30 10 +0.13% $10,866 $10,880 37 59% - +$14 -7.1% 5.9h ✓ -
68 NIO 12 16 +0.11% $9,240 $9,250 41 49% - +$10 -30.0% 6.6h ✓ -
69 SHIBUSD ₿ — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
70 PEPEUSD ₿ — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
71 HD 21 27 -0.04% $10,415 $10,411 40 53% - -$4 -5.1% 3.8h ✓ -
72 TLT 12 26 -0.25% $10,017 $9,992 42 50% - -$25 -6.8% 5.3h ✓ -
73 VOO 35 11🧊 -0.36% $11,265 $11,224 37 59% - -$41 -5.6% 5.6h ✓ -
74 WFC 13 13 -0.37% $9,366 $9,331 39 51% - -$35 -15.9% 6.5h ✓ -
75 SMCI 15 69🔥 -0.85% $7,465 $7,402 38 61% - -$63 -55.7% 5.3h ✓ -
76 BAC 24 10 -0.89% $10,869 $10,772 39 62% - -$97 -7.2% 6.8h ✓ -
77 DIA 12 10 -1.19% $9,716 $9,600 37 54% - -$116 -11.0% 5.4h ✓ -
78 SCHW 39 12🧊 -1.57% $12,266 $12,074 39 72% - -$193 -7.0% 5.7h ✓ -
79 RBLX 41 23 -1.79% $15,100 $14,830 39 49% - -$270 -18.1% 7.7h ✓ -
80 AXP 28 10 -1.89% $11,461 $11,245 39 56% - -$217 -12.7% 4.9h ✓ -
81 MCD 43 12🧊 -1.99% $12,585 $12,334 40 58% - -$250 -4.1% 5.4h ✓ -
82 DIS 11 12 -2.20% $9,590 $9,379 36 50% - -$211 -21.3% 6.2h ✓ -
83 AMZN 28 17 -2.43% $11,951 $11,660 39 49% - -$290 -15.2% 5.8h ✓ -
84 SPXU 21 17 -2.62% $11,157 $10,864 37 54% - -$292 -19.1% 10.6h ✓ -
85 COST 17 15 -2.85% $10,445 $10,147 41 59% - -$298 -7.2% 5.7h ✓ -
86 DOTUSD ₿ — — -3.15% $10,100 $9,781 NO ENTRY - $5,137 -$318 -99.1% 1.0h 5 Feb 6, 2026
87 SLB 12 10 -3.18% $9,711 $9,402 36 50% - -$309 -18.4% 6.7h ✓ -
88 UNH 20 16 -3.64% $10,574 $10,189 40 60% - -$385 -22.2% 5.8h ✓ -
89 REGN 29 19 -3.65% $12,004 $11,566 37 59% - -$438 -13.4% 6.7h ✓ -
90 ADBE 11 20 -3.78% $8,139 $7,831 40 58% - -$308 -18.6% 6.8h ✓ -
91 ORCL 9 53🔥 -4.01% $9,976 $9,576 34 50% - -$400 -27.9% 6.9h ✓ -
92 BLK 49 10🧊 -4.13% $13,313 $12,763 37 49% - -$550 -4.0% 4.8h ✓ -
93 SQQQ 9 9 -4.36% $5,554 $5,312 37 49% - -$242 -42.9% 6.3h ✓ -
94 C 43 9🧊 -4.79% $13,158 $12,527 39 46% - -$630 -6.0% 5.3h ✓ -
95 MSFT 12 12 -5.10% $9,454 $8,972 35 49% - -$482 -10.0% 4.8h ✓ -
96 GS 59 10🧊 -5.69% $14,997 $14,144 41 46% - -$853 -3.9% 6.1h ✓ -
97 PM 13 16 -6.87% $9,550 $8,894 37 54% - -$656 -10.7% 5.3h ✓ -
98 ISRG 30 32 -6.97% $12,679 $11,796 38 66% - -$884 -17.0% 4.5h ✓ -
99 PEP 14 19 -7.23% $10,261 $9,519 37 57% - -$742 -12.9% 6.3h ✓ -
100 DOGEUSD ₿ — — -7.61% $3,995 $3,691 NO ENTRY - $7,010 -$304 -150.9% 4.0h 1 Jul 30, 2025
101 RIVN 10 10 -7.82% $7,901 $7,283 38 58% - -$618 -32.4% 7.7h ✓ -
102 WMT 14 14 -8.88% $10,964 $9,991 34 53% - -$974 -4.5% 6.2h ✓ -
103 NET 28 12 -10.26% $13,478 $12,095 37 41% - -$1,383 -16.9% 6.4h ✓ -
104 TSLA 12 17 -12.16% $9,099 $7,993 36 61% - -$1,106 -25.6% 5.0h ✓ -
105 LCID 11 16 -14.67% $8,032 $6,854 38 61% - -$1,178 -30.7% 5.2h ✓ -
106 SOXL 47 17🧊 -15.49% $30,515 $25,788 39 56% - -$4,727 -43.9% 5.2h ✓ -
107 AVAXUSD ₿ — — -39.62% $10,100 $6,098 NO ENTRY - $6,777 -$4,002 -99.0% 1.1h 5 Jan 25, 2026
108 ETHUSD ₿ — — -46.97% $10,099 $5,356 NO ENTRY - $7,489 -$4,744 -99.0% 1.0h 5 Jan 22, 2026
109 LTCUSD ₿ — — -85.74% $2,738 $390 NO ENTRY - $12,903 -$2,347 -99.1% 1.0h 4 Oct 10, 2025
110 UNIUSD ₿ — — -85.94% $4,609 $648 NO ENTRY - $8,974 -$3,961 -99.1% 1.0h 4 Nov 11, 2025
111 BTCUSD ₿ — — -86.31% $3,629 $497 NO ENTRY - $10,511 -$3,132 -99.0% 1.0h 4 Oct 30, 2025
112 LINKUSD ₿ — — -86.38% $7,696 $1,048 NO ENTRY - $9,935 -$6,648 -99.0% 1.0h 4 Nov 25, 2025
113 XRPUSD ₿ — — -87.76% $1,337 $164 NO ENTRY - $11,835 -$1,174 -99.0% 1.2h 3 Sep 14, 2025
114 SOLUSD ₿ — — -88.46% $2,610 $301 NO ENTRY - $8,569 -$2,309 -99.1% 1.0h 4 Oct 27, 2025

👤 Personality

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