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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.

Mar 20, 2026 Jun 20, 2026 (92d)

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

$10,182
Avg Value (per symbol)
Started at: $10,385 ($-203)
-1.96%
Last 3 Months ROI
57.3%
Win Rate
3,740
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 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: Mar 20, 2026 Jun 20, 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 SOXL 56 87🔥 +106.71% $14,749 $30,488 36 78% - +$15,739 -43.9% 5.2h -
2 INTC 29 88🔥 +33.59% $9,465 $12,644 36 81% - +$3,179 -24.3% 6.5h -
3 AMC 69 56 +23.98% $20,455 $25,361 38 66% - +$4,905 -18.6% 5.2h -
4 ORCL 15 44🔥 +19.00% $8,617 $10,254 39 64% - +$1,637 -27.9% 6.9h -
5 RIOT 20 40 +18.58% $8,860 $10,507 37 76% - +$1,646 -50.0% 7.1h -
6 AMD 27 61🔥 +18.57% $9,827 $11,652 39 64% - +$1,825 -28.5% 6.3h -
7 TQQQ 30 84🔥 +17.96% $10,151 $11,975 37 76% - +$1,823 -17.9% 5.9h -
8 MU 34 66🔥 +15.96% $11,491 $13,325 35 63% - +$1,834 -23.5% 4.9h -
9 MRK 46 44 +12.30% $11,937 $13,405 38 71% - +$1,468 -8.0% 4.8h -
10 SOFI 26 46 +11.33% $10,050 $11,188 36 67% - +$1,139 -26.0% 5.5h -
11 GS 68 67 +10.06% $13,611 $14,981 37 62% - +$1,369 -3.9% 6.1h -
12 UNH 24 65🔥 +9.92% $9,499 $10,441 33 76% - +$942 -22.2% 5.8h -
13 NVDA 53 67 +9.72% $14,939 $16,392 40 58% - +$1,452 -11.5% 4.4h -
14 ABBV 15 58🔥 +9.40% $9,020 $9,868 37 73% - +$848 -17.6% 6.6h -
15 XLK 36 62🔥 +9.20% $11,101 $12,122 38 79% - +$1,021 -11.6% 6.8h -
16 CRM 32 71🔥 +9.06% $10,882 $11,868 35 60% - +$986 -9.2% 8.0h -
17 MS 37 26 +9.03% $11,423 $12,454 38 71% - +$1,031 -9.7% 6.1h -
18 CRWD 48 78🔥 +8.86% $14,206 $15,465 34 71% - +$1,259 -12.6% 6.7h -
19 AVGO 38 29 +8.77% $12,292 $13,370 37 65% - +$1,078 -12.8% 5.7h -
20 JPM 38 37 +8.71% $11,177 $12,150 39 74% - +$973 -7.6% 5.9h -
21 NET 34 74🔥 +8.67% $12,361 $13,433 37 65% - +$1,072 -16.9% 6.4h -
22 C 47 55 +8.36% $12,076 $13,086 37 65% - +$1,010 -6.0% 5.3h -
23 AMZN 31 50 +7.97% $11,244 $12,140 35 69% - +$896 -15.2% 5.8h -
24 OXY 11 52🔥 +7.51% $8,652 $9,302 39 72% - +$650 -17.0% 6.1h -
25 BAC 25 52🔥 +7.49% $10,107 $10,864 35 77% - +$757 -7.2% 6.8h -
26 RBLX 41 68🔥 +7.43% $13,839 $14,867 37 62% - +$1,028 -18.1% 7.7h -
27 JNJ 49 27🧊 +7.00% $11,678 $12,495 38 71% - +$817 -5.7% 5.0h -
28 LLY 14 46🔥 +6.26% $8,519 $9,053 39 69% - +$533 -24.9% 5.9h -
29 VTI 25 44 +5.87% $10,096 $10,689 37 65% - +$593 -8.8% 6.0h -
30 UVXY 23 14 +5.51% $10,560 $11,142 36 67% - +$582 -33.5% 6.8h -
31 QQQ 34 57🔥 +5.48% $10,606 $11,187 36 78% - +$581 -4.4% 6.1h -
32 IWM 13 40🔥 +5.22% $9,523 $10,020 38 66% - +$497 -14.5% 7.0h -
33 PG 36 57🔥 +5.22% $10,984 $11,558 39 74% - +$573 -7.0% 6.1h -
34 KO 33 17 +4.72% $10,719 $11,225 37 76% - +$506 -6.2% 5.8h -
35 AMGN 34 14 +4.65% $11,291 $11,816 40 65% - +$525 -10.0% 4.5h -
36 DIA 13 37🔥 +4.63% $9,296 $9,726 35 71% - +$430 -11.0% 5.4h -
37 PEP 17 14 +4.57% $9,676 $10,118 36 69% - +$442 -12.9% 6.3h -
38 MDT 13 51🔥 +4.47% $9,118 $9,525 36 75% - +$408 -13.7% 4.9h -
39 XLF 32 32 +4.40% $10,685 $11,155 37 70% - +$470 -5.4% 6.9h -
40 GLD 11 45🔥 +4.33% $9,240 $9,640 37 59% - +$400 -7.6% 5.1h -
41 REGN 32 53🔥 +4.13% $11,468 $11,942 38 74% - +$474 -13.4% 6.7h -
42 HD 20 45🔥 +3.81% $9,934 $10,313 36 75% - +$378 -5.1% 3.8h -
43 GILD 21 33 +3.68% $10,117 $10,489 39 62% - +$372 -18.5% 6.6h -
44 PANW 11 65🔥 +3.42% $9,278 $9,595 37 62% - +$317 -24.6% 6.9h -
45 MARA 28 89🔥 +3.16% $12,046 $12,427 35 69% - +$381 -29.5% 6.1h -
46 SLB 12 10 +2.87% $9,537 $9,811 37 59% - +$274 -18.4% 6.7h -
47 BIIB 15 29 +2.69% $9,066 $9,310 39 59% - +$244 -26.8% 4.7h -
48 DIS 11 22 +2.64% $9,258 $9,503 37 65% - +$244 -21.3% 6.2h -
49 VRTX 40 47 +2.46% $11,646 $11,933 34 62% - +$286 -5.5% 5.3h -
50 GOOGL 31 54🔥 +2.39% $11,356 $11,627 36 58% - +$271 -9.9% 5.7h -
51 VOO 37 36 +2.39% $11,020 $11,283 39 59% - +$263 -5.6% 5.6h -
52 PYPL 13 24 +2.38% $9,659 $9,889 42 57% - +$230 -17.7% 6.3h -
53 PFE 21 28 +2.35% $10,289 $10,531 36 69% - +$242 -11.8% 6.2h -
54 SPY 31 34 +2.32% $10,650 $10,897 39 59% - +$247 -7.1% 5.9h -
55 MCD 48 14🧊 +2.08% $12,407 $12,665 36 64% - +$258 -4.1% 5.4h -
56 RIVN 11 7 +2.07% $7,809 $7,970 33 58% - +$162 -32.4% 7.7h -
57 ARKK 27 65🔥 +1.83% $10,944 $11,144 38 61% - +$200 -16.4% 6.2h -
58 WFC 13 33 +1.77% $9,158 $9,320 35 71% - +$162 -15.9% 6.5h -
59 BRK-B 44 23🧊 +1.58% $11,759 $11,945 38 61% - +$186 -4.6% 6.3h -
60 CSCO 14 25 +1.57% $9,739 $9,892 33 70% - +$153 -10.7% 7.5h -
61 TLT 15 12 +1.33% $9,930 $10,062 37 65% - +$132 -6.8% 5.3h -
62 AXP 28 17 +1.31% $11,199 $11,346 39 54% - +$147 -12.7% 4.9h -
63 ACN 12 69🔥 +1.22% $8,664 $8,770 38 55% - +$106 -15.0% 6.8h -
64 COST 22 20 +0.90% $10,293 $10,386 34 65% - +$93 -7.2% 5.7h -
65 NFLX 30 10 +0.73% $11,759 $11,845 37 57% - +$86 -13.7% 6.8h -
66 TSLA 12 19 +0.32% $9,275 $9,305 37 59% - +$30 -25.6% 5.0h -
67 MA 30 17 +0.24% $10,944 $10,970 37 51% - +$26 -5.8% 7.6h -
68 VXX 30 50 +0.23% $12,762 $12,792 39 59% - +$29 -19.3% 6.2h -
69 COP 11 17 +0.04% $9,928 $9,932 36 64% - +$4 -18.3% 5.6h -
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 ARM 27 48 -0.03% $11,846 $11,842 32 59% - -$4 -16.8% 6.3h -
73 NIO 12 15 -0.21% $8,959 $8,941 35 66% - -$19 -30.0% 6.6h -
74 BMY 52 17🧊 -0.22% $15,137 $15,104 36 67% - -$33 -10.5% 5.6h -
75 SCHW 41 11🧊 -1.66% $12,536 $12,328 38 71% - -$208 -7.0% 5.7h -
76 USO 37 13🧊 -1.75% $13,319 $13,086 35 60% - -$233 -11.5% 5.6h -
77 SPXU 24 18 -1.84% $11,503 $11,291 36 53% - -$212 -19.1% 10.6h -
78 BLK 56 26🧊 -2.04% $13,619 $13,341 40 65% - -$278 -4.0% 4.8h -
79 ISRG 33 17 -2.15% $12,773 $12,499 36 61% - -$275 -17.0% 4.5h -
80 AAPL 28 17 -2.24% $11,580 $11,320 34 65% - -$259 -13.3% 6.8h -
81 SMCI 15 46🔥 -2.53% $7,521 $7,331 36 67% - -$190 -55.7% 5.3h -
82 V 13 23 -2.53% $10,192 $9,934 37 54% - -$258 -5.0% 6.8h -
83 XLE 11 22 -2.58% $9,850 $9,596 38 55% - -$254 -13.3% 5.3h -
84 VZ 14 17 -2.74% $10,223 $9,943 35 60% - -$280 -12.7% 5.7h -
85 SNOW 27 43 -2.79% $11,975 $11,641 34 59% - -$334 -17.7% 6.3h -
86 HOOD 30 9🧊 -2.79% $12,965 $12,603 35 54% - -$362 -26.1% 6.6h -
87 SLV 21 57🔥 -2.80% $10,599 $10,302 38 63% - -$297 -25.0% 4.9h -
88 DOTUSD -3.15% $10,100 $9,781 NO ENTRY - $5,137 -$318 -99.1% 1.0h 5 Feb 6, 2026
89 DKNG 30 12 -3.61% $12,269 $11,826 38 66% - -$443 -14.0% 5.1h -
90 IBM 18 9 -3.69% $10,686 $10,292 37 49% - -$394 -9.2% 4.7h -
91 GME 13 10 -3.70% $7,727 $7,441 37 51% - -$286 -44.4% 6.8h -
92 MSFT 12 13 -3.83% $9,608 $9,240 35 46% - -$368 -10.0% 4.8h -
93 COIN 20 33 -3.97% $11,106 $10,665 35 63% - -$441 -42.7% 6.1h -
94 ADBE 11 16 -4.23% $8,382 $8,027 36 61% - -$355 -18.6% 6.8h -
95 META 34 16 -4.24% $12,128 $11,614 35 57% - -$514 -5.9% 5.3h -
96 WMT 30 13 -4.27% $11,430 $10,942 34 59% - -$488 -4.5% 6.2h -
97 CMCSA 14 36🔥 -4.62% $8,912 $8,501 33 73% - -$412 -19.7% 6.3h -
98 PM 13 14 -5.43% $10,153 $9,602 37 62% - -$551 -10.7% 5.3h -
99 TMO 13 14 -5.43% $10,044 $9,499 35 54% - -$545 -13.7% 5.2h -
100 CVX 27 33 -6.29% $11,489 $10,766 39 54% - -$723 -5.5% 6.1h -
101 DOGEUSD -7.61% $3,995 $3,691 NO ENTRY - $7,010 -$304 -150.9% 4.0h 1 Jul 30, 2025
102 XOM 14 25 -7.89% $10,661 $9,820 34 56% - -$841 -9.1% 5.5h -
103 MRNA 10 38🔥 -7.95% $6,112 $5,626 37 57% - -$486 -31.7% 6.1h -
104 PLTR 49 17🧊 -17.41% $19,410 $16,031 40 60% - -$3,379 -11.2% 4.9h -
105 LCID 11 19 -17.69% $9,551 $7,862 38 61% - -$1,690 -30.7% 5.2h -
106 SQQQ 9 9 -18.21% $6,759 $5,528 34 41% - -$1,231 -42.9% 6.3h -
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.